Files
gocryptotrader/exchanges/btcmarkets/btcmarkets_wrapper.go
Ryan O'Hara-Reid 7b718700f7 orderbook: Implement initial linked list (#643)
* 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
2021-04-23 15:16:01 +10:00

1031 lines
28 KiB
Go

package btcmarkets
import (
"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/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 (b *BTCMarkets) GetDefaultConfig() (*config.ExchangeConfig, error) {
b.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets basic defaults
func (b *BTCMarkets) SetDefaults() {
b.Name = "BTC Markets"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.API.CredentialsValidator.RequiresBase64DecodeSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
configFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
err := b.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
UserTradeHistory: true,
CryptoWithdrawal: true,
FiatWithdraw: true,
TradeFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
Subscribe: true,
AuthenticatedEndpoints: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.AutoWithdrawFiat,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.OneHour.Word(): true,
kline.OneDay.Word(): true,
},
ResultLimit: 1000,
},
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: btcMarketsAPIURL,
exchange.WebsocketSpot: btcMarketsWSURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Websocket = stream.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in an exchange configuration and sets all parameters
func (b *BTCMarkets) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err := b.SetupDefaults(exch)
if err != nil {
return err
}
wsURL, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = b.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: btcMarketsWSURL,
ExchangeName: exch.Name,
RunningURL: wsURL,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
GenerateSubscriptions: b.generateDefaultSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
})
if err != nil {
return err
}
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the BTC Markets go routine
func (b *BTCMarkets) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the BTC Markets wrapper
func (b *BTCMarkets) Run() {
if b.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s (url: %s).\n",
b.Name,
common.IsEnabled(b.Websocket.IsEnabled()),
btcMarketsWSURL)
b.PrintEnabledPairs()
}
forceUpdate := false
pairs, err := b.GetEnabledPairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies Err:%s\n",
b.Name,
err)
return
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies.\n",
b.Name)
return
}
avail, err := b.GetAvailablePairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies.\n",
b.Name)
return
}
if !common.StringDataContains(pairs.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) {
log.Warnln(log.ExchangeSys, "Available pairs for BTC Markets reset due to config upgrade, please enable the pairs you would like again.")
forceUpdate = true
}
if forceUpdate {
enabledPairs := currency.Pairs{currency.Pair{
Base: currency.BTC.Lower(),
Quote: currency.AUD.Lower(),
Delimiter: format.Delimiter,
},
}
err = b.UpdatePairs(enabledPairs, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies.\n",
b.Name)
}
}
if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = b.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
b.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *BTCMarkets) FetchTradablePairs(a asset.Item) ([]string, error) {
if a != asset.Spot {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, b.Name)
}
markets, err := b.GetMarkets()
if err != nil {
return nil, err
}
var pairs []string
for x := range markets {
pairs = append(pairs, markets[x].MarketID)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *BTCMarkets) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return b.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *BTCMarkets) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
allPairs, err := b.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
tickers, err := b.GetTickers(allPairs)
if err != nil {
return nil, err
}
if len(allPairs) != len(tickers) {
return nil, errors.New("enabled pairs differ from returned tickers")
}
for x := range tickers {
var newP currency.Pair
newP, err = currency.NewPairFromString(tickers[x].MarketID)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: newP,
Last: tickers[x].LastPrice,
High: tickers[x].High24h,
Low: tickers[x].Low24h,
Bid: tickers[x].BestBID,
Ask: tickers[x].BestAsk,
Volume: tickers[x].Volume,
LastUpdated: time.Now(),
ExchangeName: b.Name,
AssetType: assetType,
})
if err != nil {
return nil, err
}
}
return ticker.GetTicker(b.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *BTCMarkets) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tickerNew, err := ticker.GetTicker(b.Name, fPair, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *BTCMarkets) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
ob, err := orderbook.Get(b.Name, fPair, assetType)
if err != nil {
return b.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *BTCMarkets) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: b.Name,
