Files
gocryptotrader/exchanges/poloniex/poloniex_wrapper.go
khcchiu 8617b50ff6 Exchanges: enrich order history with avg executed price, cost, and more (#792)
* 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
2021-10-26 11:22:30 +11:00

992 lines
28 KiB
Go

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