Files
gocryptotrader/exchanges/kraken/kraken_wrapper.go
Ryan O'Hara-Reid 7b718700f7 orderbook: Implement initial linked list (#643)
* Exchanges: Initial implementation after rebase of depth (WIP)

* orderbook/buffer: convert and couple orderbook interaction functionality from buffer to orderbook linked list - Use single point reference for orderbook depth

* buffer/orderbook: conversion continued (WIP)

* exchange: buffer/linkedlist handover (WIP)

* Added some tests for yesterday

* linkedList: added more testing and trying to figure out broken things

* Started tying everything in

* continuous integration and testing

* orderbook: expanded tests

* go mod tidy

* Add in different synchornisation levels for protocols
Add in timer for the streaming system to reduce updates to datahandler
Add in more test code as I integrate more exchanges

* Depth: Add tests, add length check to call linked list updating, add in constructor.
Linked List: Improve tests, add in checks for zero liquidity on books.
Node: Added in cleaner POC, add in contructor.
Buffer: Fixed tests, checked benchmarks.

* orderbook: reinstate dispatch calls

* Addr glorious & madcozbad nits

* fix functionality and add tests

* Address linterinos

* remove label

* expanded comment

* fix races and and bitmex test

* reinstate go routine for alerting changes

* rm line :D

* fix more tests

* Addr glorious nits

* rm glorious field

* depth: defer unlock to stop deadlock

* orderbook: remove unused vars

* buffer: fix test to what it should be

* nits: madcosbad addr

* nits: glorious nits

* linkedlist: remove unused params

* orderbook: shift time call to outside of push to inline, add in case for update inster price for zero liquidity, nits

* orderbook: nits addressed

* engine: change stream -> websocket convention and remove unused function

* nits: glorious nits

* Websocket Buffer: Add verbosity switch

* linked list: Add comment

* linked list: fix spelling

* nits: glorious nits

* orderbook: Adds in test and explicit time type with constructor, fix nits

* linter

* spelling: removed the dere fence

* depth: Update alerting mechanism to a more battle tested state

* depth: spelling

* nits: glorious nits

* linked list: match cases

* buffer: fix linter issue

* golangci: increase timeout by 30 seconds

* nodes: update atomic checks

* spelling: fix

* node: add in commentary

* exchanges/syncer: add function to switch over to REST when websocket functionality is not available for a specific asset type

* linter: exchange linter issues

* syncer: Add in warning

* nits: glorious nits

* AssetWebsocketSupport: unexport map

* Nits: Adrr

* rm letter

* exchanges: Orderbook verification change for naming, deprecate checksum bypass as it has the potential to obfuscate errors that are at the tail end of the book, add in verification for websocket stream updates

