mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-24 15:10:19 +00:00
8617b50ff6
* 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
1011 lines
28 KiB
Go
1011 lines
28 KiB
Go
package lbank
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import (
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"context"
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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/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 (l *Lbank) GetDefaultConfig() (*config.Exchange, error) {
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l.SetDefaults()
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exchCfg := new(config.Exchange)
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exchCfg.Name = l.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = l.BaseCurrencies
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err := l.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 l.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = l.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 the basic defaults for Lbank
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func (l *Lbank) SetDefaults() {
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l.Name = "Lbank"
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l.Enabled = true
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l.Verbose = true
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l.API.CredentialsValidator.RequiresKey = true
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l.API.CredentialsValidator.RequiresSecret = true
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requestFmt := ¤cy.PairFormat{Delimiter: currency.UnderscoreDelimiter}
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configFmt := ¤cy.PairFormat{Delimiter: currency.UnderscoreDelimiter}
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err := l.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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l.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: 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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SubmitOrder: true,
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WithdrawalHistory: true,
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UserTradeHistory: 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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WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
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exchange.NoFiatWithdrawals,
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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.FiveMin.Word(): true,
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kline.FifteenMin.Word(): true,
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kline.ThirtyMin.Word(): true,
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kline.OneHour.Word(): true,
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kline.FourHour.Word(): true,
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kline.EightHour.Word(): true,
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kline.TwelveHour.Word(): true,
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kline.OneDay.Word(): true,
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kline.OneWeek.Word(): true,
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},
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ResultLimit: 2000,
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},
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},
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}
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l.Requester = request.New(l.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
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l.API.Endpoints = l.NewEndpoints()
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err = l.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: lbankAPIURL,
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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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}
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// Setup sets exchange configuration profile
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func (l *Lbank) Setup(exch *config.Exchange) error {
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if !exch.Enabled {
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l.SetEnabled(false)
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return nil
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}
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err := l.SetupDefaults(exch)
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if err != nil {
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return err
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}
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if l.API.AuthenticatedSupport {
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err = l.loadPrivKey()
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if err != nil {
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l.API.AuthenticatedSupport = false
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log.Errorf(log.ExchangeSys, "%s couldn't load private key, setting authenticated support to false", l.Name)
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}
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}
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return nil
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}
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// Start starts the Lbank go routine
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func (l *Lbank) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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l.Run()
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wg.Done()
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}()
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}
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// Run implements the Lbank wrapper
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func (l *Lbank) Run() {
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if l.Verbose {
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l.PrintEnabledPairs()
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}
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if !l.GetEnabledFeatures().AutoPairUpdates {
