mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-23 23:16:49 +00:00
* 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
888 lines
25 KiB
Go
888 lines
25 KiB
Go
package poloniex
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import (
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"fmt"
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"sort"
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"strconv"
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"strings"
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"sync"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// GetDefaultConfig returns a default exchange config
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func (p *Poloniex) GetDefaultConfig() (*config.ExchangeConfig, error) {
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p.SetDefaults()
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exchCfg := new(config.ExchangeConfig)
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exchCfg.Name = p.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = p.BaseCurrencies
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err := p.SetupDefaults(exchCfg)
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if err != nil {
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return nil, err
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}
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if p.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = p.UpdateTradablePairs(true)
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if err != nil {
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return nil, err
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}
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}
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return exchCfg, nil
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}
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// SetDefaults sets default settings for poloniex
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func (p *Poloniex) SetDefaults() {
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p.Name = "Poloniex"
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p.Enabled = true
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p.Verbose = true
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p.API.CredentialsValidator.RequiresKey = true
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p.API.CredentialsValidator.RequiresSecret = true
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requestFmt := ¤cy.PairFormat{
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Delimiter: currency.UnderscoreDelimiter,
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Uppercase: true,
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}
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configFmt := ¤cy.PairFormat{
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Delimiter: currency.UnderscoreDelimiter,
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Uppercase: true,
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}
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err := p.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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p.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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TickerBatching: true,
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TickerFetching: true,
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KlineFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrder: true,
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CancelOrders: true,
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SubmitOrder: true,
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DepositHistory: true,
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WithdrawalHistory: true,
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UserTradeHistory: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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TradeFee: true,
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CryptoWithdrawalFee: true,
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},
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WebsocketCapabilities: protocol.Features{
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TickerFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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AuthenticatedEndpoints: true,
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GetOrders: true,
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GetOrder: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
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exchange.NoFiatWithdrawals,
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Kline: kline.ExchangeCapabilitiesSupported{
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Intervals: true,
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},
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: map[string]bool{
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kline.FiveMin.Word(): true,
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kline.FifteenMin.Word(): true,
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kline.ThirtyMin.Word(): true,
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kline.TwoHour.Word(): true,
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kline.FourHour.Word(): true,
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kline.OneDay.Word(): true,
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},
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},
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},
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}
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p.Requester = request.New(p.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(SetRateLimit()))
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p.API.Endpoints = p.NewEndpoints()
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err = p.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: poloniexAPIURL,
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exchange.WebsocketSpot: poloniexWebsocketAddress,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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p.Websocket = stream.New()
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p.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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p.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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p.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup sets user exchange configuration settings
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func (p *Poloniex) Setup(exch *config.ExchangeConfig) error {
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if !exch.Enabled {
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p.SetEnabled(false)
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return nil
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}
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err := p.SetupDefaults(exch)
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if err != nil {
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return err
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}
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wsRunningURL, err := p.API.Endpoints.GetURL(exchange.WebsocketSpot)