* general: fix spelling remove breakpoint

* nits: fix more glorious nits until more are found

* orderbook: fix tests

* orderbook: fix wait tests and add in more checks

* nits: addr

* orderbook: remove dispatch reference

* linkedlist: consolidate bid/ask functions

* linked lisdt: remove words

* fix spelling
2021-04-23 15:16:01 +10:00

1483 lines
43 KiB
Go

package kraken
import (
"errors"
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"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 (k *Kraken) GetDefaultConfig() (*config.ExchangeConfig, error) {
k.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = k.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = k.BaseCurrencies
err := k.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if k.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = k.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets current default settings
func (k *Kraken) SetDefaults() {
k.Name = "Kraken"
k.Enabled = true
k.Verbose = true
k.API.CredentialsValidator.RequiresKey = true
k.API.CredentialsValidator.RequiresSecret = true
k.API.CredentialsValidator.RequiresBase64DecodeSecret = true
pairStore := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Separator: ",",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.UnderscoreDelimiter,
Separator: ",",
},
}
futures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Delimiter: currency.UnderscoreDelimiter,
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.UnderscoreDelimiter,
},
}
err := k.StoreAssetPairFormat(asset.Spot, pairStore)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = k.StoreAssetPairFormat(asset.Futures, futures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = k.DisableAssetWebsocketSupport(asset.Futures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
k.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,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
FiatDeposit: true,
FiatWithdraw: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
KlineFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
MessageCorrelation: true,
SubmitOrder: true,
CancelOrder: true,
CancelOrders: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
exchange.WithdrawCryptoWith2FA |
exchange.AutoWithdrawFiatWithSetup |
exchange.WithdrawFiatWith2FA,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.ThreeMin.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.FifteenDay.Word(): true,
kline.OneWeek.Word(): true,
},
},
},
}
k.Requester = request.New(k.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(request.NewBasicRateLimit(krakenRateInterval, krakenRequestRate)))
k.API.Endpoints = k.NewEndpoints()
err = k.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: krakenAPIURL,
exchange.RestFutures: futuresURL,
exchange.WebsocketSpot: krakenWSURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
k.Websocket = stream.New()
k.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
k.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
k.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets current exchange configuration
func (k *Kraken) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
k.SetEnabled(false)
return nil
}
err := k.SetupDefaults(exch)
if err != nil {
return err
}
err = k.SeedAssets()
if err != nil {
return err
}
wsRunningURL, err := k.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = k.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: krakenWSURL,
ExchangeName: exch.Name,
RunningURL: wsRunningURL,
Connector: k.WsConnect,
Subscriber: k.Subscribe,
UnSubscriber: k.Unsubscribe,
GenerateSubscriptions: k.GenerateDefaultSubscriptions,
Features: &k.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
})
if err != nil {
return err
}
err = k.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: krakenWsRateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: krakenWSURL,
})
if err != nil {
return err
}
return k.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: krakenWsRateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: krakenAuthWSURL,
Authenticated: true,
})
}
// Start starts the Kraken go routine
func (k *Kraken) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
k.Run()
wg.Done()
}()
}
// Run implements the Kraken wrapper
func (k *Kraken) Run() {
if k.Verbose {
k.PrintEnabledPairs()
}
forceUpdate := false
format, err := k.GetPairFormat(asset.UseDefault(), false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
k.Name,
err)
return
}
enabled, err := k.GetEnabledPairs(asset.UseDefault())