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return
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}
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err := l.UpdateTradablePairs(context.TODO(), false)
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if err != nil {
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log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", l.Name, 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 (l *Lbank) FetchTradablePairs(ctx context.Context, asset asset.Item) ([]string, error) {
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currencies, err := l.GetCurrencyPairs(ctx)
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if err != nil {
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return nil, err
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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 (l *Lbank) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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pairs, err := l.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 l.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 (l *Lbank) UpdateTickers(ctx context.Context, a asset.Item) error {
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tickerInfo, err := l.GetTickers(ctx)
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if err != nil {
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return err
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}
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pairs, err := l.GetEnabledPairs(a)
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if err != nil {
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return err
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}
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for i := range pairs {
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for j := range tickerInfo {
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if !pairs[i].Equal(tickerInfo[j].Symbol) {
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continue
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: tickerInfo[j].Ticker.Latest,
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High: tickerInfo[j].Ticker.High,
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Low: tickerInfo[j].Ticker.Low,
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Volume: tickerInfo[j].Ticker.Volume,
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Pair: tickerInfo[j].Symbol,
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LastUpdated: time.Unix(0, tickerInfo[j].Timestamp),
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ExchangeName: l.Name,
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AssetType: a})
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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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}
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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 (l *Lbank) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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if err := l.UpdateTickers(ctx, a); err != nil {
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return nil, err
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}
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return ticker.GetTicker(l.Name, p, a)
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}
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// FetchTicker returns the ticker for a currency pair
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func (l *Lbank) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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fpair, err := l.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(l.Name, fpair, assetType)
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if err != nil {
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return l.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 (l *Lbank) FetchOrderbook(ctx context.Context, c currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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ob, err := orderbook.Get(l.Name, c, assetType)
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if err != nil {
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return l.UpdateOrderbook(ctx, c, 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 (l *Lbank) 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: l.Name,
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Pair: p,
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Asset: assetType,
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VerifyOrderbook: l.CanVerifyOrderbook,
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}
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fpair, err := l.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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a, err := l.GetMarketDepths(ctx, fpair.String(), "60", "1")
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if err != nil {
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return book, err
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}
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for i := range a.Data.Asks {
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price, convErr := strconv.ParseFloat(a.Data.Asks[i][0], 64)
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if convErr != nil {
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return book, convErr
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}
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amount, convErr := strconv.ParseFloat(a.Data.Asks[i][1], 64)
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if convErr != nil {
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return book, convErr
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}
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book.Asks = append(book.Asks, orderbook.Item{
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Price: price,
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Amount: amount})
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}
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for i := range a.Data.Bids {
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price, convErr := strconv.ParseFloat(a.Data.Bids[i][0], 64)
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if convErr != nil {