Pair: p,
Asset: assetType,
PriceDuplication: true,
VerifyOrderbook: b.CanVerifyOrderbook,
}
fpair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
tempResp, err := b.GetOrderbook(fpair.String(), 2)
if err != nil {
return book, err
}
for x := range tempResp.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: tempResp.Bids[x].Volume,
Price: tempResp.Bids[x].Price})
}
for y := range tempResp.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: tempResp.Asks[y].Volume,
Price: tempResp.Asks[y].Price})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(b.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func (b *BTCMarkets) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var resp account.Holdings
data, err := b.GetAccountBalance()
if err != nil {
return resp, err
}
var acc account.SubAccount
for key := range data {
c := currency.NewCode(data[key].AssetName)
hold := data[key].Locked
total := data[key].Balance
acc.Currencies = append(acc.Currencies,
account.Balance{CurrencyName: c,
TotalValue: total,
Hold: hold})
}
resp.Accounts = append(resp.Accounts, acc)
resp.Exchange = b.Name
err = account.Process(&resp)
if err != nil {
return account.Holdings{}, err
}
return resp, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *BTCMarkets) 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 *BTCMarkets) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *BTCMarkets) 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 *BTCMarkets) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var resp []trade.Data
var tradeData []Trade
tradeData, err = b.GetTrades(p.String(), 0, 0, 200)
if err != nil {
return nil, err
}
for i := range tradeData {
side := order.Side("")
if tradeData[i].Side != "" {
side, err = order.StringToOrderSide(tradeData[i].Side)
if err != nil {
return nil, err
}
}
resp = append(resp, trade.Data{
Exchange: b.Name,
TID: tradeData[i].TradeID,
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: tradeData[i].Timestamp,
})
}
err = b.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (b *BTCMarkets) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (b *BTCMarkets) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var resp order.SubmitResponse
if err := s.Validate(); err != nil {
return resp, err
}
if s.Side == order.Sell {
s.Side = order.Ask
}
if s.Side == order.Buy {
s.Side = order.Bid
}
fpair, err := b.FormatExchangeCurrency(s.Pair, asset.Spot)
if err != nil {
return resp, err
}
tempResp, err := b.NewOrder(fpair.String(),
s.Price,
s.Amount,
s.Type.String(),
s.Side.String(),
s.TriggerPrice,
s.TargetAmount,
"",
false,
"",
s.ClientID)
if err != nil {
return resp, err
}
resp.IsOrderPlaced = true
resp.OrderID = tempResp.OrderID
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *BTCMarkets) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *BTCMarkets) CancelOrder(o *order.Cancel) error {
err := o.Validate(o.StandardCancel())
if err != nil {
return err
}
_, err = b.RemoveOrder(o.ID)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *BTCMarkets) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *BTCMarkets) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
var resp order.CancelAllResponse
tempMap := make(map[string]string)
var orderIDs []string
orders, err := b.GetOrders("", -1, -1, -1, true)
if err != nil {
return resp, err
}
for x := range orders {
orderIDs = append(orderIDs, orders[x].OrderID)
}
splitOrders := common.SplitStringSliceByLimit(orderIDs, 20)
for z := range splitOrders {
tempResp, err := b.CancelBatch(splitOrders[z])
if err != nil {
return resp, err
}
for y := range tempResp.CancelOrders {
tempMap[tempResp.CancelOrders[y].OrderID] = "Success"
}
for z := range tempResp.UnprocessedRequests {
tempMap[tempResp.UnprocessedRequests[z].RequestID] = "Cancellation Failed"
}
}
resp.Status = tempMap
return resp, nil
}
// GetOrderInfo returns order information based on order ID
func (b *BTCMarkets) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var resp order.Detail
o, err := b.FetchOrder(orderID)
if err != nil {
return resp, err
}
p, err := currency.NewPairFromString(o.MarketID)
if err != nil {
return order.Detail{}, err
}
resp.Exchange = b.Name
resp.ID = orderID
resp.Pair = p
resp.Price = o.Price
resp.Date = o.CreationTime
resp.ExecutedAmount = o.Amount - o.OpenAmount
resp.Side = order.Bid
if o.Side == ask {
resp.Side = order.Ask
}
switch o.Type {
case limit:
resp.Type = order.Limit
case market:
resp.Type = order.Market
case stopLimit:
resp.Type = order.Stop
case stop:
resp.Type = order.Stop
case takeProfit:
resp.Type = order.ImmediateOrCancel
default:
resp.Type = order.UnknownType
}
resp.RemainingAmount = o.OpenAmount
switch o.Status {
case orderAccepted:
resp.Status = order.Active
case orderPlaced:
resp.Status = order.Active
case orderPartiallyMatched:
resp.Status = order.PartiallyFilled
case orderFullyMatched:
resp.Status = order.Filled
case orderCancelled:
resp.Status = order.Cancelled
case orderPartiallyCancelled:
resp.Status = order.PartiallyCancelled
case orderFailed:
resp.Status = order.Rejected
default:
resp.Status = order.UnknownStatus
}