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
k.Name,
err)
return
}
avail, err := k.GetAvailablePairs(asset.UseDefault())
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
k.Name,
err)
return
}
if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) ||
common.StringDataContains(avail.Strings(), "ZUSD") {
var p currency.Pairs
p, err = currency.NewPairsFromStrings([]string{currency.XBT.String() +
format.Delimiter +
currency.USD.String()})
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
k.Name,
err)
} else {
log.Warn(log.ExchangeSys, "Available pairs for Kraken reset due to config upgrade, please enable the ones you would like again")
forceUpdate = true
err = k.UpdatePairs(p, asset.UseDefault(), true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
k.Name,
err)
}
}
}
if !k.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = k.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
k.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (k *Kraken) FetchTradablePairs(assetType asset.Item) ([]string, error) {
var products []string
switch assetType {
case asset.Spot:
if !assetTranslator.Seeded() {
if err := k.SeedAssets(); err != nil {
return nil, err
}
}
pairs, err := k.GetAssetPairs([]string{}, "")
if err != nil {
return nil, err
}
format, err := k.GetPairFormat(assetType, false)
if err != nil {
return nil, err
}
for i := range pairs {
if strings.Contains(pairs[i].Altname, ".d") {
continue
}
base := assetTranslator.LookupAltname(pairs[i].Base)
if base == "" {
log.Warnf(log.ExchangeSys,
"%s unable to lookup altname for base currency %s",
k.Name,
pairs[i].Base)
continue
}
quote := assetTranslator.LookupAltname(pairs[i].Quote)
if quote == "" {
log.Warnf(log.ExchangeSys,
"%s unable to lookup altname for quote currency %s",
k.Name,
pairs[i].Quote)
continue
}
products = append(products, base+format.Delimiter+quote)
}
case asset.Futures:
pairs, err := k.GetFuturesMarkets()
if err != nil {
return nil, err
}
for x := range pairs.Instruments {
if pairs.Instruments[x].Tradable {
products = append(products, pairs.Instruments[x].Symbol)
}
}
}
return products, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (k *Kraken) UpdateTradablePairs(forceUpdate bool) error {
assets := k.GetAssetTypes()
for x := range assets {
pairs, err := k.FetchTradablePairs(assets[x])
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
err = k.UpdatePairs(p, assets[x], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (k *Kraken) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
switch assetType {
case asset.Spot:
pairs, err := k.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
pairsCollated, err := k.FormatExchangeCurrencies(pairs, assetType)
if err != nil {
return nil, err
}
tickers, err := k.GetTickers(pairsCollated)
if err != nil {
return nil, err
}
for i := range pairs {
for c, t := range tickers {
pairFmt, err := k.FormatExchangeCurrency(pairs[i], assetType)
if err != nil {
return nil, err
}
if !strings.EqualFold(pairFmt.String(), c) {
altCurrency := assetTranslator.LookupAltname(c)
if altCurrency == "" {
continue
}
if !strings.EqualFold(pairFmt.String(), altCurrency) {
continue
}
}
err = ticker.ProcessTicker(&ticker.Price{
Last: t.Last,
High: t.High,
Low: t.Low,
Bid: t.Bid,
Ask: t.Ask,
Volume: t.Volume,
Open: t.Open,
Pair: pairs[i],
ExchangeName: k.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
}
case asset.Futures:
t, err := k.GetFuturesTickers()
if err != nil {
return nil, err
}
for x := range t.Tickers {
pair, err := currency.NewPairFromString(t.Tickers[x].Symbol)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: t.Tickers[x].Last,
Bid: t.Tickers[x].Bid,
Ask: t.Tickers[x].Ask,
Volume: t.Tickers[x].Vol24h,
Open: t.Tickers[x].Open24H,
Pair: pair,
ExchangeName: k.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
default:
return nil, fmt.Errorf("assetType not supported: %v", assetType)
}
return ticker.GetTicker(k.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (k *Kraken) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(k.Name, p, assetType)
if err != nil {
return k.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (k *Kraken) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(k.Name, p, assetType)
if err != nil {
return k.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (k *Kraken) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: k.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: k.CanVerifyOrderbook,
}
var err error
switch assetType {
case asset.Spot:
var orderbookNew Orderbook
orderbookNew, err = k.GetDepth(p)