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return book, convErr
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}
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amount, convErr := strconv.ParseFloat(a.Data.Bids[i][1], 64)
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if convErr != nil {
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return book, convErr
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}
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book.Bids = append(book.Bids, orderbook.Item{
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Price: price,
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Amount: amount})
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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(l.Name, p, assetType)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies for the
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// Lbank exchange
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func (l *Lbank) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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var info account.Holdings
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data, err := l.GetUserInfo(ctx)
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if err != nil {
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return info, err
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}
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var acc account.SubAccount
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for key, val := range data.Info.Asset {
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c := currency.NewCode(key)
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hold, ok := data.Info.Freeze[key]
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if !ok {
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return info, fmt.Errorf("hold data not found with %s", key)
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}
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totalVal, parseErr := strconv.ParseFloat(val, 64)
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if parseErr != nil {
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return info, parseErr
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}
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totalHold, parseErr := strconv.ParseFloat(hold, 64)
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if parseErr != nil {
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return info, parseErr
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}
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acc.Currencies = append(acc.Currencies, account.Balance{
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CurrencyName: c,
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TotalValue: totalVal,
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Hold: totalHold})
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}
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info.Accounts = append(info.Accounts, acc)
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info.Exchange = l.Name
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err = account.Process(&info)
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if err != nil {
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return account.Holdings{}, err
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}
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return info, nil
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}
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (l *Lbank) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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acc, err := account.GetHoldings(l.Name, assetType)
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if err != nil {
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return l.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 (l *Lbank) 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 (l *Lbank) 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 (l *Lbank) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
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return l.GetHistoricTrades(ctx, p, 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 (l *Lbank) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
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if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil {
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return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err)
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}
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var err error
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p, err = l.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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ts := timestampStart
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limit := 600
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allTrades:
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for {
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var tradeData []TradeResponse
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tradeData, err = l.GetTrades(ctx,
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p.String(),
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int64(limit),
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ts.UnixMilli())
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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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tradeTime := time.UnixMilli(tradeData[i].DateMS)
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if tradeTime.Before(timestampStart) || tradeTime.After(timestampEnd) {
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break allTrades
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}
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side := order.Buy
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if strings.Contains(tradeData[i].Type, "sell") {
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side = order.Sell
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}
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resp = append(resp, trade.Data{
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Exchange: l.Name,
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TID: tradeData[i].TID,