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if err != nil {
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return err
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}
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err = p.Websocket.Setup(&stream.WebsocketSetup{
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Enabled: exch.Features.Enabled.Websocket,
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Verbose: exch.Verbose,
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AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
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WebsocketTimeout: exch.WebsocketTrafficTimeout,
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DefaultURL: poloniexWebsocketAddress,
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ExchangeName: exch.Name,
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RunningURL: wsRunningURL,
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Connector: p.WsConnect,
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Subscriber: p.Subscribe,
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UnSubscriber: p.Unsubscribe,
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GenerateSubscriptions: p.GenerateDefaultSubscriptions,
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Features: &p.Features.Supports.WebsocketCapabilities,
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OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
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BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
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SortBuffer: true,
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SortBufferByUpdateIDs: true,
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})
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if err != nil {
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return err
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}
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return p.Websocket.SetupNewConnection(stream.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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})
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}
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// Start starts the Poloniex go routine
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func (p *Poloniex) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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p.Run()
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wg.Done()
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}()
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}
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// Run implements the Poloniex wrapper
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func (p *Poloniex) Run() {
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if p.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s (url: %s).\n",
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p.Name,
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common.IsEnabled(p.Websocket.IsEnabled()),
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poloniexWebsocketAddress)
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p.PrintEnabledPairs()
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}
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forceUpdate := false
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avail, err := p.GetAvailablePairs(asset.Spot)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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p.Name,
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err)
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return
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}
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if common.StringDataCompare(avail.Strings(), "BTC_USDT") {
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log.Warnf(log.ExchangeSys,
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"%s contains invalid pair, forcing upgrade of available currencies.\n",
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p.Name)
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forceUpdate = true
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}
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if !p.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
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return
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}
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err = p.UpdateTradablePairs(forceUpdate)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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p.Name,
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err)
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}
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (p *Poloniex) FetchTradablePairs(asset asset.Item) ([]string, error) {
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resp, err := p.GetTicker()
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if err != nil {
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return nil, err
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}
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var currencies []string
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for x := range resp {
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currencies = append(currencies, x)
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}
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return currencies, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (p *Poloniex) UpdateTradablePairs(forceUpgrade bool) error {
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pairs, err := p.FetchTradablePairs(asset.Spot)
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if err != nil {
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return err
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}
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ps, err := currency.NewPairsFromStrings(pairs)
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if err != nil {
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return err
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}
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return p.UpdatePairs(ps, asset.Spot, false, forceUpgrade)
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (p *Poloniex) UpdateTicker(currencyPair currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tick, err := p.GetTicker()
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if err != nil {
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return nil, err
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}
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enabledPairs, err := p.GetEnabledPairs(assetType)
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if err != nil {
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return nil, err
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}
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for i := range enabledPairs {
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fpair, err := p.FormatExchangeCurrency(enabledPairs[i], assetType)
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if err != nil {
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return nil, err
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}