if err != nil {
return nil, err
}
for x := range orderbookNew.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Bids[x].Amount,
Price: orderbookNew.Bids[x].Price,
})
}
for y := range orderbookNew.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Asks[y].Amount,
Price: orderbookNew.Asks[y].Price,
})
}
case asset.Futures:
var futuresOB FuturesOrderbookData
futuresOB, err = k.GetFuturesOrderbook(p)
if err != nil {
return nil, err
}
for x := range futuresOB.Orderbook.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Price: futuresOB.Orderbook.Asks[x][0],
Amount: futuresOB.Orderbook.Asks[x][1],
})
}
for y := range futuresOB.Orderbook.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Price: futuresOB.Orderbook.Bids[y][0],
Amount: futuresOB.Orderbook.Bids[y][1],
})
}
default:
return book, fmt.Errorf("invalid assetType: %v", assetType)
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(k.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// Kraken exchange - to-do
func (k *Kraken) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var balances []account.Balance
info.Exchange = k.Name
switch assetType {
case asset.Spot:
bal, err := k.GetBalance()
if err != nil {
return info, err
}
for key := range bal {
translatedCurrency := assetTranslator.LookupAltname(key)
if translatedCurrency == "" {
log.Warnf(log.ExchangeSys, "%s unable to translate currency: %s\n",
k.Name,
key)
continue
}
balances = append(balances, account.Balance{
CurrencyName: currency.NewCode(translatedCurrency),
TotalValue: bal[key],
})
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: balances,
})
case asset.Futures:
bal, err := k.GetFuturesAccountData()
if err != nil {
return info, err
}
for name := range bal.Accounts {
for code := range bal.Accounts[name].Balances {
balances = append(balances, account.Balance{
CurrencyName: currency.NewCode(name),
TotalValue: bal.Accounts[name].Balances[code],
})
}
info.Accounts = append(info.Accounts, account.SubAccount{
ID: name,
AssetType: asset.Futures,
Currencies: balances,
})
}
}
err := account.Process(&info)
if err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (k *Kraken) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(k.Name, assetType)
if err != nil {
return k.UpdateAccountInfo(assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (k *Kraken) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (k *Kraken) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
withdrawals, err := k.WithdrawStatus(c, "")
for i := range withdrawals {
resp = append(resp, exchange.WithdrawalHistory{
Status: withdrawals[i].Status,
TransferID: withdrawals[i].Refid,
Timestamp: time.Unix(int64(withdrawals[i].Time), 0),
Amount: withdrawals[i].Amount,
Fee: withdrawals[i].Fee,
CryptoToAddress: withdrawals[i].Info,
CryptoTxID: withdrawals[i].TxID,
Currency: c.String(),
})
}
return
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (k *Kraken) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
var tradeData []RecentTrades
tradeData, err = k.GetTrades(p)
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData {
side := order.Buy
if tradeData[i].BuyOrSell == "s" {
side = order.Sell
}
resp = append(resp, trade.Data{
Exchange: k.Name,
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Volume,
Timestamp: convert.TimeFromUnixTimestampDecimal(tradeData[i].Time),
})
}
err = k.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 (k *Kraken) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (k *Kraken) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
err := s.Validate()
if err != nil {
return submitOrderResponse, err
}
switch s.AssetType {
case asset.Spot:
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var resp string
s.Pair.Delimiter = "/" // required pair format: ISO 4217-A3
resp, err = k.wsAddOrder(&WsAddOrderRequest{
OrderType: s.Type.Lower(),
OrderSide: s.Side.Lower(),
Pair: s.Pair.String(),
Price: s.Price,
Volume: s.Amount,
})
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = resp
submitOrderResponse.IsOrderPlaced = true
} else {
var response AddOrderResponse
response, err = k.AddOrder(s.Pair,
s.Side.String(),
s.Type.String(),
s.Amount,
s.Price,
0,
0,
&AddOrderOptions{})
if err != nil {
return submitOrderResponse, err
}
if len(response.TransactionIds) > 0 {
submitOrderResponse.OrderID = strings.Join(response.TransactionIds, ", ")
}
}
if s.Type == order.Market {
submitOrderResponse.FullyMatched = true
}
submitOrderResponse.IsOrderPlaced = true
case asset.Futures:
order, err := k.FuturesSendOrder(
s.Type,
s.Pair,
s.Side.Lower(),
