mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-23 23:16:49 +00:00
* Exchanges: enrich order history with avg executed price, cost, and more * Fix division by zero in order detail enrichment * Remove DateCompleted from Bithumb OrderData and fix OrderDate parsing * Fixes on order detail fields and rename EnrichOrderDetail to CalculateCostsAndAmounts * BTSE order history populate name and id * Calculate average executed price for market order or when order amount is zero * Minor fixes on infer order amounts, costs, and times * Attach InferAmountsCostsAndTimes to Order.Detail * Binance: fix order status * Always use order.StringToOrderStatus() and ensure order has at least one of executed/remaining amount set
1049 lines
29 KiB
Go
1049 lines
29 KiB
Go
package btcmarkets
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import (
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"context"
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"errors"
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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/deposit"
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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 (b *BTCMarkets) GetDefaultConfig() (*config.Exchange, error) {
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b.SetDefaults()
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exchCfg := new(config.Exchange)
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exchCfg.Name = b.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = b.BaseCurrencies
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err := b.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 b.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = b.UpdateTradablePairs(context.TODO(), 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 basic defaults
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func (b *BTCMarkets) SetDefaults() {
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b.Name = "BTC Markets"
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b.Enabled = true
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b.Verbose = true
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b.API.CredentialsValidator.RequiresKey = true
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b.API.CredentialsValidator.RequiresSecret = true
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b.API.CredentialsValidator.RequiresBase64DecodeSecret = true
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requestFmt := ¤cy.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
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configFmt := ¤cy.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
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err := b.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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b.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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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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SubmitOrder: true,
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UserTradeHistory: true,
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CryptoWithdrawal: true,
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FiatWithdraw: true,
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TradeFee: true,
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FiatWithdrawalFee: 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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AccountInfo: true,
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Subscribe: 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.AutoWithdrawCrypto |
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exchange.AutoWithdrawFiat,
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Kline: kline.ExchangeCapabilitiesSupported{
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DateRanges: true,
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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.OneMin.Word(): true,
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kline.OneHour.Word(): true,
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kline.OneDay.Word(): true,
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},
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ResultLimit: 1000,
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},
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},
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}
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b.Requester = request.New(b.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(SetRateLimit()))
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b.API.Endpoints = b.NewEndpoints()
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err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: btcMarketsAPIURL,
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exchange.WebsocketSpot: btcMarketsWSURL,
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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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b.Websocket = stream.New()
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b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup takes in an exchange configuration and sets all parameters
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func (b *BTCMarkets) Setup(exch *config.Exchange) error {
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if !exch.Enabled {
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b.SetEnabled(false)
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return nil
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}
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err := b.SetupDefaults(exch)
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if err != nil {
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return err
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}
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wsURL, err := b.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 = b.Websocket.Setup(&stream.WebsocketSetup{
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ExchangeConfig: exch,
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DefaultURL: btcMarketsWSURL,
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RunningURL: wsURL,
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Connector: b.WsConnect,
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Subscriber: b.Subscribe,
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GenerateSubscriptions: b.generateDefaultSubscriptions,
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Features: &b.Features.Supports.WebsocketCapabilities,
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SortBuffer: 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 b.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 BTC Markets go routine
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func (b *BTCMarkets) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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b.Run()
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wg.Done()
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}()
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}
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// Run implements the BTC Markets wrapper
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func (b *BTCMarkets) Run() {
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if b.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s (url: %s).\n",
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b.Name,
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common.IsEnabled(b.Websocket.IsEnabled()),
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btcMarketsWSURL)
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b.PrintEnabledPairs()
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}
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forceUpdate := false
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pairs, err := b.GetEnabledPairs(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 enabled currencies Err:%s\n",
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b.Name,
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err)
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return
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}
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format, err := b.GetPairFormat(asset.Spot, false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s Failed to update enabled currencies.\n",
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b.Name)
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return
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}
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avail, err := b.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 enabled currencies.\n",
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b.Name)
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return
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}
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if !common.StringDataContains(pairs.Strings(), format.Delimiter) ||
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!common.StringDataContains(avail.Strings(), format.Delimiter) {
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log.Warnln(log.ExchangeSys, "Available pairs for BTC Markets reset due to config upgrade, please enable the pairs you would like again.")