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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: tradeTime,
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})
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if i == len(tradeData)-1 {
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if ts.Equal(tradeTime) {
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// reached end of trades to crawl
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break allTrades
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}
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ts = tradeTime
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}
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}
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if len(tradeData) != limit {
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break allTrades
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}
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}
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err = l.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 trade.FilterTradesByTime(resp, timestampStart, timestampEnd), nil
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}
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// SubmitOrder submits a new order
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func (l *Lbank) 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.Buy && s.Side != order.Sell {
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return resp,
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fmt.Errorf("%s order side is not supported by the exchange",
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s.Side)
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}
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fpair, err := l.FormatExchangeCurrency(s.Pair, asset.Spot)
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if err != nil {
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return resp, err
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}
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tempResp, err := l.CreateOrder(ctx,
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fpair.String(),
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s.Side.String(),
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s.Amount,
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s.Price)
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if err != nil {
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return resp, err
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}
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resp.IsOrderPlaced = true
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resp.OrderID = tempResp.OrderID
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if s.Type == order.Market {
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resp.FullyMatched = true
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}
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return resp, nil
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}
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// ModifyOrder will allow of changing orderbook placement and limit to
|
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// market conversion
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func (l *Lbank) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) {
|
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return order.Modify{}, common.ErrFunctionNotSupported
|
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}
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|
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// CancelOrder cancels an order by its corresponding ID number
|
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func (l *Lbank) CancelOrder(ctx context.Context, o *order.Cancel) error {
|
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if err := o.Validate(o.StandardCancel()); err != nil {
|
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return err
|
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}
|
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fpair, err := l.FormatExchangeCurrency(o.Pair, o.AssetType)
|
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if err != nil {
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return err
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}
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_, err = l.RemoveOrder(ctx, fpair.String(), o.ID)
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return err
|
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}
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|
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// CancelBatchOrders cancels an orders by their corresponding ID numbers
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func (l *Lbank) CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) {
|
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return order.CancelBatchResponse{}, common.ErrNotYetImplemented
|
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}
|
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|
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// CancelAllOrders cancels all orders associated with a currency pair
|
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func (l *Lbank) CancelAllOrders(ctx context.Context, o *order.Cancel) (order.CancelAllResponse, error) {
|
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if err := o.Validate(); err != nil {
|
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return order.CancelAllResponse{}, err
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}
|
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|
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var resp order.CancelAllResponse
|
|
orderIDs, err := l.getAllOpenOrderID(ctx)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
for key := range orderIDs {
|
|
if key != o.Pair.String() {
|
|
continue
|
|
}
|
|
var x, y = 0, 0
|
|
var input string
|
|
var tempSlice []string
|
|
for x <= len(orderIDs[key]) {
|
|
x++
|
|
for y != x {
|
|
tempSlice = append(tempSlice, orderIDs[key][y])
|
|
if y%3 == 0 {
|
|
input = strings.Join(tempSlice, ",")
|
|
CancelResponse, err2 := l.RemoveOrder(ctx, key, input)
|
|
if err2 != nil {
|
|
return resp, err2
|
|
}
|
|
tempStringSuccess := strings.Split(CancelResponse.Success, ",")
|
|
for k := range tempStringSuccess {
|
|
