Files
gocryptotrader/exchanges/coinbene/coinbene_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

944 lines
26 KiB
Go

package coinbene
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 (c *Coinbene) GetDefaultConfig() (*config.ExchangeConfig, error) {
c.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = c.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = c.BaseCurrencies
err := c.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if c.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = c.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Coinbene
func (c *Coinbene) SetDefaults() {
c.Name = "Coinbene"
c.Enabled = true
c.Verbose = true
c.API.CredentialsValidator.RequiresKey = true
c.API.CredentialsValidator.RequiresSecret = true
err := c.StoreAssetPairFormat(asset.Spot, currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.ForwardSlashDelimiter,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.ForwardSlashDelimiter,
},
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = c.StoreAssetPairFormat(asset.PerpetualSwap, currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.ForwardSlashDelimiter,
},
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
c.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountBalance: true,
AutoPairUpdates: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
CancelOrders: true,
SubmitOrder: true,
TradeFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
AccountBalance: true,
AccountInfo: true,
OrderbookFetching: true,
TradeFetching: true,
KlineFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.NoFiatWithdrawals |
exchange.WithdrawCryptoViaWebsiteOnly,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.ThreeMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.TwoHour.Word(): true,
kline.FourHour.Word(): true,
kline.SixHour.Word(): true,
kline.TwelveHour.Word(): true,
kline.OneDay.Word(): true,
kline.ThreeDay.Word(): true,
kline.OneWeek.Word(): true,
},
},
},
}
c.Requester = request.New(c.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
c.API.Endpoints = c.NewEndpoints()
err = c.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: coinbeneAPIURL,
exchange.RestSwap: coinbeneSwapAPIURL,
exchange.WebsocketSpot: wsContractURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
c.Websocket = stream.New()
c.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
c.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
c.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (c *Coinbene) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
c.SetEnabled(false)
return nil
}
err := c.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, err := c.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = c.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: wsContractURL,
ExchangeName: exch.Name,
RunningURL: wsRunningURL,
Connector: c.WsConnect,
Subscriber: c.Subscribe,
UnSubscriber: c.Unsubscribe,
GenerateSubscriptions: c.GenerateDefaultSubscriptions,
Features: &c.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
})
if err != nil {
return err
}
return c.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the Coinbene go routine
func (c *Coinbene) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
c.Run()
wg.Done()
}()
}
// Run implements the Coinbene wrapper
func (c *Coinbene) Run() {
if c.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s. (url: %s).\n",
c.Name,
common.IsEnabled(c.Websocket.IsEnabled()),
c.Websocket.GetWebsocketURL(),
)
c.PrintEnabledPairs()
}
if !c.GetEnabledFeatures().AutoPairUpdates {
return
}
err := c.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update tradable pairs. Error: %s",
c.Name,
err)
}
}
// FetchTradablePairs returns a list of exchange tradable pairs
func (c *Coinbene) FetchTradablePairs(a asset.Item) ([]string, error) {
if !c.SupportsAsset(a) {
return nil, fmt.Errorf("%s does not support asset type %s", c.Name, a)
}
var currencies []string
switch a {
case asset.Spot:
pairs, err := c.GetAllPairs()
if err != nil {
return nil, err
}
for x := range pairs {
currencies = append(currencies, pairs[x].Symbol)
}
case asset.PerpetualSwap:
instruments, err := c.GetSwapInstruments()
if err != nil {
return nil, err
}
pFmt, err := c.GetPairFormat(asset.PerpetualSwap, false)
if err != nil {
return nil, err
}
for x := range instruments {
currencies = append(currencies,
instruments[x].InstrumentID.Format(pFmt.Delimiter, pFmt.Uppercase).String())
}
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them
func (c *Coinbene) UpdateTradablePairs(forceUpdate bool) error {
assets := c.GetAssetTypes()
