mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-15 23:16:48 +00:00
* Exchanges: Initial implementation after rebase of depth (WIP) * orderbook/buffer: convert and couple orderbook interaction functionality from buffer to orderbook linked list - Use single point reference for orderbook depth * buffer/orderbook: conversion continued (WIP) * exchange: buffer/linkedlist handover (WIP) * Added some tests for yesterday * linkedList: added more testing and trying to figure out broken things * Started tying everything in * continuous integration and testing * orderbook: expanded tests * go mod tidy * Add in different synchornisation levels for protocols Add in timer for the streaming system to reduce updates to datahandler Add in more test code as I integrate more exchanges * Depth: Add tests, add length check to call linked list updating, add in constructor. Linked List: Improve tests, add in checks for zero liquidity on books. Node: Added in cleaner POC, add in contructor. Buffer: Fixed tests, checked benchmarks. * orderbook: reinstate dispatch calls * Addr glorious & madcozbad nits * fix functionality and add tests * Address linterinos * remove label * expanded comment * fix races and and bitmex test * reinstate go routine for alerting changes * rm line :D * fix more tests * Addr glorious nits * rm glorious field * depth: defer unlock to stop deadlock * orderbook: remove unused vars * buffer: fix test to what it should be * nits: madcosbad addr * nits: glorious nits * linkedlist: remove unused params * orderbook: shift time call to outside of push to inline, add in case for update inster price for zero liquidity, nits * orderbook: nits addressed * engine: change stream -> websocket convention and remove unused function * nits: glorious nits * Websocket Buffer: Add verbosity switch * linked list: Add comment * linked list: fix spelling * nits: glorious nits * orderbook: Adds in test and explicit time type with constructor, fix nits * linter * spelling: removed the dere fence * depth: Update alerting mechanism to a more battle tested state * depth: spelling * nits: glorious nits * linked list: match cases * buffer: fix linter issue * golangci: increase timeout by 30 seconds * nodes: update atomic checks * spelling: fix * node: add in commentary * exchanges/syncer: add function to switch over to REST when websocket functionality is not available for a specific asset type * linter: exchange linter issues * syncer: Add in warning * nits: glorious nits * AssetWebsocketSupport: unexport map * Nits: Adrr * rm letter * exchanges: Orderbook verification change for naming, deprecate checksum bypass as it has the potential to obfuscate errors that are at the tail end of the book, add in verification for websocket stream updates * general: fix spelling remove breakpoint * nits: fix more glorious nits until more are found * orderbook: fix tests * orderbook: fix wait tests and add in more checks * nits: addr * orderbook: remove dispatch reference * linkedlist: consolidate bid/ask functions * linked lisdt: remove words * fix spelling
1098 lines
31 KiB
Go
1098 lines
31 KiB
Go
package bitfinex
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import (
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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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"unicode"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// GetDefaultConfig returns a default exchange config
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func (b *Bitfinex) GetDefaultConfig() (*config.ExchangeConfig, error) {
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b.SetDefaults()
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exchCfg := new(config.ExchangeConfig)
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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(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 bitfinex
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func (b *Bitfinex) SetDefaults() {
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b.Name = "Bitfinex"
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b.Enabled = true
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b.Verbose = true
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b.WebsocketSubdChannels = make(map[int]WebsocketChanInfo)
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b.API.CredentialsValidator.RequiresKey = true
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b.API.CredentialsValidator.RequiresSecret = true
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fmt1 := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{Uppercase: true},
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ConfigFormat: ¤cy.PairFormat{Uppercase: true},
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}
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fmt2 := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{Uppercase: true},
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ConfigFormat: ¤cy.PairFormat{Uppercase: true, Delimiter: ":"},
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}
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err := b.StoreAssetPairFormat(asset.Spot, fmt1)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = b.StoreAssetPairFormat(asset.Margin, fmt2)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = b.StoreAssetPairFormat(asset.MarginFunding, fmt1)
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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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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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FiatWithdraw: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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SubmitOrders: true,