resp.Status[tempStringSuccess[k]] = "Cancelled"
|
|
}
|
|
tempStringError := strings.Split(CancelResponse.Err, ",")
|
|
for l := range tempStringError {
|
|
resp.Status[tempStringError[l]] = "Failed"
|
|
}
|
|
tempSlice = tempSlice[:0]
|
|
y++
|
|
}
|
|
y++
|
|
}
|
|
input = strings.Join(tempSlice, ",")
|
|
CancelResponse, err2 := l.RemoveOrder(ctx, key, input)
|
|
if err2 != nil {
|
|
return resp, err2
|
|
}
|
|
tempStringSuccess := strings.Split(CancelResponse.Success, ",")
|
|
for k := range tempStringSuccess {
|
|
resp.Status[tempStringSuccess[k]] = "Cancelled"
|
|
}
|
|
tempStringError := strings.Split(CancelResponse.Err, ",")
|
|
for l := range tempStringError {
|
|
resp.Status[tempStringError[l]] = "Failed"
|
|
}
|
|
tempSlice = tempSlice[:0]
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (l *Lbank) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
|
|
var resp order.Detail
|
|
orderIDs, err := l.getAllOpenOrderID(ctx)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
for key, val := range orderIDs {
|
|
for i := range val {
|
|
if val[i] != orderID {
|
|
continue
|
|
}
|
|
tempResp, err := l.QueryOrder(ctx, key, orderID)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
resp.Exchange = l.Name
|
|
resp.Pair, err = currency.NewPairFromString(key)
|
|
if err != nil {
|
|
return order.Detail{}, err
|
|
}
|
|
|
|
if strings.EqualFold(tempResp.Orders[0].Type, order.Buy.String()) {
|
|
resp.Side = order.Buy
|
|
} else {
|
|
resp.Side = order.Sell
|
|
}
|
|
z := tempResp.Orders[0].Status
|
|
switch {
|
|
case z == -1:
|
|
resp.Status = "cancelled"
|
|
case z == 0:
|
|
resp.Status = "on trading"
|
|
case z == 1:
|
|
resp.Status = "filled partially"
|
|
case z == 2:
|
|
resp.Status = "Filled totally"
|
|
case z == 4:
|
|
resp.Status = "Cancelling"
|
|
default:
|
|
resp.Status = "Invalid Order Status"
|
|
}
|
|
resp.Price = tempResp.Orders[0].Price
|
|
resp.Amount = tempResp.Orders[0].Amount
|
|
resp.ExecutedAmount = tempResp.Orders[0].DealAmount
|
|
resp.RemainingAmount = tempResp.Orders[0].Amount - tempResp.Orders[0].DealAmount
|
|
resp.Fee, err = l.GetFeeByType(ctx,
|
|
&exchange.FeeBuilder{
|
|
FeeType: exchange.CryptocurrencyTradeFee,
|
|
Amount: tempResp.Orders[0].Amount,
|
|
PurchasePrice: tempResp.Orders[0].Price})
|
|
if err != nil {
|
|
resp.Fee = lbankFeeNotFound
|
|
}
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (l *Lbank) GetDepositAddress(_ context.Context, _ currency.Code, _, _ string) (*deposit.Address, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (l *Lbank) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
resp, err := l.Withdraw(ctx,
|
|
withdrawRequest.Crypto.Address,
|
|
withdrawRequest.Currency.String(),
|
|
strconv.FormatFloat(withdrawRequest.Amount, 'f', -1, 64),
|
|
withdrawRequest.Crypto.AddressTag,
|
|
withdrawRequest.Description,
|
|
"")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: resp.WithdrawID,
|
|
}, err
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (l *Lbank) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (l *Lbank) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (l *Lbank) GetActiveOrders(ctx context.Context, getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := getOrdersRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var finalResp []order.Detail
|
|
var resp order.Detail
|
|
tempData, err := l.getAllOpenOrderID(ctx)
|
|
if err != nil {
|
|
return finalResp, err
|
|
}
|
|
|
|
for key, val := range tempData {
|
|
for x := range val {
|
|
tempResp, err := l.QueryOrder(ctx, key, val[x])
|
|
if err != nil {
|
|
return finalResp, err
|
|
}
|
|
resp.Exchange = l.Name
|
|
resp.Pair, err = currency.NewPairFromString(key)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if strings.EqualFold(tempResp.Orders[0].Type, order.Buy.String()) {
|
|
resp.Side = order.Buy
|
|
} else {
|
|
resp.Side = order.Sell
|
|
}
|
|
z := tempResp.Orders[0].Status
|
|
switch {
|
|
case z == -1:
|
|
resp.Status = "cancelled"
|
|
case z == 1:
|
|
resp.Status = "on trading"
|
|
case z == 2:
|
|
resp.Status = "filled partially"
|
|
case z == 3:
|
|
resp.Status = "Filled totally"
|
|
case z == 4:
|
|
resp.Status = "Cancelling"
|
|
default:
|
|
resp.Status = "Invalid Order Status"
|
|
}
|
|
resp.Price = tempResp.Orders[0].Price
|
|
resp.Amount = tempResp.Orders[0].Amount
|
|
resp.Date = time.Unix(tempResp.Orders[0].CreateTime, 0)
|
|
resp.ExecutedAmount = tempResp.Orders[0].DealAmount
|
|
resp.RemainingAmount = tempResp.Orders[0].Amount - tempResp.Orders[0].DealAmount
|
|
resp.Fee, err = l.GetFeeByType(ctx,
|
|
&exchange.FeeBuilder{
|
|
FeeType: exchange.CryptocurrencyTradeFee,
|
|
Amount: tempResp.Orders[0].Amount,
|
|
PurchasePrice: tempResp.Orders[0].Price})
|
|
if err != nil {
|
|
resp.Fee = lbankFeeNotFound
|
|
}
|
|
for y := int(0); y < len(getOrdersRequest.Pairs); y++ {
|
|
if getOrdersRequest.Pairs[y].String() != key {
|
|
continue
|
|
}
|
|
if getOrdersRequest.Side == "ANY" {
|
|
finalResp = append(finalResp, resp)
|
|
continue
|
|
}
|
|
if strings.EqualFold(getOrdersRequest.Side.String(),
|
|
tempResp.Orders[0].Type) {
|
|
finalResp = append(finalResp, resp)
|
|
}
|
|
}
|
|
}
|
|
}
|
|
return finalResp, nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information *
|
|
// Can Limit response to specific order status
|
|
func (l *Lbank) GetOrderHistory(ctx context.Context, getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := getOrdersRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var finalResp []order.Detail
|
|
var resp order.Detail
|
|
var tempCurr currency.Pairs
|
|
if len(getOrdersRequest.Pairs) == 0 {
|
|
var err error
|
|
tempCurr, err = l.GetEnabledPairs(asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
} else {
|
|
tempCurr = getOrdersRequest.Pairs
|
|
}
|
|
for a := range tempCurr {
|
|
fpair, err := l.FormatExchangeCurrency(tempCurr[a], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
b := int64(1)
|
|
tempResp, err := l.QueryOrderHistory(ctx,
|
|
fpair.String(), strconv.FormatInt(b, 10), "200")
|
|
if err != nil {
|
|
return finalResp, err
|
|
}
|
|
for len(tempResp.Orders) != 0 {
|
|
tempResp, err = l.QueryOrderHistory(ctx,
|
|
fpair.String(), strconv.FormatInt(b, 10), "200")
|
|
if err != nil {
|
|
return finalResp, err
|
|
}
|
|
for x := 0; x < len(tempResp.Orders); x++ {
|
|
resp.Exchange = l.Name
|
|
resp.Pair, err = currency.NewPairFromString(tempResp.Orders[x].Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if strings.EqualFold(tempResp.Orders[x].Type, order.Buy.String()) {
|
|