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curr := fpair.String()
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if _, ok := tick[curr]; !ok {
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continue
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Pair: enabledPairs[i],
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Ask: tick[curr].LowestAsk,
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Bid: tick[curr].HighestBid,
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High: tick[curr].High24Hr,
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Last: tick[curr].Last,
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Low: tick[curr].Low24Hr,
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Volume: tick[curr].BaseVolume,
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QuoteVolume: tick[curr].QuoteVolume,
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ExchangeName: p.Name,
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AssetType: assetType})
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if err != nil {
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return nil, err
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}
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}
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return ticker.GetTicker(p.Name, currencyPair, assetType)
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}
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// FetchTicker returns the ticker for a currency pair
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func (p *Poloniex) FetchTicker(currencyPair currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(p.Name, currencyPair, assetType)
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if err != nil {
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return p.UpdateTicker(currencyPair, assetType)
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}
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return tickerNew, nil
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}
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// FetchOrderbook returns orderbook base on the currency pair
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func (p *Poloniex) FetchOrderbook(currencyPair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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ob, err := orderbook.Get(p.Name, currencyPair, assetType)
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if err != nil {
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return p.UpdateOrderbook(currencyPair, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (p *Poloniex) UpdateOrderbook(c currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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callingBook := &orderbook.Base{
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Exchange: p.Name,
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Pair: c,
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Asset: assetType,
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VerifyOrderbook: p.CanVerifyOrderbook,
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}
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orderbookNew, err := p.GetOrderbook("", poloniexMaxOrderbookDepth)
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if err != nil {
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return callingBook, err
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}
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enabledPairs, err := p.GetEnabledPairs(assetType)
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if err != nil {
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return callingBook, err
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}
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for i := range enabledPairs {
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book := &orderbook.Base{
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Exchange: p.Name,
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Pair: enabledPairs[i],
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Asset: assetType,
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VerifyOrderbook: p.CanVerifyOrderbook,
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}
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fpair, err := p.FormatExchangeCurrency(enabledPairs[i], assetType)
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if err != nil {
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return book, err
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}
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data, ok := orderbookNew.Data[fpair.String()]
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if !ok {
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continue
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}
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for y := range data.Bids {
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book.Bids = append(book.Bids, orderbook.Item{
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Amount: data.Bids[y].Amount,
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Price: data.Bids[y].Price,
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})
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}
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for y := range data.Asks {
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book.Asks = append(book.Asks, orderbook.Item{
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Amount: data.Asks[y].Amount,
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Price: data.Asks[y].Price,
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})
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}
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err = book.Process()
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if err != nil {
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return book, err
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}
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}
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return orderbook.Get(p.Name, c, assetType)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies for the
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// Poloniex exchange
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func (p *Poloniex) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
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var response account.Holdings
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response.Exchange = p.Name
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accountBalance, err := p.GetBalances()
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if err != nil {
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return response, err
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}
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var currencies []account.Balance
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for x, y := range accountBalance.Currency {
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var exchangeCurrency account.Balance
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exchangeCurrency.CurrencyName = currency.NewCode(x)
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exchangeCurrency.TotalValue = y
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currencies = append(currencies, exchangeCurrency)