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forceUpdate = true
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}
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if forceUpdate {
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enabledPairs := currency.Pairs{currency.Pair{
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Base: currency.BTC.Lower(),
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Quote: currency.AUD.Lower(),
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Delimiter: format.Delimiter,
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},
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}
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err = b.UpdatePairs(enabledPairs, asset.Spot, true, true)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s Failed to update enabled currencies.\n",
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b.Name)
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}
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}
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if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
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return
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}
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err = b.UpdateTradablePairs(context.TODO(), 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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b.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 (b *BTCMarkets) FetchTradablePairs(ctx context.Context, a asset.Item) ([]string, error) {
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if a != asset.Spot {
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return nil, fmt.Errorf("asset type of %s is not supported by %s", a, b.Name)
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}
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markets, err := b.GetMarkets(ctx)
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if err != nil {
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return nil, err
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}
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var pairs []string
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for x := range markets {
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pairs = append(pairs, markets[x].MarketID)
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}
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return pairs, 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 (b *BTCMarkets) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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pairs, err := b.FetchTradablePairs(ctx, asset.Spot)
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if err != nil {
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return err
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}
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p, 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 b.UpdatePairs(p, asset.Spot, false, forceUpdate)
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}
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// UpdateTickers updates the ticker for all currency pairs of a given asset type
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func (b *BTCMarkets) UpdateTickers(ctx context.Context, a asset.Item) error {
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allPairs, err := b.GetEnabledPairs(a)
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if err != nil {
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return err
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}
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tickers, err := b.GetTickers(ctx, allPairs)
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if err != nil {
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return err
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}
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if len(allPairs) != len(tickers) {
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return errors.New("enabled pairs differ from returned tickers")
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}
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for x := range tickers {
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var newP currency.Pair
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newP, err = currency.NewPairFromString(tickers[x].MarketID)
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if err != nil {
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return err
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Pair: newP,
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Last: tickers[x].LastPrice,
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High: tickers[x].High24h,
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Low: tickers[x].Low24h,
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Bid: tickers[x].BestBID,
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Ask: tickers[x].BestAsk,
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Volume: tickers[x].Volume,
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LastUpdated: time.Now(),
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ExchangeName: b.Name,
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AssetType: a,
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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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}
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return nil
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (b *BTCMarkets) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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if err := b.UpdateTickers(ctx, a); err != nil {
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return nil, err
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}
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return ticker.GetTicker(b.Name, p, a)
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}
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// FetchTicker returns the ticker for a currency pair