resp.Side = order.Buy
|
|
} else {
|
|
resp.Side = order.Sell
|
|
}
|
|
z := tempResp.Orders[x].Status
|
|
switch {
|
|
case z == -1:
|
|
resp.Status = "cancelled"
|
|
case z == 1:
|
|
resp.Status = "on trading"
|
|
case z == 2:
|
|
resp.Status = "filled partially"
|
|
case z == 3:
|
|
resp.Status = "Filled totally"
|
|
case z == 4:
|
|
resp.Status = "Cancelling"
|
|
default:
|
|
resp.Status = "Invalid Order Status"
|
|
}
|
|
resp.Price = tempResp.Orders[x].Price
|
|
resp.AverageExecutedPrice = tempResp.Orders[x].AvgPrice
|
|
resp.Amount = tempResp.Orders[x].Amount
|
|
resp.Date = time.Unix(tempResp.Orders[x].CreateTime, 0)
|
|
resp.ExecutedAmount = tempResp.Orders[x].DealAmount
|
|
resp.RemainingAmount = tempResp.Orders[x].Amount - tempResp.Orders[x].DealAmount
|
|
resp.Fee, err = l.GetFeeByType(ctx,
|
|
&exchange.FeeBuilder{
|
|
FeeType: exchange.CryptocurrencyTradeFee,
|
|
Amount: tempResp.Orders[x].Amount,
|
|
PurchasePrice: tempResp.Orders[x].Price})
|
|
if err != nil {
|
|
resp.Fee = lbankFeeNotFound
|
|
}
|
|
resp.InferCostsAndTimes()
|
|
finalResp = append(finalResp, resp)
|
|
b++
|
|
}
|
|
}
|
|
}
|
|
return finalResp, nil
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on the type of transaction *
|
|
func (l *Lbank) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
var resp float64
|
|
if feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
return feeBuilder.Amount * feeBuilder.PurchasePrice * 0.002, nil
|
|
}
|
|
if feeBuilder.FeeType == exchange.CryptocurrencyWithdrawalFee {
|
|
withdrawalFee, err := l.GetWithdrawConfig(ctx,
|
|
feeBuilder.Pair.Base.Lower().String())
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for i := range withdrawalFee {
|
|
if !strings.EqualFold(withdrawalFee[i].AssetCode, feeBuilder.Pair.Base.String()) {
|
|
continue
|
|
}
|
|
if withdrawalFee[i].Fee == "" {
|
|
return 0, nil
|
|
}
|
|
resp, err = strconv.ParseFloat(withdrawalFee[i].Fee, 64)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetAllOpenOrderID returns all open orders by currency pairs
|
|
func (l *Lbank) getAllOpenOrderID(ctx context.Context) (map[string][]string, error) {
|
|
allPairs, err := l.GetEnabledPairs(asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make(map[string][]string)
|
|
for a := range allPairs {
|
|
fpair, err := l.FormatExchangeCurrency(allPairs[a], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
b := int64(1)
|
|
tempResp, err := l.GetOpenOrders(ctx,
|
|
fpair.String(),
|
|
strconv.FormatInt(b, 10),
|
|
"200")
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
tempData := len(tempResp.Orders)
|
|
for tempData != 0 {
|
|
tempResp, err = l.GetOpenOrders(ctx,
|
|
fpair.String(),
|
|
strconv.FormatInt(b, 10),
|
|
"200")
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
if len(tempResp.Orders) == 0 {
|
|
return resp, nil
|
|
}
|
|
|
|
for c := 0; c < tempData; c++ {
|
|
resp[fpair.String()] = append(resp[fpair.String()],
|
|
tempResp.Orders[c].OrderID)
|
|
}
|
|
tempData = len(tempResp.Orders)
|
|
b++
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// ValidateCredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (l *Lbank) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := l.UpdateAccountInfo(ctx, assetType)
|
|
return l.CheckTransientError(err)
|
|
}
|
|
|
|
// FormatExchangeKlineInterval returns Interval to exchange formatted string
|
|
func (l *Lbank) FormatExchangeKlineInterval(in kline.Interval) string {
|
|
switch in {
|
|
case kline.OneMin, kline.ThreeMin,
|
|
kline.FiveMin, kline.FifteenMin, kline.ThirtyMin:
|
|
return "minute" + in.Short()[:len(in.Short())-1]
|
|
case kline.OneHour, kline.FourHour,
|
|
kline.EightHour, kline.TwelveHour:
|
|
return "hour" + in.Short()[:len(in.Short())-1]
|
|
case kline.OneDay:
|
|
return "day1"
|
|
case kline.OneWeek:
|
|
return "week1"
|
|
}
|
|
return ""
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (l *Lbank) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := l.ValidateKline(pair, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
formattedPair, err := l.FormatExchangeCurrency(pair, a)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
data, err := l.GetKlines(ctx,
|
|
formattedPair.String(),
|
|
strconv.FormatInt(int64(l.Features.Enabled.Kline.ResultLimit), 10),
|
|
l.FormatExchangeKlineInterval(interval),
|
|
strconv.FormatInt(start.Unix(), 10))
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
ret := kline.Item{
|
|
Exchange: l.Name,
|
|
Pair: pair,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
|
|
for x := range data {
|
|
ret.Candles = append(ret.Candles, kline.Candle{
|
|
Time: data[x].TimeStamp,
|
|
Open: data[x].OpenPrice,
|
|
High: data[x].HigestPrice,
|
|
Low: data[x].LowestPrice,
|
|
Close: data[x].ClosePrice,
|
|
Volume: data[x].TradingVolume,
|
|
})
|
|
}
|
|
|
|
ret.SortCandlesByTimestamp(false)
|
|
return ret, nil
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (l *Lbank) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := l.ValidateKline(pair, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
ret := kline.Item{
|
|
Exchange: l.Name,
|
|
Pair: pair,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
|
|
dates, err := kline.CalculateCandleDateRanges(start, end, interval, l.Features.Enabled.Kline.ResultLimit)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
formattedPair, err := l.FormatExchangeCurrency(pair, a)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
for x := range dates.Ranges {
|
|
var data []KlineResponse
|
|
data, err = l.GetKlines(ctx,
|
|
formattedPair.String(),
|
|
strconv.FormatInt(int64(l.Features.Enabled.Kline.ResultLimit), 10),
|
|
l.FormatExchangeKlineInterval(interval),
|
|
strconv.FormatInt(dates.Ranges[x].Start.Ticks, 10))
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
for i := range data {
|
|
if data[i].TimeStamp.Unix() < dates.Ranges[x].Start.Ticks || data[i].TimeStamp.Unix() > dates.Ranges[x].End.Ticks {
|
|
continue
|
|
}
|
|
ret.Candles = append(ret.Candles, kline.Candle{
|
|
Time: data[i].TimeStamp,
|
|
Open: data[i].OpenPrice,
|
|
High: data[i].HigestPrice,
|
|
Low: data[i].LowestPrice,
|
|
Close: data[i].ClosePrice,
|
|
Volume: data[i].TradingVolume,
|
|
})
|
|
}
|
|
}
|
|
|
|
dates.SetHasDataFromCandles(ret.Candles)
|
|
summary := dates.DataSummary(false)
|
|
if len(summary) > 0 {
|
|
log.Warnf(log.ExchangeSys, "%v - %v", l.Name, summary)
|
|
}
|
|
ret.RemoveDuplicates()
|
|
ret.RemoveOutsideRange(start, end)
|
|
ret.SortCandlesByTimestamp(false)
|
|
return ret, nil
|
|
}
|