return resp, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *BTCMarkets) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
temp, err := b.FetchDepositAddress(strings.ToUpper(cryptocurrency.String()), -1, -1, -1)
if err != nil {
return "", err
}
return temp.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
func (b *BTCMarkets) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
a, err := b.RequestWithdraw(withdrawRequest.Currency.String(),
withdrawRequest.Amount,
withdrawRequest.Crypto.Address,
"",
"",
"",
"")
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: a.ID,
Status: a.Status,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *BTCMarkets) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
if withdrawRequest.Currency != currency.AUD {
return nil, errors.New("only aud is supported for withdrawals")
}
a, err := b.RequestWithdraw(withdrawRequest.Currency.String(),
withdrawRequest.Amount,
"",
withdrawRequest.Fiat.Bank.AccountName,
withdrawRequest.Fiat.Bank.AccountNumber,
withdrawRequest.Fiat.Bank.BSBNumber,
withdrawRequest.Fiat.Bank.BankName)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: a.ID,
Status: a.Status,
}, nil
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *BTCMarkets) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *BTCMarkets) 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 *BTCMarkets) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
if len(req.Pairs) == 0 {
allPairs, err := b.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
for a := range allPairs {
req.Pairs = append(req.Pairs,
allPairs[a])
}
}
var resp []order.Detail
for x := range req.Pairs {
fpair, err := b.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
tempData, err := b.GetOrders(fpair.String(), -1, -1, -1, true)
if err != nil {
return resp, err
}
for y := range tempData {
var tempResp order.Detail
tempResp.Exchange = b.Name
tempResp.Pair = req.Pairs[x]
tempResp.ID = tempData[y].OrderID
tempResp.Side = order.Bid
if tempData[y].Side == ask {
tempResp.Side = order.Ask
}
tempResp.Date = tempData[y].CreationTime
switch tempData[y].Type {
case limit:
tempResp.Type = order.Limit
case market:
tempResp.Type = order.Market
default:
log.Errorf(log.ExchangeSys,
"%s unknown order type %s getting order",
b.Name,
tempData[y].Type)
tempResp.Type = order.UnknownType
}
switch tempData[y].Status {
case orderAccepted:
tempResp.Status = order.Active
case orderPlaced:
tempResp.Status = order.Active
case orderPartiallyMatched:
tempResp.Status = order.PartiallyFilled
default:
log.Errorf(log.ExchangeSys,
"%s unexpected status %s on order %v",
b.Name,
tempData[y].Status,
tempData[y].OrderID)
tempResp.Status = order.UnknownStatus
}
tempResp.Price = tempData[y].Price
tempResp.Amount = tempData[y].Amount
tempResp.ExecutedAmount = tempData[y].Amount - tempData[y].OpenAmount
tempResp.RemainingAmount = tempData[y].OpenAmount
resp = append(resp, tempResp)
}
}
order.FilterOrdersByType(&resp, req.Type)
order.FilterOrdersByTimeRange(&resp, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&resp, req.Side)
return resp, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *BTCMarkets) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var resp []order.Detail
var tempResp order.Detail
var tempArray []string
if len(req.Pairs) == 0 {
orders, err := b.GetOrders("", -1, -1, -1, false)
if err != nil {
return resp, err
}
for x := range orders {
tempArray = append(tempArray, orders[x].OrderID)
}
}
for y := range req.Pairs {
fpair, err := b.FormatExchangeCurrency(req.Pairs[y], asset.Spot)
if err != nil {
return nil, err
}
orders, err := b.GetOrders(fpair.String(), -1, -1, -1, false)
if err != nil {
return resp, err
}
for z := range orders {
tempArray = append(tempArray, orders[z].OrderID)
}
}
splitOrders := common.SplitStringSliceByLimit(tempArray, 50)
for x := range splitOrders {
tempData, err := b.GetBatchTrades(splitOrders[x])
if err != nil {
return resp, err
}
for c := range tempData.Orders {
switch tempData.Orders[c].Status {
case orderFailed:
tempResp.Status = order.Rejected
case orderPartiallyCancelled:
tempResp.Status = order.PartiallyCancelled
case orderCancelled:
tempResp.Status = order.Cancelled
case orderFullyMatched:
tempResp.Status = order.Filled
case orderPartiallyMatched:
continue
case orderPlaced:
continue
case orderAccepted:
continue
}
p, err := currency.NewPairFromString(tempData.Orders[c].MarketID)
if err != nil {
return nil, err
}
tempResp.Exchange = b.Name
tempResp.Pair = p
tempResp.Side = order.Bid
if tempData.Orders[c].Side == ask {
tempResp.Side = order.Ask
}
tempResp.ID = tempData.Orders[c].OrderID
tempResp.Date = tempData.Orders[c].CreationTime
tempResp.Price = tempData.Orders[c].Price
tempResp.ExecutedAmount = tempData.Orders[c].Amount
resp = append(resp, tempResp)
}
}
return resp, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *BTCMarkets) ValidateCredentials(assetType asset.Item) error {
_, err := b.UpdateAccountInfo(assetType)
if err != nil {
if b.CheckTransientError(err) == nil {
return nil
}
// Check for specific auth errors; all other errors can be disregarded
// as this does not affect authenticated requests.