for x := range assets {
pairs, err := c.FetchTradablePairs(assets[x])
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
err = c.UpdatePairs(p, assets[x], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (c *Coinbene) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
if !c.SupportsAsset(assetType) {
return nil,
fmt.Errorf("%s does not support asset type %s", c.Name, assetType)
}
allPairs, err := c.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
switch assetType {
case asset.Spot:
tickers, err := c.GetTickers()
if err != nil {
return nil, err
}
for i := range tickers {
var newP currency.Pair
newP, err = currency.NewPairFromString(tickers[i].Symbol)
if err != nil {
return nil, err
}
if !allPairs.Contains(newP, true) {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: newP,
Last: tickers[i].LatestPrice,
High: tickers[i].DailyHigh,
Low: tickers[i].DailyLow,
Bid: tickers[i].BestBid,
Ask: tickers[i].BestAsk,
Volume: tickers[i].DailyVolume,
ExchangeName: c.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
case asset.PerpetualSwap:
tickers, err := c.GetSwapTickers()
if err != nil {
return nil, err
}
for x := range allPairs {
fpair, err := c.FormatExchangeCurrency(allPairs[x], assetType)
if err != nil {
return nil, err
}
tick, ok := tickers[fpair.String()]
if !ok {
log.Warnf(log.ExchangeSys,
"%s SWAP ticker item was not found",
c.Name)
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: allPairs[x],
Last: tick.LastPrice,
High: tick.High24Hour,
Low: tick.Low24Hour,
Bid: tick.BestBidPrice,
Ask: tick.BestAskPrice,
Volume: tick.Volume24Hour,
LastUpdated: tick.Timestamp,
ExchangeName: c.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
}
return ticker.GetTicker(c.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (c *Coinbene) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
if !c.SupportsAsset(assetType) {
return nil,
fmt.Errorf("%s does not support asset type %s", c.Name, assetType)
}
tickerNew, err := ticker.GetTicker(c.Name, p, assetType)
if err != nil {
return c.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (c *Coinbene) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
if !c.SupportsAsset(assetType) {
return nil,
fmt.Errorf("%s does not support asset type %s", c.Name, assetType)
}
ob, err := orderbook.Get(c.Name, p, assetType)
if err != nil {
return c.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (c *Coinbene) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: c.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: c.CanVerifyOrderbook,
}
if !c.SupportsAsset(assetType) {
return book,
fmt.Errorf("%s does not support asset type %s", c.Name, assetType)
}
fpair, err := c.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
var tempResp Orderbook
switch assetType {
case asset.Spot:
tempResp, err = c.GetOrderbook(fpair.String(),
100, // TO-DO: Update this once we support configurable orderbook depth
)
case asset.PerpetualSwap:
tempResp, err = c.GetSwapOrderbook(fpair.String(),
100, // TO-DO: Update this once we support configurable orderbook depth
)
}
if err != nil {
return book, err
}
for x := range tempResp.Asks {
item := orderbook.Item{
Price: tempResp.Asks[x].Price,
Amount: tempResp.Asks[x].Amount,
}
if assetType == asset.PerpetualSwap {
item.OrderCount = tempResp.Asks[x].Count
}
book.Asks = append(book.Asks, item)
}
for x := range tempResp.Bids {
item := orderbook.Item{
Price: tempResp.Bids[x].Price,
Amount: tempResp.Bids[x].Amount,
}
if assetType == asset.PerpetualSwap {
item.OrderCount = tempResp.Bids[x].Count
}
book.Bids = append(book.Bids, item)
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(c.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// Coinbene exchange
func (c *Coinbene) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
balance, err := c.GetAccountBalances()
if err != nil {
return info, err
}
var acc account.SubAccount
for key := range balance {
c := currency.NewCode(balance[key].Asset)
hold := balance[key].Reserved
available := balance[key].Available
acc.Currencies = append(acc.Currencies,
account.Balance{
CurrencyName: c,
TotalValue: hold + available,
Hold: hold,
})
}
info.Accounts = append(info.Accounts, acc)
info.Exchange = c.Name
err = account.Process(&info)
if err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (c *Coinbene) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(c.Name, assetType)
if err != nil {