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func (b *BTCMarkets) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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fPair, err := b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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tickerNew, err := ticker.GetTicker(b.Name, fPair, assetType)
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if err != nil {
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return b.UpdateTicker(ctx, p, 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 (b *BTCMarkets) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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fPair, err := b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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ob, err := orderbook.Get(b.Name, fPair, assetType)
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if err != nil {
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return b.UpdateOrderbook(ctx, p, 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 (b *BTCMarkets) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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book := &orderbook.Base{
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Exchange: b.Name,
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Pair: p,
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Asset: assetType,
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PriceDuplication: true,
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VerifyOrderbook: b.CanVerifyOrderbook,
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}
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fpair, err := b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return book, err
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}
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tempResp, err := b.GetOrderbook(ctx, fpair.String(), 2)
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if err != nil {
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return book, err
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}
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for x := range tempResp.Bids {
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book.Bids = append(book.Bids, orderbook.Item{
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Amount: tempResp.Bids[x].Volume,
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Price: tempResp.Bids[x].Price})
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}
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for y := range tempResp.Asks {
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book.Asks = append(book.Asks, orderbook.Item{
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Amount: tempResp.Asks[y].Volume,
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Price: tempResp.Asks[y].Price})
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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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return orderbook.Get(b.Name, p, assetType)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies
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func (b *BTCMarkets) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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var resp account.Holdings
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data, err := b.GetAccountBalance(ctx)
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if err != nil {
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return resp, err
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}
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var acc account.SubAccount
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for key := range data {
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c := currency.NewCode(data[key].AssetName)
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hold := data[key].Locked
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total := data[key].Balance
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acc.Currencies = append(acc.Currencies,
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account.Balance{CurrencyName: c,
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TotalValue: total,
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Hold: hold})
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}
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resp.Accounts = append(resp.Accounts, acc)
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resp.Exchange = b.Name
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err = account.Process(&resp)
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if err != nil {
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return account.Holdings{}, err
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}
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return resp, nil
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}
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (b *BTCMarkets) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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acc, err := account.GetHoldings(b.Name, assetType)
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if err != nil {
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return b.UpdateAccountInfo(ctx, 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 (b *BTCMarkets) GetFundingHistory(ctx context.Context) ([]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 (b *BTCMarkets) GetWithdrawalsHistory(ctx context.Context, 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 (b *BTCMarkets) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
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var err error
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p, err = b.FormatExchangeCurrency(p, 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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var tradeData []Trade
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tradeData, err = b.GetTrades(ctx, p.String(), 0, 0, 200)