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}
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response.Accounts = append(response.Accounts, account.SubAccount{
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Currencies: currencies,
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})
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err = account.Process(&response)
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if err != nil {
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return account.Holdings{}, err
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}
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return response, nil
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}
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (p *Poloniex) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
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acc, err := account.GetHoldings(p.Name, assetType)
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if err != nil {
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return p.UpdateAccountInfo(assetType)
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}
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return acc, nil
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}
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// GetFundingHistory returns funding history, deposits and
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// withdrawals
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func (p *Poloniex) GetFundingHistory() ([]exchange.FundHistory, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// GetWithdrawalsHistory returns previous withdrawals data
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func (p *Poloniex) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
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return nil, common.ErrNotYetImplemented
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}
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// GetRecentTrades returns the most recent trades for a currency and asset
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func (p *Poloniex) GetRecentTrades(currencyPair currency.Pair, assetType asset.Item) ([]trade.Data, error) {
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return p.GetHistoricTrades(currencyPair, assetType, time.Now().Add(-time.Minute*15), time.Now())
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}
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// GetHistoricTrades returns historic trade data within the timeframe provided
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func (p *Poloniex) GetHistoricTrades(currencyPair currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
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if timestampEnd.After(time.Now()) || timestampEnd.Before(timestampStart) {
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return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v", timestampStart, timestampEnd)
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}
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var err error
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currencyPair, err = p.FormatExchangeCurrency(currencyPair, assetType)
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if err != nil {
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return nil, err
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}
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var resp []trade.Data
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ts := timestampStart
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allTrades:
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for {
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var tradeData []TradeHistory
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tradeData, err = p.GetTradeHistory(currencyPair.String(), ts.Unix(), timestampEnd.Unix())
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if err != nil {
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return nil, err
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}
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for i := range tradeData {
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var tt time.Time
|
|
tt, err = time.Parse(common.SimpleTimeFormat, tradeData[i].Date)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if (tt.Before(timestampStart) && !timestampStart.IsZero()) || (tt.After(timestampEnd) && !timestampEnd.IsZero()) {
|
|
break allTrades
|
|
}
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(tradeData[i].Type)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
Exchange: p.Name,
|
|
TID: strconv.FormatInt(tradeData[i].TradeID, 10),
|
|
CurrencyPair: currencyPair,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: tradeData[i].Rate,
|
|
Amount: tradeData[i].Amount,
|
|
Timestamp: tt,
|
|
})
|
|
if i == len(tradeData)-1 {
|
|
if ts.Equal(tt) {
|
|
// reached end of trades to crawl
|
|
break allTrades
|
|
}
|
|
if timestampStart.IsZero() {
|
|
break allTrades
|
|
}
|
|
ts = tt
|
|
}
|
|
}
|
|
}
|
|
|
|
err = p.AddTradesToBuffer(resp...)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp = trade.FilterTradesByTime(resp, timestampStart, timestampEnd)
|
|
|
|
sort.Sort(trade.ByDate(resp))
|
|
return resp, nil
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (p *Poloniex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
|
|
var submitOrderResponse order.SubmitResponse
|
|
if err := s.Validate(); err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
|
|
fPair, err := p.FormatExchangeCurrency(s.Pair, s.AssetType)
|
|
if err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
|
|
fillOrKill := s.Type == order.Market
|
|
isBuyOrder := s.Side == order.Buy
|
|
response, err := p.PlaceOrder(fPair.String(),
|
|
s.Price,
|
|
s.Amount,
|
|
false,
|
|
fillOrKill,
|
|
isBuyOrder)
|
|
if err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
if response.OrderNumber > 0 {
|
|
submitOrderResponse.OrderID = strconv.FormatInt(response.OrderNumber, 10)
|
|
}
|
|
|
|
submitOrderResponse.IsOrderPlaced = true
|
|
if s.Type == order.Market {
|
|
submitOrderResponse.FullyMatched = true
|
|
}
|
|
return submitOrderResponse, nil
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (p *Poloniex) ModifyOrder(action *order.Modify) (string, error) {
|
|
if err := action.Validate(); err != nil {
|
|
return "", err
|
|
}
|
|
|
|
oID, err := strconv.ParseInt(action.ID, 10, 64)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
|
|
resp, err := p.MoveOrder(oID,
|
|
action.Price,
|
|
action.Amount,
|
|
action.PostOnly,
|
|
action.ImmediateOrCancel)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
|
|
return strconv.FormatInt(resp.OrderNumber, 10), nil
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (p *Poloniex) CancelOrder(o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
|
|
orderIDInt, err := strconv.ParseInt(o.ID, 10, 64)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
return p.CancelExistingOrder(orderIDInt)
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (p *Poloniex) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
|
|
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (p *Poloniex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
|
|
cancelAllOrdersResponse := order.CancelAllResponse{
|
|
Status: make(map[string]string),
|
|
}
|
|
openOrders, err := p.GetOpenOrdersForAllCurrencies()