"",
s.ClientOrderID,
"",
s.Amount,
s.Price,
0,
)
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = order.SendStatus.OrderID
submitOrderResponse.IsOrderPlaced = true
default:
return submitOrderResponse, fmt.Errorf("invalid assetType")
}
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (k *Kraken) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (k *Kraken) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
switch o.AssetType {
case asset.Spot:
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
return k.wsCancelOrders([]string{o.ID})
}
_, err := k.CancelExistingOrder(o.ID)
return err
case asset.Futures:
_, err := k.FuturesCancelOrder(o.ID, "")
if err != nil {
return err
}
}
return nil
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (k *Kraken) CancelBatchOrders(orders []order.Cancel) (order.CancelBatchResponse, error) {
var ordersList []string
for i := range orders {
if err := orders[i].Validate(orders[i].StandardCancel()); err != nil {
return order.CancelBatchResponse{}, err
}
ordersList = append(ordersList, orders[i].ID)
}
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
err := k.wsCancelOrders(ordersList)
return order.CancelBatchResponse{}, err
}
return order.CancelBatchResponse{}, common.ErrFunctionNotSupported
}
// CancelAllOrders cancels all orders associated with a currency pair
func (k *Kraken) CancelAllOrders(req *order.Cancel) (order.CancelAllResponse, error) {
if err := req.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
switch req.AssetType {
case asset.Spot:
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
resp, err := k.wsCancelAllOrders()
if err != nil {
return cancelAllOrdersResponse, err
}
cancelAllOrdersResponse.Count = resp.Count
return cancelAllOrdersResponse, err
}
var emptyOrderOptions OrderInfoOptions
openOrders, err := k.GetOpenOrders(emptyOrderOptions)
if err != nil {
return cancelAllOrdersResponse, err
}
for orderID := range openOrders.Open {
var err error
if k.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
err = k.wsCancelOrders([]string{orderID})
} else {
_, err = k.CancelExistingOrder(orderID)
}
if err != nil {
cancelAllOrdersResponse.Status[orderID] = err.Error()
}
}
case asset.Futures:
cancelData, err := k.FuturesCancelAllOrders(req.Pair)
if err != nil {
return cancelAllOrdersResponse, err
}
for x := range cancelData.CancelStatus.CancelledOrders {
cancelAllOrdersResponse.Status[cancelData.CancelStatus.CancelledOrders[x].OrderID] = "cancelled"
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (k *Kraken) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
switch assetType {
case asset.Spot:
resp, err := k.QueryOrdersInfo(OrderInfoOptions{
Trades: true,
}, orderID)
if err != nil {
return orderDetail, err
}
orderInfo, ok := resp[orderID]
if !ok {
return orderDetail, fmt.Errorf("order %s not found in response", orderID)
}
if !assetType.IsValid() {
assetType = asset.UseDefault()
}
avail, err := k.GetAvailablePairs(assetType)
if err != nil {
return orderDetail, err
}
format, err := k.GetPairFormat(assetType, true)
if err != nil {
return orderDetail, err
}
var trades []order.TradeHistory
for i := range orderInfo.Trades {
trades = append(trades, order.TradeHistory{
TID: orderInfo.Trades[i],
})
}
side, err := order.StringToOrderSide(orderInfo.Description.Type)
if err != nil {
return orderDetail, err
}
status, err := order.StringToOrderStatus(orderInfo.Status)
if err != nil {
return orderDetail, err
}
oType, err := order.StringToOrderType(orderInfo.Description.OrderType)
if err != nil {
return orderDetail, err
}
p, err := currency.NewPairFromFormattedPairs(orderInfo.Description.Pair,
avail,
format)
if err != nil {
return orderDetail, err
}
price := orderInfo.Price
if orderInfo.Status == statusOpen {
price = orderInfo.Description.Price
}
orderDetail = order.Detail{
Exchange: k.Name,
ID: orderID,
Pair: p,
Side: side,
Type: oType,
Date: convert.TimeFromUnixTimestampDecimal(orderInfo.OpenTime),
CloseTime: convert.TimeFromUnixTimestampDecimal(orderInfo.CloseTime),
Status: status,
Price: price,
Amount: orderInfo.Volume,
ExecutedAmount: orderInfo.VolumeExecuted,
RemainingAmount: orderInfo.Volume - orderInfo.VolumeExecuted,
Fee: orderInfo.Fee,
Trades: trades,
Cost: orderInfo.Cost,
}
case asset.Futures:
orderInfo, err := k.FuturesGetFills(time.Time{})
if err != nil {
return orderDetail, err
}
for y := range orderInfo.Fills {
if orderInfo.Fills[y].OrderID != orderID {
continue
}
pair, err := currency.NewPairFromString(orderInfo.Fills[y].Symbol)
if err != nil {
return orderDetail, err
}
