Files
gocryptotrader/exchanges/coinut/coinut_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

1080 lines
30 KiB
Go

package coinut
import (
"errors"
"fmt"
"math/rand"
"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 *COINUT) 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 current default values
func (c *COINUT) SetDefaults() {
c.Name = "COINUT"
c.Enabled = true
c.Verbose = true
c.API.CredentialsValidator.RequiresKey = true
c.API.CredentialsValidator.RequiresClientID = true
requestFmt := &currency.PairFormat{Uppercase: true}
configFmt := &currency.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter}
err := c.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
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,
AutoPairUpdates: true,
AccountInfo: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
SubmitOrders: true,
UserTradeHistory: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
AccountBalance: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
SubmitOrders: true,
UserTradeHistory: true,
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountInfo: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
MessageCorrelation: true,
},
WithdrawPermissions: exchange.WithdrawCryptoViaWebsiteOnly |
exchange.WithdrawFiatViaWebsiteOnly,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
c.Requester = request.New(c.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
c.API.Endpoints = c.NewEndpoints()
err = c.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: coinutAPIURL,
exchange.WebsocketSpot: coinutWebsocketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
c.Websocket = stream.New()
c.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
c.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
c.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
rand.Seed(time.Now().UnixNano())
}
// Setup sets the current exchange configuration
func (c *COINUT) 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: coinutWebsocketURL,
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,
SortBufferByUpdateIDs: true,
})
if err != nil {
return err
}
return c.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
RateLimit: wsRateLimitInMilliseconds,
})
}
// Start starts the COINUT go routine
func (c *COINUT) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
c.Run()
wg.Done()
}()
}
// Run implements the COINUT wrapper
func (c *COINUT) Run() {
if c.Verbose {
log.Debugf(log.ExchangeSys, "%s Websocket: %s. (url: %s).\n", c.Name, common.IsEnabled(c.Websocket.IsEnabled()), coinutWebsocketURL)
c.PrintEnabledPairs()
}
forceUpdate := false
format, err := c.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
return
}
enabled, err := c.CurrencyPairs.GetPairs(asset.Spot, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
return
}
avail, err := c.CurrencyPairs.GetPairs(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
return
}
if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) {
var p currency.Pairs
p, err = currency.NewPairsFromStrings([]string{currency.LTC.String() +
format.Delimiter +
currency.USDT.String()})
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
} else {
log.Warn(log.ExchangeSys,
"Enabled pairs for Coinut reset due to config upgrade, please enable the ones you would like to use again")
forceUpdate = true
err = c.UpdatePairs(p, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
c.Name,
err)
}
}
}
if !c.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = c.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", c.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (c *COINUT) FetchTradablePairs(asset asset.Item) ([]string, error) {
var instruments map[string][]InstrumentBase
var resp Instruments
var err error
if c.Websocket.IsConnected() {
resp, err = c.WsGetInstruments()
if err != nil {
return nil, err
}
} else {
resp, err = c.GetInstruments()
if err != nil {
return nil, err
}
}
format, err := c.GetPairFormat(asset, false)
if err != nil {
return nil, err
}
instruments = resp.Instruments
var pairs []string
for i := range instruments {
c.instrumentMap.Seed(instruments[i][0].Base+instruments[i][0].Quote, instruments[i][0].InstrumentID)
p := instruments[i][0].Base + format.Delimiter + instruments[i][0].Quote
pairs = append(pairs, p)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (c *COINUT) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := c.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return c.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// COINUT exchange
func (c *COINUT) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var bal *UserBalance
var err error
if c.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var resp *UserBalance