if strings.Contains(err.Error(), "InvalidAPIKey") ||
strings.Contains(err.Error(), "InvalidAuthTimestamp") ||
strings.Contains(err.Error(), "InvalidAuthSignature") ||
strings.Contains(err.Error(), "InsufficientAPIPermission") {
return err
}
}
return nil
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (b *BTCMarkets) FormatExchangeKlineInterval(in kline.Interval) string {
if in == kline.OneDay {
return "1d"
}
return in.Short()
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *BTCMarkets) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := b.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
if kline.TotalCandlesPerInterval(start, end, interval) > float64(b.Features.Enabled.Kline.ResultLimit) {
return kline.Item{}, errors.New(kline.ErrRequestExceedsExchangeLimits)
}
formattedPair, err := b.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
candles, err := b.GetMarketCandles(formattedPair.String(),
b.FormatExchangeKlineInterval(interval),
start,
end,
-1,
-1,
-1)
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: b.Name,
Pair: formattedPair,
Asset: asset.Spot,
Interval: interval,
}
for x := range candles {
var tempTime time.Time
var tempData kline.Candle
tempTime, err = time.Parse(time.RFC3339, candles[x][0])
if err != nil {
return kline.Item{}, err
}
tempData.Time = tempTime
tempData.Open, err = strconv.ParseFloat(candles[x][1], 64)
if err != nil {
return kline.Item{}, err
}
tempData.High, err = strconv.ParseFloat(candles[x][2], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Low, err = strconv.ParseFloat(candles[x][3], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Close, err = strconv.ParseFloat(candles[x][4], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Volume, err = strconv.ParseFloat(candles[x][5], 64)
if err != nil {
return kline.Item{}, err
}
ret.Candles = append(ret.Candles, tempData)
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *BTCMarkets) GetHistoricCandlesExtended(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := b.ValidateKline(p, a, interval); err != nil {
return kline.Item{}, err
}
fPair, err := b.FormatExchangeCurrency(p, a)
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: b.Name,
Pair: fPair,
Asset: a,
Interval: interval,
}
dates := kline.CalculateCandleDateRanges(start, end, interval, b.Features.Enabled.Kline.ResultLimit)
for x := range dates.Ranges {
var candles CandleResponse
candles, err = b.GetMarketCandles(fPair.String(),
b.FormatExchangeKlineInterval(interval),
dates.Ranges[x].Start.Time, dates.Ranges[x].End.Time, -1, -1, -1)
if err != nil {
return kline.Item{}, err
}
for i := range candles {
var tempTime time.Time
var tempData kline.Candle
tempTime, err = time.Parse(time.RFC3339, candles[i][0])
if err != nil {
return kline.Item{}, err
}
tempData.Time = tempTime
tempData.Open, err = strconv.ParseFloat(candles[i][1], 64)
if err != nil {
return kline.Item{}, err
}
tempData.High, err = strconv.ParseFloat(candles[i][2], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Low, err = strconv.ParseFloat(candles[i][3], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Close, err = strconv.ParseFloat(candles[i][4], 64)
if err != nil {
return kline.Item{}, err
}
tempData.Volume, err = strconv.ParseFloat(candles[i][5], 64)
if err != nil {
return kline.Item{}, err
}
ret.Candles = append(ret.Candles, tempData)
}
}
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
}