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
|
|
for key := range openOrders.Data {
|
|
for i := range openOrders.Data[key] {
|
|
err = p.CancelExistingOrder(openOrders.Data[key][i].OrderNumber)
|
|
if err != nil {
|
|
id := strconv.FormatInt(openOrders.Data[key][i].OrderNumber, 10)
|
|
cancelAllOrdersResponse.Status[id] = err.Error()
|
|
}
|
|
}
|
|
}
|
|
|
|
return cancelAllOrdersResponse, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (p *Poloniex) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
|
|
orderInfo := order.Detail{
|
|
Exchange: p.Name,
|
|
Pair: pair,
|
|
}
|
|
|
|
trades, err := p.GetAuthenticatedOrderTrades(orderID)
|
|
if err != nil && !strings.Contains(err.Error(), "Order not found") {
|
|
return orderInfo, err
|
|
}
|
|
|
|
for i := range trades {
|
|
var tradeHistory order.TradeHistory
|
|
tradeHistory.Exchange = p.Name
|
|
tradeHistory.Side, err = order.StringToOrderSide(trades[i].Type)
|
|
if err != nil {
|
|
return orderInfo, err
|
|
}
|
|
tradeHistory.TID = strconv.FormatInt(trades[i].GlobalTradeID, 10)
|
|
tradeHistory.Timestamp, err = time.Parse(common.SimpleTimeFormat, trades[i].Date)
|
|
if err != nil {
|
|
return orderInfo, err
|
|
}
|
|
tradeHistory.Price = trades[i].Rate
|
|
tradeHistory.Amount = trades[i].Amount
|
|
tradeHistory.Total = trades[i].Total
|
|
tradeHistory.Fee = trades[i].Fee
|
|
orderInfo.Trades = append(orderInfo.Trades, tradeHistory)
|
|
}
|
|
|
|
resp, err := p.GetAuthenticatedOrderStatus(orderID)
|
|
if err != nil {
|
|
if len(orderInfo.Trades) > 0 { // on closed orders return trades only
|
|
if strings.Contains(err.Error(), "Order not found") {
|
|
orderInfo.Status = order.Closed
|
|
}
|
|
return orderInfo, nil
|
|
}
|
|
return orderInfo, err
|
|
}
|
|
|
|
orderInfo.Status, _ = order.StringToOrderStatus(resp.Status)
|
|
orderInfo.Price = resp.Rate
|
|
orderInfo.Amount = resp.Amount
|
|
orderInfo.Cost = resp.Total
|
|
orderInfo.Fee = resp.Fee
|
|
orderInfo.TargetAmount = resp.StartingAmount
|
|
|
|
orderInfo.Side, err = order.StringToOrderSide(resp.Type)
|
|
if err != nil {
|
|
return orderInfo, err
|
|
}
|
|
|
|
orderInfo.Date, err = time.Parse(common.SimpleTimeFormat, resp.Date)
|
|
if err != nil {
|
|
return orderInfo, err
|
|
}
|
|
|
|
return orderInfo, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (p *Poloniex) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
|
|
a, err := p.GetDepositAddresses()
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
|
|
address, ok := a.Addresses[cryptocurrency.Upper().String()]
|
|
if !ok {
|
|
return "", fmt.Errorf("cannot find deposit address for %s",
|
|
cryptocurrency)
|
|
}
|
|
|
|
return address, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (p *Poloniex) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
v, err := p.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.Crypto.Address, withdrawRequest.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
Status: v.Response,
|
|
}, err
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (p *Poloniex) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (p *Poloniex) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (p *Poloniex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if (!p.AllowAuthenticatedRequest() || p.SkipAuthCheck) && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return p.GetFee(feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (p *Poloniex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := req.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp, err := p.GetOpenOrdersForAllCurrencies()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
format, err := p.GetPairFormat(asset.Spot, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orders []order.Detail
|
|
for key := range resp.Data {
|
|
var symbol currency.Pair
|
|
symbol, err = currency.NewPairDelimiter(key, format.Delimiter)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range resp.Data[key] {
|
|
orderSide := order.Side(strings.ToUpper(resp.Data[key][i].Type))
|
|
orderDate, err := time.Parse(common.SimpleTimeFormat, resp.Data[key][i].Date)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
|
|
p.Name,
|
|
"GetActiveOrders",
|
|
resp.Data[key][i].OrderNumber,
|
|
resp.Data[key][i].Date)
|
|
}
|
|
|
|
orders = append(orders, order.Detail{
|
|
ID: strconv.FormatInt(resp.Data[key][i].OrderNumber, 10),
|
|
Side: orderSide,
|
|
Amount: resp.Data[key][i].Amount,
|
|
Date: orderDate,
|
|
Price: resp.Data[key][i].Rate,
|
|
Pair: symbol,
|
|
Exchange: p.Name,
|
|
})
|
|
}
|
|
}
|
|
|
|
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
|
|
order.FilterOrdersByCurrencies(&orders, req.Pairs)
|
|
order.FilterOrdersBySide(&orders, req.Side)
|
|
|
|
return orders, nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (p *Poloniex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := req.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp, err := p.GetAuthenticatedTradeHistory(req.StartTime.Unix(),
|
|
req.EndTime.Unix(),
|
|
10000)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
format, err := p.GetPairFormat(asset.Spot, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orders []order.Detail
|
|
for key := range resp.Data {
|
|
var symbol currency.Pair
|
|
symbol, err = currency.NewPairDelimiter(key, format.Delimiter)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for i := range resp.Data[key] {
|
|
orderSide := order.Side(strings.ToUpper(resp.Data[key][i].Type))
|
|
orderDate, err := time.Parse(common.SimpleTimeFormat,
|
|
resp.Data[key][i].Date)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
|
|
p.Name,
|
|
"GetActiveOrders",
|
|
resp.Data[key][i].OrderNumber,
|
|
resp.Data[key][i].Date)
|
|
}
|
|
|
|
orders = append(orders, order.Detail{
|
|
ID: strconv.FormatInt(resp.Data[key][i].GlobalTradeID, 10),
|
|
Side: orderSide,
|
|
Amount: resp.Data[key][i].Amount,
|
|
Date: orderDate,
|
|
Price: resp.Data[key][i].Rate,
|
|
Pair: symbol,
|
|
Exchange: p.Name,
|
|
})
|
|
}
|
|
}
|
|
|
|
order.FilterOrdersByCurrencies(&orders, req.Pairs)
|
|
order.FilterOrdersBySide(&orders, req.Side)
|
|
|
|
return orders, nil
|
|
}
|
|
|
|
// ValidateCredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (p *Poloniex) ValidateCredentials(assetType asset.Item) error {
|
|
_, err := p.UpdateAccountInfo(assetType)
|
|
return p.CheckTransientError(err)
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (p *Poloniex) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := p.ValidateKline(pair, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
formattedPair, err := p.FormatExchangeCurrency(pair, a)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
// we use Truncate here to round star to the nearest even number that matches the requested interval
|
|
// example 10:17 with an interval of 15 minutes will go down 10:15
|
|
// this is due to poloniex returning a non-complete candle if the time does not match
|
|
candles, err := p.GetChartData(formattedPair.String(),
|
|
start.Truncate(interval.Duration()), end,
|
|
p.FormatExchangeKlineInterval(interval))
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
ret := kline.Item{
|
|
Exchange: p.Name,
|
|
Interval: interval,
|
|
Pair: pair,
|
|
Asset: a,
|
|
}
|
|
|
|
for x := range candles {
|
|
ret.Candles = append(ret.Candles, kline.Candle{
|
|
Time: time.Unix(candles[x].Date, 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 (p *Poloniex) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
return p.GetHistoricCandles(pair, a, start, end, interval)
|
|
}
|