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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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side := order.Side("")
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if tradeData[i].Side != "" {
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side, err = order.StringToOrderSide(tradeData[i].Side)
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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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resp = append(resp, trade.Data{
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Exchange: b.Name,
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TID: tradeData[i].TradeID,
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CurrencyPair: p,
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AssetType: assetType,
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Side: side,
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Price: tradeData[i].Price,
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Amount: tradeData[i].Amount,
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Timestamp: tradeData[i].Timestamp,
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})
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}
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err = b.AddTradesToBuffer(resp...)
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if err != nil {
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return nil, err
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}
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sort.Sort(trade.ByDate(resp))
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return resp, nil
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}
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// GetHistoricTrades returns historic trade data within the timeframe provided
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func (b *BTCMarkets) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// SubmitOrder submits a new order
|
|
func (b *BTCMarkets) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) {
|
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var resp order.SubmitResponse
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if err := s.Validate(); err != nil {
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return resp, err
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}
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if s.Side == order.Sell {
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s.Side = order.Ask
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}
|
|
if s.Side == order.Buy {
|
|
s.Side = order.Bid
|
|
}
|
|
|
|
fpair, err := b.FormatExchangeCurrency(s.Pair, asset.Spot)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
tempResp, err := b.NewOrder(ctx,
|
|
fpair.String(),
|
|
s.Price,
|
|
s.Amount,
|
|
s.Type.String(),
|
|
s.Side.String(),
|
|
s.TriggerPrice,
|
|
s.TargetAmount,
|
|
"",
|
|
false,
|
|
"",
|
|
s.ClientID)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
resp.IsOrderPlaced = true
|
|
resp.OrderID = tempResp.OrderID
|
|
return resp, nil
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (b *BTCMarkets) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) {
|
|
return order.Modify{}, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (b *BTCMarkets) CancelOrder(ctx context.Context, o *order.Cancel) error {
|
|
err := o.Validate(o.StandardCancel())
|
|
if err != nil {
|
|
return err
|
|
}
|
|
_, err = b.RemoveOrder(ctx, o.ID)
|
|
return err
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (b *BTCMarkets) CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) {
|
|
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (b *BTCMarkets) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
|
|
var resp order.CancelAllResponse
|
|
tempMap := make(map[string]string)
|
|
var orderIDs []string
|
|
orders, err := b.GetOrders(ctx, "", -1, -1, -1, true)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for x := range orders {
|
|
orderIDs = append(orderIDs, orders[x].OrderID)
|
|
}
|
|
splitOrders := common.SplitStringSliceByLimit(orderIDs, 20)
|
|
for z := range splitOrders {
|
|
tempResp, err := b.CancelBatch(ctx, splitOrders[z])
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for y := range tempResp.CancelOrders {
|
|
tempMap[tempResp.CancelOrders[y].OrderID] = "Success"
|
|
}
|
|
for z := range tempResp.UnprocessedRequests {
|
|
tempMap[tempResp.UnprocessedRequests[z].RequestID] = "Cancellation Failed"
|
|
}
|
|
}
|
|
resp.Status = tempMap
|
|
return resp, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (b *BTCMarkets) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
|
|
var resp order.Detail
|
|
o, err := b.FetchOrder(ctx, orderID)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
p, err := currency.NewPairFromString(o.MarketID)
|
|
if err != nil {
|
|
return order.Detail{}, err
|
|
}
|
|
|
|
resp.Exchange = b.Name
|
|
resp.ID = orderID
|
|
resp.Pair = p
|
|
resp.Price = o.Price
|
|
resp.Date = o.CreationTime
|
|
resp.ExecutedAmount = o.Amount - o.OpenAmount
|
|
resp.Side = order.Bid
|
|
if o.Side == ask {
|
|
resp.Side = order.Ask
|
|
}
|
|
switch o.Type {
|
|
case limit:
|
|
resp.Type = order.Limit
|
|
case market:
|
|
resp.Type = order.Market
|
|
case stopLimit:
|
|
resp.Type = order.Stop
|
|
case stop:
|
|
resp.Type = order.Stop
|
|
case takeProfit:
|
|
resp.Type = order.ImmediateOrCancel
|
|
default:
|
|
resp.Type = order.UnknownType
|
|
}
|
|
resp.RemainingAmount = o.OpenAmount
|
|
switch o.Status {
|
|
case orderAccepted:
|
|
resp.Status = order.Active
|
|
case orderPlaced:
|
|
resp.Status = order.Active
|
|
case orderPartiallyMatched:
|
|
resp.Status = order.PartiallyFilled
|
|
case orderFullyMatched:
|
|
resp.Status = order.Filled
|
|
case orderCancelled:
|
|
resp.Status = order.Cancelled
|
|
case orderPartiallyCancelled:
|
|
resp.Status = order.PartiallyCancelled
|
|
case orderFailed:
|
|
resp.Status = order.Rejected
|
|
default:
|
|
resp.Status = order.UnknownStatus
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (b *BTCMarkets) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, accountID, _ string) (*deposit.Address, error) {
|
|