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DepositHistory: true,
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WithdrawalHistory: true,
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TradeFetching: true,
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UserTradeHistory: true,
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TradeFee: true,
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FiatDepositFee: true,
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FiatWithdrawalFee: true,
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CryptoDepositFee: true,
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CryptoWithdrawalFee: true,
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},
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WebsocketCapabilities: protocol.Features{
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AccountBalance: true,
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CancelOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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ModifyOrder: 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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AccountInfo: true,
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Subscribe: true,
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AuthenticatedEndpoints: true,
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MessageCorrelation: true,
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DeadMansSwitch: true,
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GetOrders: true,
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GetOrder: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
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exchange.AutoWithdrawFiatWithAPIPermission,
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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.ThreeMin.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.TwoHour.Word(): true,
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kline.FourHour.Word(): true,
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kline.SixHour.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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kline.TwoWeek.Word(): true,
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},
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ResultLimit: 10000,
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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: bitfinexAPIURLBase,
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exchange.WebsocketSpot: publicBitfinexWebsocketEndpoint,
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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 the supplied exchange configuration details and sets params
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func (b *Bitfinex) Setup(exch *config.ExchangeConfig) 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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wsEndpoint, 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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Enabled: exch.Features.Enabled.Websocket,
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Verbose: exch.Verbose,
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AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
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WebsocketTimeout: exch.WebsocketTrafficTimeout,
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DefaultURL: publicBitfinexWebsocketEndpoint,
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ExchangeName: exch.Name,
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RunningURL: wsEndpoint,
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Connector: b.WsConnect,
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Subscriber: b.Subscribe,
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UnSubscriber: b.Unsubscribe,
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GenerateSubscriptions: b.GenerateDefaultSubscriptions,
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Features: &b.Features.Supports.WebsocketCapabilities,
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OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
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BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
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UpdateEntriesByID: 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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err = b.Websocket.SetupNewConnection(stream.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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URL: publicBitfinexWebsocketEndpoint,
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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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URL: authenticatedBitfinexWebsocketEndpoint,
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Authenticated: true,
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})
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}
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// Start starts the Bitfinex go routine
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func (b *Bitfinex) 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 Bitfinex wrapper
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func (b *Bitfinex) Run() {
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if b.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s.",
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b.Name,
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common.IsEnabled(b.Websocket.IsEnabled()))