oSide, err := compatibleOrderSide(orderInfo.Fills[y].Side)
if err != nil {
return orderDetail, err
}
fillOrderType, err := compatibleFillOrderType(orderInfo.Fills[y].FillType)
if err != nil {
return orderDetail, err
}
timeVar, err := time.Parse(krakenFormat, orderInfo.Fills[y].FillTime)
if err != nil {
return orderDetail, err
}
orderDetail = order.Detail{
ID: orderID,
Price: orderInfo.Fills[y].Price,
Amount: orderInfo.Fills[y].Size,
Side: oSide,
Type: fillOrderType,
Date: timeVar,
Pair: pair,
Exchange: k.Name,
}
}
}
return orderDetail, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (k *Kraken) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
methods, err := k.GetDepositMethods(cryptocurrency.String())
if err != nil {
return "", err
}
var method string
for _, m := range methods {
method = m.Method
}
if method == "" {
return "", errors.New("method not found")
}
return k.GetCryptoDepositAddress(method, cryptocurrency.String())
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal
// Populate exchange.WithdrawRequest.TradePassword with withdrawal key name, as set up on your account
func (k *Kraken) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := k.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.TradePassword, withdrawRequest.Amount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: v,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (k *Kraken) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := k.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.TradePassword, withdrawRequest.Amount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
Status: v,
}, nil
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (k *Kraken) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := k.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.TradePassword, withdrawRequest.Amount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
Status: v,
}, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (k *Kraken) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !k.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return k.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (k *Kraken) 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:
resp, err := k.GetOpenOrders(OrderInfoOptions{})
if err != nil {
return nil, err
}
assetType := req.AssetType
if !req.AssetType.IsValid() {
assetType = asset.UseDefault()
}
avail, err := k.GetAvailablePairs(assetType)
if err != nil {
return nil, err
}
format, err := k.GetPairFormat(assetType, true)
if err != nil {
return nil, err
}
for i := range resp.Open {
p, err := currency.NewPairFromFormattedPairs(resp.Open[i].Description.Pair,
avail,
format)
if err != nil {
return nil, err
}
side := order.Side(strings.ToUpper(resp.Open[i].Description.Type))
orderType := order.Type(strings.ToUpper(resp.Open[i].Description.OrderType))
orders = append(orders, order.Detail{
ID: i,
Amount: resp.Open[i].Volume,
RemainingAmount: (resp.Open[i].Volume - resp.Open[i].VolumeExecuted),
ExecutedAmount: resp.Open[i].VolumeExecuted,
Exchange: k.Name,
Date: convert.TimeFromUnixTimestampDecimal(resp.Open[i].OpenTime),
Price: resp.Open[i].Description.Price,
Side: side,
Type: orderType,
Pair: p,
})
}
case asset.Futures:
var err error
var pairs currency.Pairs
if len(req.Pairs) > 0 {
pairs = req.Pairs
} else {
pairs, err = k.GetEnabledPairs(asset.Futures)
if err != nil {
return orders, err
}
}
activeOrders, err := k.FuturesOpenOrders()
if err != nil {
return orders, err
}
for i := range pairs {
fPair, err := k.FormatExchangeCurrency(pairs[i], asset.Futures)
if err != nil {
return orders, err
}
for a := range activeOrders.OpenOrders {
if activeOrders.OpenOrders[a].Symbol != fPair.String() {
continue
}
oSide, err := compatibleOrderSide(activeOrders.OpenOrders[a].Side)
if err != nil {
return orders, err
}
oType, err := compatibleOrderType(activeOrders.OpenOrders[a].OrderType)
if err != nil {
return orders, err
}
timeVar, err := time.Parse(krakenFormat, activeOrders.OpenOrders[a].ReceivedTime)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
ID: activeOrders.OpenOrders[a].OrderID,
Price: activeOrders.OpenOrders[a].LimitPrice,
Amount: activeOrders.OpenOrders[a].FilledSize,
Side: oSide,
Type: oType,
Date: timeVar,
Pair: fPair,
Exchange: k.Name,
})
}
}
default:
return nil, fmt.Errorf("%s assetType not supported", req.AssetType)
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (k *Kraken) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
if err := getOrdersRequest.Validate(); err != nil {
return nil, err
}
var orders []order.Detail