return c.UpdateAccountInfo(assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (c *Coinbene) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (c *Coinbene) GetWithdrawalsHistory(cur currency.Code) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (c *Coinbene) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = c.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var tradeData Trades
tradeData, err = c.GetTrades(p.String(), 100)
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData {
side := order.Buy
if tradeData[i].Direction == "sell" {
side = order.Sell
}
resp = append(resp, trade.Data{
Exchange: c.Name,
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Volume,
Timestamp: tradeData[i].TradeTime,
})
}
err = c.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 (c *Coinbene) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (c *Coinbene) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var resp order.SubmitResponse
if err := s.Validate(); err != nil {
return resp, err
}
if s.Side != order.Buy && s.Side != order.Sell {
return resp,
fmt.Errorf("%s orderside is not supported by this exchange",
s.Side)
}
fpair, err := c.FormatExchangeCurrency(s.Pair, asset.Spot)
if err != nil {
return resp, err
}
tempResp, err := c.PlaceSpotOrder(s.Price,
s.Amount,
fpair.String(),
s.Side.String(),
s.Type.String(),
s.ClientID,
0)
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 (c *Coinbene) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (c *Coinbene) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
_, err := c.CancelSpotOrder(o.ID)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (c *Coinbene) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (c *Coinbene) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
if err := orderCancellation.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
var resp order.CancelAllResponse
fpair, err := c.FormatExchangeCurrency(orderCancellation.Pair,
orderCancellation.AssetType)
if err != nil {
return resp, err
}
orders, err := c.FetchOpenSpotOrders(fpair.String())
if err != nil {
return resp, err
}
tempMap := make(map[string]string)
for x := range orders {
_, err := c.CancelSpotOrder(orders[x].OrderID)
if err != nil {
tempMap[orders[x].OrderID] = "Failed"
} else {
tempMap[orders[x].OrderID] = "Success"
}
}
resp.Status = tempMap
return resp, nil
}
// GetOrderInfo returns order information based on order ID
func (c *Coinbene) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var resp order.Detail
tempResp, err := c.FetchSpotOrderInfo(orderID)
if err != nil {
return resp, err
}
resp.Exchange = c.Name
resp.ID = orderID
resp.Pair = currency.NewPairWithDelimiter(tempResp.BaseAsset,
"/",
tempResp.QuoteAsset)
resp.Price = tempResp.OrderPrice
resp.Date = tempResp.OrderTime
resp.ExecutedAmount = tempResp.FilledAmount
resp.Fee = tempResp.TotalFee
return resp, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (c *Coinbene) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (c *Coinbene) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (c *Coinbene) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (c *Coinbene) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetActiveOrders retrieves any orders that are active/open
func (c *Coinbene) GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
if err := getOrdersRequest.Validate(); err != nil {
return nil, err
}
if len(getOrdersRequest.Pairs) == 0 {
allPairs, err := c.GetAllPairs()
if err != nil {
return nil, err
}
for a := range allPairs {
p, err := currency.NewPairFromString(allPairs[a].Symbol)
if err != nil {
return nil, err
}
getOrdersRequest.Pairs = append(getOrdersRequest.Pairs, p)
}
}
var resp []order.Detail
for x := range getOrdersRequest.Pairs {
fpair, err := c.FormatExchangeCurrency(getOrdersRequest.Pairs[x],
asset.Spot)
if err != nil {
return nil, err
}
var tempData OrdersInfo
tempData, err = c.FetchOpenSpotOrders(fpair.String())
if err != nil {
return nil, err
}
for y := range tempData {
var tempResp order.Detail
tempResp.Exchange = c.Name
tempResp.Pair = getOrdersRequest.Pairs[x]
tempResp.Side = order.Buy
if strings.EqualFold(tempData[y].OrderType, order.Sell.String()) {
tempResp.Side = order.Sell
}
tempResp.Date = tempData[y].OrderTime
tempResp.Status = order.Status(tempData[y].OrderStatus)
tempResp.Price = tempData[y].OrderPrice
tempResp.Amount = tempData[y].Amount
tempResp.ExecutedAmount = tempData[y].FilledAmount
tempResp.RemainingAmount = tempData[y].Amount - tempData[y].FilledAmount
tempResp.Fee = tempData[y].TotalFee
resp = append(resp, tempResp)
}
}
return resp, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (c *Coinbene) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
if err := getOrdersRequest.Validate(); err != nil {
return nil, err
}