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b.PrintEnabledPairs()
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}
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if !b.GetEnabledFeatures().AutoPairUpdates {
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return
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}
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err := b.UpdateTradablePairs(false)
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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 *Bitfinex) FetchTradablePairs(a asset.Item) ([]string, error) {
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items, err := b.GetTickerBatch()
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if err != nil {
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return nil, err
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}
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var symbols []string
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switch a {
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case asset.Spot:
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for k := range items {
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if !strings.HasPrefix(k, "t") {
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continue
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}
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symbols = append(symbols, k[1:])
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}
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case asset.Margin:
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for k := range items {
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if !strings.Contains(k, ":") {
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continue
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}
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symbols = append(symbols, k[1:])
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}
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case asset.MarginFunding:
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for k := range items {
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if !strings.HasPrefix(k, "f") {
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continue
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}
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symbols = append(symbols, k[1:])
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}
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default:
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return nil, errors.New("asset type not supported by this endpoint")
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}
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return symbols, 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 *Bitfinex) UpdateTradablePairs(forceUpdate bool) error {
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assets := b.CurrencyPairs.GetAssetTypes()
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for i := range assets {
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pairs, err := b.FetchTradablePairs(assets[i])
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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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err = b.UpdatePairs(p, assets[i], false, forceUpdate)
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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 *Bitfinex) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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enabledPairs, err := b.GetEnabledPairs(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 := b.GetTickerBatch()
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if err != nil {
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return nil, err
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}
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for k, v := range tickerNew {
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pair, err := currency.NewPairFromString(k[1:]) // Remove prefix
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if err != nil {
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return nil, err
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}
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if !enabledPairs.Contains(pair, true) {
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continue
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: v.Last,
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High: v.High,
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Low: v.Low,
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Bid: v.Bid,
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Ask: v.Ask,
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Volume: v.Volume,
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Pair: pair,
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AssetType: assetType,
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ExchangeName: b.Name})
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if err != nil {
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return nil, err
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}
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}
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return ticker.GetTicker(b.Name, p, assetType)
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}
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// FetchTicker returns the ticker for a currency pair
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func (b *Bitfinex) FetchTicker(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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b.appendOptionalDelimiter(&fPair)