depositAddr, err := b.FetchDepositAddress(ctx, cryptocurrency, -1, -1, -1)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &deposit.Address{
|
|
Address: depositAddr.Address,
|
|
Tag: depositAddr.Tag,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
|
|
func (b *BTCMarkets) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
a, err := b.RequestWithdraw(ctx,
|
|
withdrawRequest.Currency.String(),
|
|
withdrawRequest.Amount,
|
|
withdrawRequest.Crypto.Address,
|
|
"",
|
|
"",
|
|
"",
|
|
"")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: a.ID,
|
|
Status: a.Status,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (b *BTCMarkets) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
if withdrawRequest.Currency != currency.AUD {
|
|
return nil, errors.New("only aud is supported for withdrawals")
|
|
}
|
|
a, err := b.RequestWithdraw(ctx,
|
|
withdrawRequest.Currency.String(),
|
|
withdrawRequest.Amount,
|
|
"",
|
|
withdrawRequest.Fiat.Bank.AccountName,
|
|
withdrawRequest.Fiat.Bank.AccountNumber,
|
|
withdrawRequest.Fiat.Bank.BSBNumber,
|
|
withdrawRequest.Fiat.Bank.BankName)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: a.ID,
|
|
Status: a.Status,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (b *BTCMarkets) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (b *BTCMarkets) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if !b.AllowAuthenticatedRequest() && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return b.GetFee(ctx, feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (b *BTCMarkets) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := req.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
if len(req.Pairs) == 0 {
|
|
allPairs, err := b.GetEnabledPairs(asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for a := range allPairs {
|
|
req.Pairs = append(req.Pairs,
|
|
allPairs[a])
|
|
}
|
|
}
|
|
|
|
var resp []order.Detail
|
|
for x := range req.Pairs {
|
|
fpair, err := b.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
tempData, err := b.GetOrders(ctx, fpair.String(), -1, -1, -1, true)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for y := range tempData {
|
|
var tempResp order.Detail
|
|
tempResp.Exchange = b.Name
|
|
tempResp.Pair = req.Pairs[x]
|
|
tempResp.ID = tempData[y].OrderID
|
|
tempResp.Side = order.Bid
|
|
if tempData[y].Side == ask {
|
|
tempResp.Side = order.Ask
|
|
}
|
|
tempResp.Date = tempData[y].CreationTime
|
|
|
|
switch tempData[y].Type {
|
|
case limit:
|
|
tempResp.Type = order.Limit
|
|
case market:
|
|
tempResp.Type = order.Market
|
|
default:
|
|
log.Errorf(log.ExchangeSys,
|
|
"%s unknown order type %s getting order",
|
|
b.Name,
|
|
tempData[y].Type)
|
|
tempResp.Type = order.UnknownType
|
|
}
|
|
switch tempData[y].Status {
|
|
case orderAccepted:
|
|
tempResp.Status = order.Active
|
|
case orderPlaced:
|
|
tempResp.Status = order.Active
|
|
case orderPartiallyMatched:
|
|
tempResp.Status = order.PartiallyFilled
|
|
default:
|
|
log.Errorf(log.ExchangeSys,
|
|
"%s unexpected status %s on order %v",
|
|
b.Name,
|
|
tempData[y].Status,
|
|
tempData[y].OrderID)
|
|
tempResp.Status = order.UnknownStatus
|
|
}
|
|
tempResp.Price = tempData[y].Price
|
|
tempResp.Amount = tempData[y].Amount
|
|
tempResp.ExecutedAmount = tempData[y].Amount - tempData[y].OpenAmount
|
|
tempResp.RemainingAmount = tempData[y].OpenAmount
|
|
resp = append(resp, tempResp)
|
|
}
|
|
}
|
|
order.FilterOrdersByType(&resp, req.Type)
|
|
order.FilterOrdersByTimeRange(&resp, req.StartTime, req.EndTime)
|
|
order.FilterOrdersBySide(&resp, req.Side)
|
|
return resp, nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (b *BTCMarkets) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := req.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
var resp []order.Detail
|
|
var tempResp order.Detail
|
|
var tempArray []string
|
|
if len(req.Pairs) == 0 {
|
|
orders, err := b.GetOrders(ctx, "", -1, -1, -1, false)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for x := range orders {
|
|
tempArray = append(tempArray, orders[x].OrderID)
|
|
}
|
|
}
|
|
for y := range req.Pairs {
|
|
fpair, err := b.FormatExchangeCurrency(req.Pairs[y], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orders, err := b.GetOrders(ctx, fpair.String(), -1, -1, -1, false)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for z := range orders {
|
|
tempArray = append(tempArray, orders[z].OrderID)
|
|
}
|
|
}
|
|
splitOrders := common.SplitStringSliceByLimit(tempArray, 50)
|
|
for x := range splitOrders {
|
|
tempData, err := b.GetBatchTrades(ctx, splitOrders[x])
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for c := range tempData.Orders {
|
|
switch tempData.Orders[c].Status {
|
|
case orderFailed:
|
|
tempResp.Status = order.Rejected
|
|
case orderPartiallyCancelled:
|
|
tempResp.Status = order.PartiallyCancelled
|
|
case orderCancelled:
|
|
tempResp.Status = order.Cancelled
|
|
case orderFullyMatched:
|
|
tempResp.Status = order.Filled
|
|
case orderPartiallyMatched:
|
|
continue
|
|
case orderPlaced:
|
|
continue
|
|
case orderAccepted:
|
|
continue
|
|
}
|
|
|
|
p, err := currency.NewPairFromString(tempData.Orders[c].MarketID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
tempResp.Exchange = b.Name
|
|
tempResp.Pair = p
|
|
tempResp.Side = order.Bid
|
|
if tempData.Orders[c].Side == ask {
|
|
tempResp.Side = order.Ask
|
|
}
|
|
tempResp.ID = tempData.Orders[c].OrderID
|
|
tempResp.Date = tempData.Orders[c].CreationTime
|
|
tempResp.Price = tempData.Orders[c].Price
|
|
tempResp.Amount = tempData.Orders[c].Amount
|
|
tempResp.ExecutedAmount = tempData.Orders[c].Amount - tempData.Orders[c].OpenAmount
|
|
tempResp.RemainingAmount = tempData.Orders[c].OpenAmount
|
|
tempResp.InferCostsAndTimes()
|
|
resp = append(resp, tempResp)
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// ValidateCredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (b *BTCMarkets) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := b.UpdateAccountInfo(ctx, assetType)
|
|
if err != nil {
|
|
if b.CheckTransientError(err) == nil {
|
|
return nil
|
|
}
|
|
// Check for specific auth errors; all other errors can be disregarded
|
|
// as this does not affect authenticated requests.