if len(getOrdersRequest.Pairs) == 0 {
allPairs, err := c.GetAllPairs()
if err != nil {
return nil, err
}
for a := range allPairs {
p, err := currency.NewPairFromString(allPairs[a].Symbol)
if err != nil {
return nil, err
}
getOrdersRequest.Pairs = append(getOrdersRequest.Pairs, p)
}
}
var resp []order.Detail
var tempData OrdersInfo
for x := range getOrdersRequest.Pairs {
fpair, err := c.FormatExchangeCurrency(getOrdersRequest.Pairs[x],
asset.Spot)
if err != nil {
return nil, err
}
tempData, err = c.FetchClosedOrders(fpair.String(), "")
if err != nil {
return nil, err
}
for y := range tempData {
var tempResp order.Detail
tempResp.Exchange = c.Name
tempResp.Pair = getOrdersRequest.Pairs[x]
tempResp.Side = order.Buy
if strings.EqualFold(tempData[y].OrderType, order.Sell.String()) {
tempResp.Side = order.Sell
}
tempResp.Date = tempData[y].OrderTime
tempResp.Status = order.Status(tempData[y].OrderStatus)
tempResp.Price = tempData[y].OrderPrice
tempResp.Amount = tempData[y].Amount
tempResp.ExecutedAmount = tempData[y].FilledAmount
tempResp.RemainingAmount = tempData[y].Amount - tempData[y].FilledAmount
tempResp.Fee = tempData[y].TotalFee
resp = append(resp, tempResp)
}
}
return resp, nil
}
// GetFeeByType returns an estimate of fee based on the type of transaction
func (c *Coinbene) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
fpair, err := c.FormatExchangeCurrency(feeBuilder.Pair, asset.Spot)
if err != nil {
return 0, err
}
tempData, err := c.GetPairInfo(fpair.String())
if err != nil {
return 0, err
}
if feeBuilder.IsMaker {
return feeBuilder.PurchasePrice * feeBuilder.Amount * tempData.MakerFeeRate, nil
}
return feeBuilder.PurchasePrice * feeBuilder.Amount * tempData.TakerFeeRate, nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (c *Coinbene) AuthenticateWebsocket() error {
return c.Login()
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (c *Coinbene) ValidateCredentials(assetType asset.Item) error {
_, err := c.UpdateAccountInfo(assetType)
return c.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to string
func (c *Coinbene) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin, kline.ThreeMin, kline.FiveMin, kline.FifteenMin,
kline.ThirtyMin, kline.OneHour, kline.TwoHour, kline.FourHour, kline.SixHour, kline.TwelveHour:
return strconv.FormatFloat(in.Duration().Minutes(), 'f', 0, 64)
case kline.OneDay:
return "D"
case kline.OneWeek:
return "W"
case kline.OneMonth:
return "M"
}
return ""
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (c *Coinbene) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := c.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
formattedPair, err := c.FormatExchangeCurrency(pair, asset.PerpetualSwap)
if err != nil {
return kline.Item{}, err
}
var candles CandleResponse
if a == asset.PerpetualSwap {
candles, err = c.GetSwapKlines(formattedPair.String(),
start, end,
c.FormatExchangeKlineInterval(interval))
} else {
candles, err = c.GetKlines(formattedPair.String(),
start, end,
c.FormatExchangeKlineInterval(interval))
}
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: c.Name,
Pair: pair,
Interval: interval,
Asset: a,
}
for x := range candles.Data {
var tempCandle kline.Candle
tempTime := candles.Data[x][0].(string)
timestamp, err := time.Parse(time.RFC3339, tempTime)
if err != nil {
continue
}
tempCandle.Time = timestamp
open, ok := candles.Data[x][1].(string)
if !ok {
return kline.Item{}, errors.New("open conversion failed")
}
tempCandle.Open, err = strconv.ParseFloat(open, 64)
if err != nil {
return kline.Item{}, err
}
high, ok := candles.Data[x][2].(string)
if !ok {
return kline.Item{}, errors.New("high conversion failed")
}
tempCandle.High, err = strconv.ParseFloat(high, 64)
if err != nil {
return kline.Item{}, err
}
low, ok := candles.Data[x][3].(string)
if !ok {
return kline.Item{}, errors.New("low conversion failed")
}
tempCandle.Low, err = strconv.ParseFloat(low, 64)
if err != nil {
return kline.Item{}, err
}
closeTemp, ok := candles.Data[x][4].(string)
if !ok {
return kline.Item{}, errors.New("close conversion failed")
}
tempCandle.Close, err = strconv.ParseFloat(closeTemp, 64)
if err != nil {
return kline.Item{}, err
}
vol, ok := candles.Data[x][5].(string)
if !ok {
return kline.Item{}, errors.New("vol conversion failed")
}
tempCandle.Volume, err = strconv.ParseFloat(vol, 64)
if err != nil {
return kline.Item{}, err
}
ret.Candles = append(ret.Candles, tempCandle)
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (c *Coinbene) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return c.GetHistoricCandles(pair, a, start, end, interval)
}