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tick, err := ticker.GetTicker(b.Name, fPair, asset.Spot)
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if err != nil {
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return b.UpdateTicker(fPair, assetType)
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}
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return tick, nil
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}
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// FetchOrderbook returns the orderbook for a currency pair
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func (b *Bitfinex) FetchOrderbook(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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b.appendOptionalDelimiter(&fPair)
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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(fPair, 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 *Bitfinex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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o := &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 o, err
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}
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if assetType != asset.Spot && assetType != asset.Margin && assetType != asset.MarginFunding {
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return o, fmt.Errorf("assetType not supported: %v", assetType)
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}
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b.appendOptionalDelimiter(&fPair)
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var prefix = "t"
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if assetType == asset.MarginFunding {
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prefix = "f"
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}
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var orderbookNew Orderbook
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orderbookNew, err = b.GetOrderbook(prefix+fPair.String(), "R0", 100)
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if err != nil {
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return nil, err
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}
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if assetType == asset.MarginFunding {
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o.IsFundingRate = true
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for x := range orderbookNew.Asks {
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o.Asks = append(o.Asks, orderbook.Item{
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ID: orderbookNew.Asks[x].OrderID,
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Price: orderbookNew.Asks[x].Rate,
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Amount: orderbookNew.Asks[x].Amount,
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Period: int64(orderbookNew.Asks[x].Period),
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})
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}
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for x := range orderbookNew.Bids {
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o.Bids = append(o.Bids, orderbook.Item{
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ID: orderbookNew.Bids[x].OrderID,
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Price: orderbookNew.Bids[x].Rate,
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Amount: orderbookNew.Bids[x].Amount,
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Period: int64(orderbookNew.Bids[x].Period),
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})
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}
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} else {
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for x := range orderbookNew.Asks {
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o.Asks = append(o.Asks, orderbook.Item{
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ID: orderbookNew.Asks[x].OrderID,
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Price: orderbookNew.Asks[x].Price,
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Amount: orderbookNew.Asks[x].Amount,
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})
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}
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for x := range orderbookNew.Bids {
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o.Bids = append(o.Bids, orderbook.Item{
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ID: orderbookNew.Bids[x].OrderID,
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Price: orderbookNew.Bids[x].Price,
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Amount: orderbookNew.Bids[x].Amount,
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})
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}
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}
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err = o.Process()
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if err != nil {
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return nil, err
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}
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return orderbook.Get(b.Name, fPair, assetType)
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}
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|
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// UpdateAccountInfo retrieves balances for all enabled currencies on the
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// Bitfinex exchange
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func (b *Bitfinex) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