switch getOrdersRequest.AssetType {
case asset.Spot:
req := GetClosedOrdersOptions{}
if getOrdersRequest.StartTime.Unix() > 0 {
req.Start = strconv.FormatInt(getOrdersRequest.StartTime.Unix(), 10)
}
if getOrdersRequest.EndTime.Unix() > 0 {
req.End = strconv.FormatInt(getOrdersRequest.EndTime.Unix(), 10)
}
assetType := getOrdersRequest.AssetType
if !getOrdersRequest.AssetType.IsValid() {
assetType = asset.UseDefault()
}
avail, err := k.GetAvailablePairs(assetType)
if err != nil {
return nil, err
}
format, err := k.GetPairFormat(assetType, true)
if err != nil {
return nil, err
}
resp, err := k.GetClosedOrders(req)
if err != nil {
return nil, err
}
for i := range resp.Closed {
p, err := currency.NewPairFromFormattedPairs(resp.Closed[i].Description.Pair,
avail,
format)
if err != nil {
return nil, err
}
side := order.Side(strings.ToUpper(resp.Closed[i].Description.Type))
orderType := order.Type(strings.ToUpper(resp.Closed[i].Description.OrderType))
orders = append(orders, order.Detail{
ID: i,
Amount: resp.Closed[i].Volume,
RemainingAmount: (resp.Closed[i].Volume - resp.Closed[i].VolumeExecuted),
ExecutedAmount: resp.Closed[i].VolumeExecuted,
Exchange: k.Name,
Date: convert.TimeFromUnixTimestampDecimal(resp.Closed[i].OpenTime),
CloseTime: convert.TimeFromUnixTimestampDecimal(resp.Closed[i].CloseTime),
Price: resp.Closed[i].Description.Price,
Side: side,
Type: orderType,
Pair: p,
})
}
case asset.Futures:
var orderHistory FuturesRecentOrdersData
var err error
var pairs currency.Pairs
if len(getOrdersRequest.Pairs) > 0 {
pairs = getOrdersRequest.Pairs
} else {
pairs, err = k.GetEnabledPairs(asset.Futures)
if err != nil {
return orders, err
}
}
for p := range pairs {
orderHistory, err = k.FuturesRecentOrders(pairs[p])
if err != nil {
return orders, err
}
for o := range orderHistory.OrderEvents {
switch {
case orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.UID != "":
timeVar, err := time.Parse(krakenFormat,
orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Timestamp)
if err != nil {
return orders, err
}
oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Direction)
if err != nil {
return orders, err
}
oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.OrderType)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
Price: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.LimitPrice,
Amount: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Quantity,
ExecutedAmount: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Filled,
RemainingAmount: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Quantity -
orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Filled,
ID: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.UID,
ClientID: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.ClientID,
AssetType: asset.Futures,
Type: oType,
Date: timeVar,
Side: oDirection,
Exchange: k.Name,
Pair: pairs[p],
})
case orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.UID != "":
timeVar, err := time.Parse(krakenFormat,
orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Timestamp)
if err != nil {
return orders, err
}
oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Direction)
if err != nil {
return orders, err
}
oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.OrderType)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
Price: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.LimitPrice,
Amount: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Quantity,
ExecutedAmount: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Filled,
RemainingAmount: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Quantity -
orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Filled,
ID: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.UID,
ClientID: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.AccountID,
AssetType: asset.Futures,
Type: oType,
Date: timeVar,
Side: oDirection,
Exchange: k.Name,
Pair: pairs[p],
Status: order.Rejected,
})
case orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.UID != "":
timeVar, err := time.Parse(krakenFormat,
orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Timestamp)
if err != nil {
return orders, err
}
oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Direction)
if err != nil {
return orders, err
}
oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.OrderType)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
Price: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.LimitPrice,
Amount: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Quantity,