|
|
if strings.Contains(err.Error(), "InvalidAPIKey") ||
|
|
strings.Contains(err.Error(), "InvalidAuthTimestamp") ||
|
|
strings.Contains(err.Error(), "InvalidAuthSignature") ||
|
|
strings.Contains(err.Error(), "InsufficientAPIPermission") {
|
|
return err
|
|
}
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// FormatExchangeKlineInterval returns Interval to exchange formatted string
|
|
func (b *BTCMarkets) FormatExchangeKlineInterval(in kline.Interval) string {
|
|
if in == kline.OneDay {
|
|
return "1d"
|
|
}
|
|
return in.Short()
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (b *BTCMarkets) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := b.ValidateKline(pair, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
if kline.TotalCandlesPerInterval(start, end, interval) > float64(b.Features.Enabled.Kline.ResultLimit) {
|
|
return kline.Item{}, errors.New(kline.ErrRequestExceedsExchangeLimits)
|
|
}
|
|
|
|
formattedPair, err := b.FormatExchangeCurrency(pair, a)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
candles, err := b.GetMarketCandles(ctx,
|
|
formattedPair.String(),
|
|
b.FormatExchangeKlineInterval(interval),
|
|
start,
|
|
end,
|
|
-1,
|
|
-1,
|
|
-1)
|
|
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
ret := kline.Item{
|
|
Exchange: b.Name,
|
|
Pair: formattedPair,
|
|
Asset: asset.Spot,
|
|
Interval: interval,
|
|
}
|
|
|
|
for x := range candles {
|
|
var tempTime time.Time
|
|
var tempData kline.Candle
|
|
tempTime, err = time.Parse(time.RFC3339, candles[x][0])
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
tempData.Time = tempTime
|
|
tempData.Open, err = strconv.ParseFloat(candles[x][1], 64)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
tempData.High, err = strconv.ParseFloat(candles[x][2], 64)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
tempData.Low, err = strconv.ParseFloat(candles[x][3], 64)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
tempData.Close, err = strconv.ParseFloat(candles[x][4], 64)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
tempData.Volume, err = strconv.ParseFloat(candles[x][5], 64)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
ret.Candles = append(ret.Candles, tempData)
|
|
}
|
|
|
|
ret.SortCandlesByTimestamp(false)
|
|
return ret, nil
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (b *BTCMarkets) GetHistoricCandlesExtended(ctx context.Context, p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := b.ValidateKline(p, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
fPair, err := b.FormatExchangeCurrency(p, a)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
ret := kline.Item{
|
|
Exchange: b.Name,
|
|
Pair: fPair,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
|
|
dates, err := kline.CalculateCandleDateRanges(start, end, interval, b.Features.Enabled.Kline.ResultLimit)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
for x := range dates.Ranges {
|
|
var candles CandleResponse
|
|
candles, err = b.GetMarketCandles(ctx,
|
|
fPair.String(),
|
|
b.FormatExchangeKlineInterval(interval),
|
|
dates.Ranges[x].Start.Time, dates.Ranges[x].End.Time, -1, -1, -1)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
for i := range candles {
|
|
var tempTime time.Time
|
|
var tempData kline.Candle
|
|
tempTime, err = time.Parse(time.RFC3339, candles[i][0])
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
tempData.Time = tempTime
|
|
tempData.Open, err = strconv.ParseFloat(candles[i][1], 64)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
tempData.High, err = strconv.ParseFloat(candles[i][2], 64)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
tempData.Low, err = strconv.ParseFloat(candles[i][3], 64)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
tempData.Close, err = strconv.ParseFloat(candles[i][4], 64)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
tempData.Volume, err = strconv.ParseFloat(candles[i][5], 64)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
ret.Candles = append(ret.Candles, tempData)
|
|
}
|
|
}
|
|
|
|
dates.SetHasDataFromCandles(ret.Candles)
|
|
summary := dates.DataSummary(false)
|
|
if len(summary) > 0 {
|
|
log.Warnf(log.ExchangeSys, "%v - %v", b.Name, summary)
|
|
}
|
|
ret.RemoveDuplicates()
|
|
ret.RemoveOutsideRange(start, end)
|
|
ret.SortCandlesByTimestamp(false)
|
|
return ret, nil
|
|
}
|