|
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var response account.Holdings
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response.Exchange = b.Name
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accountBalance, err := b.GetAccountBalance()
|
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if err != nil {
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return response, err
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}
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|
|
var Accounts = []account.SubAccount{
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{ID: "deposit"},
|
|
{ID: "exchange"},
|
|
{ID: "trading"},
|
|
{ID: "margin"},
|
|
{ID: "funding "},
|
|
}
|
|
|
|
for x := range accountBalance {
|
|
for i := range Accounts {
|
|
if Accounts[i].ID == accountBalance[x].Type {
|
|
Accounts[i].Currencies = append(Accounts[i].Currencies,
|
|
account.Balance{
|
|
CurrencyName: currency.NewCode(accountBalance[x].Currency),
|
|
TotalValue: accountBalance[x].Amount,
|
|
Hold: accountBalance[x].Amount - accountBalance[x].Available,
|
|
})
|
|
}
|
|
}
|
|
}
|
|
|
|
response.Accounts = Accounts
|
|
err = account.Process(&response)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
|
|
return response, nil
|
|
}
|
|
|
|
// FetchAccountInfo retrieves balances for all enabled currencies
|
|
func (b *Bitfinex) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
|
|
acc, err := account.GetHoldings(b.Name, assetType)
|
|
if err != nil {
|
|
return b.UpdateAccountInfo(assetType)
|
|
}
|
|
|
|
return acc, nil
|
|
}
|
|
|
|
// GetFundingHistory returns funding history, deposits and
|
|
// withdrawals
|
|
func (b *Bitfinex) GetFundingHistory() ([]exchange.FundHistory, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (b *Bitfinex) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
|
|
return nil, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// GetRecentTrades returns the most recent trades for a currency and asset
|
|
func (b *Bitfinex) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
|
|
return b.GetHistoricTrades(p, assetType, time.Now().Add(-time.Hour), time.Now())
|
|
}
|
|
|
|
// GetHistoricTrades returns historic trade data within the timeframe provided
|
|
func (b *Bitfinex) GetHistoricTrades(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
|
|
if assetType == asset.MarginFunding {
|
|
return nil, fmt.Errorf("asset type '%v' not supported", assetType)
|
|
}
|
|
if timestampStart.Equal(timestampEnd) || timestampEnd.After(time.Now()) || timestampEnd.Before(timestampStart) {
|
|
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v", timestampStart, timestampEnd)
|
|
}
|
|
var err error
|
|
p, err = b.FormatExchangeCurrency(p, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var currString string
|
|
currString, err = b.fixCasing(p, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var resp []trade.Data
|
|
ts := timestampEnd
|
|
limit := 10000
|
|
allTrades:
|
|
for {
|
|
var tradeData []Trade
|
|
tradeData, err = b.GetTrades(currString, int64(limit), 0, ts.Unix()*1000, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range tradeData {
|
|
tradeTS := time.Unix(0, tradeData[i].Timestamp*int64(time.Millisecond))
|
|
if tradeTS.Before(timestampStart) && !timestampStart.IsZero() {
|
|
break allTrades
|
|
}
|
|
tID := strconv.FormatInt(tradeData[i].TID, 10)
|
|
resp = append(resp, trade.Data{
|
|
TID: tID,
|
|
Exchange: b.Name,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Price: tradeData[i].Price,
|
|
Amount: tradeData[i].Amount,
|
|
Timestamp: time.Unix(0, tradeData[i].Timestamp*int64(time.Millisecond)),
|
|
})
|
|
if i == len(tradeData)-1 {
|
|
if ts.Equal(tradeTS) {
|
|
// reached end of trades to crawl
|
|
break allTrades
|
|
}
|
|
ts = tradeTS
|
|
}
|
|
}
|
|
if len(tradeData) != limit {
|
|
break allTrades
|
|
}
|
|
}
|
|
|
|
err = b.AddTradesToBuffer(resp...)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
sort.Sort(trade.ByDate(resp))
|
|
return trade.FilterTradesByTime(resp, timestampStart, timestampEnd), nil
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (b *Bitfinex) SubmitOrder(o *order.Submit) (order.SubmitResponse, error) {
|
|
var submitOrderResponse order.SubmitResponse
|
|
err := o.Validate()
|
|
if err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
|
|
fpair, err := b.FormatExchangeCurrency(o.Pair, o.AssetType)
|
|
if err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
|
|
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
submitOrderResponse.OrderID, err = b.WsNewOrder(&WsNewOrderRequest{
|
|
CustomID: b.Websocket.AuthConn.GenerateMessageID(false),
|
|
Type: o.Type.String(),
|
|
Symbol: fpair.String(),
|
|
Amount: o.Amount,
|
|
Price: o.Price,
|
|
})
|
|
if err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
} else {
|
|
var response Order
|
|
isBuying := o.Side == order.Buy
|
|
b.appendOptionalDelimiter(&fpair)
|
|
orderType := o.Type.Lower()
|
|
if o.AssetType == asset.Spot {
|
|
orderType = "exchange " + orderType
|
|
}
|
|
response, err = b.NewOrder(fpair.String(),
|
|
orderType,
|
|
o.Amount,
|
|
o.Price,
|
|
isBuying,
|
|
false)
|
|
if err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
if response.ID > 0 {
|
|
submitOrderResponse.OrderID = strconv.FormatInt(response.ID, 10)
|
|
}
|
|
if response.RemainingAmount == 0 {
|
|
submitOrderResponse.FullyMatched = true
|
|
}
|
|
|
|
submitOrderResponse.IsOrderPlaced = true
|
|
}
|
|
return submitOrderResponse, err
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (b *Bitfinex) ModifyOrder(action *order.Modify) (string, error) {
|
|
if err := action.Validate(); err != nil {
|
|
return "", err
|
|
}
|
|
|
|
orderIDInt, err := strconv.ParseInt(action.ID, 10, 64)
|
|
if err != nil {
|
|
return action.ID, err
|