ExecutedAmount: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Filled,
RemainingAmount: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Quantity -
orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Filled,
ID: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.UID,
ClientID: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.AccountID,
AssetType: asset.Futures,
Type: oType,
Date: timeVar,
Side: oDirection,
Exchange: k.Name,
Pair: pairs[p],
Status: order.Cancelled,
})
case orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.UID != "":
timeVar, err := time.Parse(krakenFormat,
orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Timestamp)
if err != nil {
return orders, err
}
oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Direction)
if err != nil {
return orders, err
}
oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.OrderType)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
Price: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.LimitPrice,
Amount: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Quantity,
ExecutedAmount: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Filled,
RemainingAmount: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Quantity -
orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Filled,
ID: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.UID,
ClientID: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.AccountID,
AssetType: asset.Futures,
Type: oType,
Date: timeVar,
Side: oDirection,
Exchange: k.Name,
Pair: pairs[p],
})
default:
return orders, fmt.Errorf("invalid orderHistory data")
}
}
}
}
order.FilterOrdersBySide(&orders, getOrdersRequest.Side)
order.FilterOrdersByCurrencies(&orders, getOrdersRequest.Pairs)
return orders, nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (k *Kraken) AuthenticateWebsocket() error {
resp, err := k.GetWebsocketToken()
if resp != "" {
authToken = resp
}
return err
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (k *Kraken) ValidateCredentials(assetType asset.Item) error {
_, err := k.UpdateAccountInfo(assetType)
return k.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (k *Kraken) FormatExchangeKlineInterval(in kline.Interval) string {
return strconv.FormatFloat(in.Duration().Minutes(), 'f', -1, 64)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (k *Kraken) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := k.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: k.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
candles, err := k.GetOHLC(pair, k.FormatExchangeKlineInterval(interval))
if err != nil {
return kline.Item{}, err
}
for x := range candles {
timeValue, err := convert.TimeFromUnixTimestampFloat(candles[x].Time * 1000)
if err != nil {
return kline.Item{}, err
}
if timeValue.Before(start) || timeValue.After(end) {
continue
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: timeValue,
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 (k *Kraken) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := k.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: k.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
candles, err := k.GetOHLC(pair, k.FormatExchangeKlineInterval(interval))
if err != nil {
return kline.Item{}, err
}
for i := range candles {
timeValue, err := convert.TimeFromUnixTimestampFloat(candles[i].Time * 1000)
if err != nil {
return kline.Item{}, err
}
if timeValue.Before(start) || timeValue.After(end) {
continue
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: timeValue,
Open: candles[i].Open,
High: candles[i].High,
Low: candles[i].Low,
Close: candles[i].Close,
Volume: candles[i].Volume,
})
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
func compatibleOrderSide(side string) (order.Side, error) {
switch {
case strings.EqualFold(order.Buy.String(), side):
return order.Buy, nil
case strings.EqualFold(order.Sell.String(), side):
return order.Sell, nil
}
return order.AnySide, fmt.Errorf("invalid side received")
}
func compatibleOrderType(orderType string) (order.Type, error) {
var resp order.Type
switch orderType {
case "lmt":
resp = order.Limit
case "stp":
resp = order.Stop
case "take_profit":
resp = order.TakeProfit
default:
return resp, fmt.Errorf("invalid orderType")
}
return resp, nil
}
func compatibleFillOrderType(fillType string) (order.Type, error) {
var resp order.Type
switch fillType {
case "maker":
resp = order.Limit
case "taker":
resp = order.Market
case "liquidation":
resp = order.Liquidation
default:
return resp, fmt.Errorf("invalid orderPriceType")
}
return resp, nil
}