|
}
|
|
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
if action.Side == order.Sell && action.Amount > 0 {
|
|
action.Amount = -1 * action.Amount
|
|
}
|
|
err = b.WsModifyOrder(&WsUpdateOrderRequest{
|
|
OrderID: orderIDInt,
|
|
Price: action.Price,
|
|
Amount: action.Amount,
|
|
})
|
|
return action.ID, err
|
|
}
|
|
return "", common.ErrNotYetImplemented
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (b *Bitfinex) CancelOrder(o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
|
|
orderIDInt, err := strconv.ParseInt(o.ID, 10, 64)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
err = b.WsCancelOrder(orderIDInt)
|
|
} else {
|
|
_, err = b.CancelExistingOrder(orderIDInt)
|
|
}
|
|
return err
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (b *Bitfinex) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
|
|
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (b *Bitfinex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
|
|
var err error
|
|
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
err = b.WsCancelAllOrders()
|
|
} else {
|
|
_, err = b.CancelAllExistingOrders()
|
|
}
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (b *Bitfinex) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
|
|
var orderDetail order.Detail
|
|
return orderDetail, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (b *Bitfinex) GetDepositAddress(c currency.Code, accountID string) (string, error) {
|
|
if accountID == "" {
|
|
accountID = "deposit"
|
|
}
|
|
|
|
method, err := b.ConvertSymbolToDepositMethod(c)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
|
|
resp, err := b.NewDeposit(method, accountID, 0)
|
|
return resp.Address, err
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
|
|
func (b *Bitfinex) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
// Bitfinex has support for three types, exchange, margin and deposit
|
|
// As this is for trading, I've made the wrapper default 'exchange'
|
|
// TODO: Discover an automated way to make the decision for wallet type to withdraw from
|
|
walletType := "exchange"
|
|
resp, err := b.WithdrawCryptocurrency(walletType,
|
|
withdrawRequest.Crypto.Address,
|
|
withdrawRequest.Description,
|
|
withdrawRequest.Amount,
|
|
withdrawRequest.Currency)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &withdraw.ExchangeResponse{
|
|
ID: strconv.FormatInt(resp.WithdrawalID, 10),
|
|
Status: resp.Status,
|
|
}, err
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is submitted
|
|
// Returns comma delimited withdrawal IDs
|
|
func (b *Bitfinex) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
withdrawalType := "wire"
|
|
// Bitfinex has support for three types, exchange, margin and deposit
|
|
// As this is for trading, I've made the wrapper default 'exchange'
|
|
// TODO: Discover an automated way to make the decision for wallet type to withdraw from
|
|
walletType := "exchange"
|
|
resp, err := b.WithdrawFIAT(withdrawalType, walletType, withdrawRequest)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &withdraw.ExchangeResponse{
|
|
ID: strconv.FormatInt(resp.WithdrawalID, 10),
|
|
Status: resp.Status,
|
|
}, err
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is submitted
|
|
// Returns comma delimited withdrawal IDs
|
|
func (b *Bitfinex) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
v, err := b.WithdrawFiatFunds(withdrawRequest)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: v.ID,
|
|
Status: v.Status,
|
|
}, nil
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (b *Bitfinex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if !b.AllowAuthenticatedRequest() && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return b.GetFee(feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (b *Bitfinex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := req.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orders []order.Detail
|
|
resp, err := b.GetOpenOrders()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for i := range resp {
|
|
orderSide := order.Side(strings.ToUpper(resp[i].Side))
|
|
timestamp, err := strconv.ParseFloat(resp[i].Timestamp, 64)
|
|
if err != nil {
|
|
log.Warnf(log.ExchangeSys,
|
|
"Unable to convert timestamp '%s', leaving blank",
|
|
resp[i].Timestamp)
|
|
}
|
|
|
|
pair, err := currency.NewPairFromString(resp[i].Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orderDetail := order.Detail{
|
|
Amount: resp[i].OriginalAmount,
|
|
Date: time.Unix(int64(timestamp), 0),
|
|
Exchange: b.Name,
|
|
ID: strconv.FormatInt(resp[i].ID, 10),
|
|
Side: orderSide,
|
|
Price: resp[i].Price,
|
|
RemainingAmount: resp[i].RemainingAmount,
|
|
Pair: pair,
|
|
ExecutedAmount: resp[i].ExecutedAmount,
|
|
}
|
|
|
|
switch {
|
|
case resp[i].IsLive:
|
|
orderDetail.Status = order.Active
|
|
case resp[i].IsCancelled:
|
|
orderDetail.Status = order.Cancelled
|
|
case resp[i].IsHidden:
|
|
orderDetail.Status = order.Hidden
|
|
default:
|
|
orderDetail.Status = order.UnknownStatus
|
|
}
|
|
|
|
// API docs discrepancy. Example contains prefixed "exchange "
|
|
// Return type suggests “market” / “limit” / “stop” / “trailing-stop”
|
|
orderType := strings.Replace(resp[i].Type, "exchange ", "", 1)
|
|
if orderType == "trailing-stop" {
|
|
orderDetail.Type = order.TrailingStop
|
|
} else {
|
|
orderDetail.Type = order.Type(strings.ToUpper(orderType))
|
|
}
|
|
|
|
orders = append(orders, orderDetail)
|
|
}
|
|
|
|
order.FilterOrdersBySide(&orders, req.Side)
|
|
order.FilterOrdersByType(&orders, req.Type)
|
|
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
|
|
order.FilterOrdersByCurrencies(&orders, req.Pairs)
|
|
return orders, nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (b *Bitfinex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := req.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orders []order.Detail
|
|
resp, err := b.GetInactiveOrders()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for i := range resp {
|
|
orderSide := order.Side(strings.ToUpper(resp[i].Side))
|
|
timestamp, err := strconv.ParseInt(resp[i].Timestamp, 10, 64)
|
|
if err != nil {
|
|
log.Warnf(log.ExchangeSys, "Unable to convert timestamp '%v', leaving blank", resp[i].Timestamp)
|
|
}
|
|
orderDate := time.Unix(timestamp, 0)
|
|
|
|
pair, err := currency.NewPairFromString(resp[i].Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orderDetail := order.Detail{
|
|
Amount: resp[i].OriginalAmount,
|
|
Date: orderDate,
|
|
Exchange: b.Name,
|
|
ID: strconv.FormatInt(resp[i].ID, 10),
|
|
Side: orderSide,
|
|
Price: resp[i].Price,
|
|
RemainingAmount: resp[i].RemainingAmount,
|
|
ExecutedAmount: resp[i].ExecutedAmount,
|
|
Pair: pair,
|
|
}
|
|
|
|
switch {
|
|
case resp[i].IsLive:
|
|
orderDetail.Status = order.Active
|
|
case resp[i].IsCancelled:
|
|
orderDetail.Status = order.Cancelled
|
|
case resp[i].IsHidden:
|
|
orderDetail.Status = order.Hidden
|
|
default:
|
|
orderDetail.Status = order.UnknownStatus
|
|
}
|
|
|
|
// API docs discrepency. Example contains prefixed "exchange "
|
|
// Return type suggests “market” / “limit” / “stop” / “trailing-stop”
|
|
orderType := strings.Replace(resp[i].Type, "exchange ", "", 1)
|
|
if orderType == "trailing-stop" {
|
|
orderDetail.Type = order.TrailingStop
|
|
} else {
|
|
orderDetail.Type = order.Type(strings.ToUpper(orderType))
|
|
}
|
|
|
|
orders = append(orders, orderDetail)
|
|
}
|
|
|
|
order.FilterOrdersBySide(&orders, req.Side)
|
|
order.FilterOrdersByType(&orders, req.Type)
|
|
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
|
|
for i := range req.Pairs {
|
|
b.appendOptionalDelimiter(&req.Pairs[i])
|
|
}
|
|
order.FilterOrdersByCurrencies(&orders, req.Pairs)
|
|
return orders, nil
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (b *Bitfinex) AuthenticateWebsocket() error {
|
|
return b.WsSendAuth()
|
|
}
|
|
|
|
// appendOptionalDelimiter ensures that a delimiter is present for long character currencies
|
|
func (b *Bitfinex) appendOptionalDelimiter(p *currency.Pair) {
|
|
if len(p.Quote.String()) > 3 ||
|
|
len(p.Base.String()) > 3 {
|
|
p.Delimiter = ":"
|
|
}
|
|
}
|
|
|
|
// ValidateCredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (b *Bitfinex) ValidateCredentials(assetType asset.Item) error {
|
|
_, err := b.UpdateAccountInfo(assetType)
|
|
return b.CheckTransientError(err)
|
|
}
|
|
|
|
// FormatExchangeKlineInterval returns Interval to exchange formatted string
|
|
func (b *Bitfinex) FormatExchangeKlineInterval(in kline.Interval) string {
|
|
switch in {
|
|
case kline.OneDay:
|
|
return "1D"
|
|
case kline.OneWeek:
|
|
return "7D"
|
|
case kline.OneWeek * 2:
|
|
return "14D"
|
|
default:
|
|
return in.Short()
|
|
}
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (b *Bitfinex) GetHistoricCandles(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)
|
|
}
|
|
|
|
cf, err := b.fixCasing(pair, a)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
candles, err := b.GetCandles(cf, b.FormatExchangeKlineInterval(interval),
|
|
start.Unix()*1000, end.Unix()*1000,
|
|
b.Features.Enabled.Kline.ResultLimit, true)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
ret := kline.Item{
|
|
Exchange: b.Name,
|
|
Pair: pair,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
|
|
for x := range candles {
|
|
ret.Candles = append(ret.Candles, kline.Candle{
|
|
Time: candles[x].Timestamp,
|
|
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 (b *Bitfinex) GetHistoricCandlesExtended(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
|
|
}
|
|
|
|
ret := kline.Item{
|
|
Exchange: b.Name,
|
|
Pair: pair,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
|
|
dates := kline.CalculateCandleDateRanges(start, end, interval, b.Features.Enabled.Kline.ResultLimit)
|
|
cf, err := b.fixCasing(pair, a)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
for x := range dates.Ranges {
|
|
var candles []Candle
|
|
candles, err = b.GetCandles(cf, b.FormatExchangeKlineInterval(interval),
|
|
dates.Ranges[x].Start.Ticks*1000, dates.Ranges[x].End.Ticks*1000,
|
|
b.Features.Enabled.Kline.ResultLimit, true)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
for i := range candles {
|
|
ret.Candles = append(ret.Candles, kline.Candle{
|
|
Time: candles[i].Timestamp,
|
|
Open: candles[i].Open,
|
|
High: candles[i].High,
|
|
Low: candles[i].Low,
|
|
Close: candles[i].Close,
|
|
Volume: candles[i].Volume,
|
|
})
|
|
}
|
|
}
|
|
err = dates.VerifyResultsHaveData(ret.Candles)
|
|
if err != nil {
|
|
log.Warnf(log.ExchangeSys, "%s - %s", b.Name, err)
|
|
}
|
|
ret.RemoveDuplicates()
|
|
ret.RemoveOutsideRange(start, end)
|
|
ret.SortCandlesByTimestamp(false)
|
|
return ret, nil
|
|
}
|
|
|
|
func (b *Bitfinex) fixCasing(in currency.Pair, a asset.Item) (string, error) {
|
|
var checkString [2]byte
|
|
if a == asset.Spot {
|
|
checkString[0] = 't'
|
|
checkString[1] = 'T'
|
|
} else if a == asset.Margin {
|
|
checkString[0] = 'f'
|
|
checkString[1] = 'F'
|
|
}
|
|
|
|
fmt, err := b.FormatExchangeCurrency(in, a)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
|
|
y := in.Base.String()
|
|
if (y[0] != checkString[0] && y[0] != checkString[1]) ||
|
|
(y[0] == checkString[1] && y[1] == checkString[1]) || in.Base == currency.TNB {
|
|
if fmt.Quote.IsEmpty() {
|
|
return string(checkString[0]) + fmt.Base.Upper().String(), nil
|
|
}
|
|
return string(checkString[0]) + fmt.Upper().String(), nil
|
|
}
|
|
|
|
runes := []rune(fmt.Upper().String())
|
|
if fmt.Quote.IsEmpty() {
|
|
runes = []rune(fmt.Base.Upper().String())
|
|
}
|
|
runes[0] = unicode.ToLower(runes[0])
|
|
return string(runes), nil
|
|
}
|