resp, err = c.wsGetAccountBalance()
if err != nil {
return info, err
}
bal = resp
} else {
bal, err = c.GetUserBalance()
if err != nil {
return info, err
}
}
var balances = []account.Balance{
{
CurrencyName: currency.BCH,
TotalValue: bal.BCH,
},
{
CurrencyName: currency.BTC,
TotalValue: bal.BTC,
},
{
CurrencyName: currency.BTG,
TotalValue: bal.BTG,
},
{
CurrencyName: currency.CAD,
TotalValue: bal.CAD,
},
{
CurrencyName: currency.ETC,
TotalValue: bal.ETC,
},
{
CurrencyName: currency.ETH,
TotalValue: bal.ETH,
},
{
CurrencyName: currency.LCH,
TotalValue: bal.LCH,
},
{
CurrencyName: currency.LTC,
TotalValue: bal.LTC,
},
{
CurrencyName: currency.MYR,
TotalValue: bal.MYR,
},
{
CurrencyName: currency.SGD,
TotalValue: bal.SGD,
},
{
CurrencyName: currency.USD,
TotalValue: bal.USD,
},
{
CurrencyName: currency.USDT,
TotalValue: bal.USDT,
},
{
CurrencyName: currency.XMR,
TotalValue: bal.XMR,
},
{
CurrencyName: currency.ZEC,
TotalValue: bal.ZEC,
},
}
info.Exchange = c.Name
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: balances,
})
err = account.Process(&info)
if err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (c *COINUT) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(c.Name, assetType)
if err != nil {
return c.UpdateAccountInfo(assetType)
}
return acc, nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (c *COINUT) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
err := c.loadInstrumentsIfNotLoaded()
if err != nil {
return nil, err
}
fpair, err := c.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
instID := c.instrumentMap.LookupID(fpair.String())
if instID == 0 {
return nil, errors.New("unable to lookup instrument ID")
}
var tick Ticker
tick, err = c.GetInstrumentTicker(instID)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick.Last,
High: tick.High24,
Low: tick.Low24,
Bid: tick.HighestBuy,
Ask: tick.LowestSell,
Volume: tick.Volume24,
Pair: p,
LastUpdated: time.Unix(0, 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 *COINUT) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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 *COINUT) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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 *COINUT) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: c.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: c.CanVerifyOrderbook,
}
err := c.loadInstrumentsIfNotLoaded()
if err != nil {
return book, err
}
fpair, err := c.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
instID := c.instrumentMap.LookupID(fpair.String())
if instID == 0 {
return book, errLookupInstrumentID
}
orderbookNew, err := c.GetInstrumentOrderbook(instID, 200)
if err != nil {
return book, err
}
for x := range orderbookNew.Buy {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Buy[x].Quantity,
Price: orderbookNew.Buy[x].Price})
}
for x := range orderbookNew.Sell {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Sell[x].Quantity,
Price: orderbookNew.Sell[x].Price})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(c.Name, p, assetType)
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (c *COINUT) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (c *COINUT) 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 *COINUT) 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
}
currencyID := c.instrumentMap.LookupID(p.String())
if currencyID == 0 {
return nil, errLookupInstrumentID
}
var tradeData Trades
tradeData, err = c.GetTrades(currencyID)
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData.Trades {
var side order.Side
side, err = order.StringToOrderSide(tradeData.Trades[i].Side)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: c.Name,
TID: strconv.FormatInt(tradeData.Trades[i].TransactionID, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData.Trades[i].Price,
Amount: tradeData.Trades[i].Quantity,
Timestamp: time.Unix(0, tradeData.Trades[i].Timestamp*int64(time.Microsecond)),
})
}
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 *COINUT) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (c *COINUT) SubmitOrder(o *order.Submit) (order.SubmitResponse, error) {
if err := o.Validate(); err != nil {
return order.SubmitResponse{}, err
}
var submitOrderResponse order.SubmitResponse
var err error
if _, err = strconv.Atoi(o.ClientID); err != nil {
return submitOrderResponse, fmt.Errorf("%s - ClientID must be a number, received: %s", c.Name, o.ClientID)
}
if c.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var response *order.Detail
response, err = c.wsSubmitOrder(&WsSubmitOrderParameters{
Currency: o.Pair,
Side: o.Side,
Amount: o.Amount,
Price: o.Price,
})
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = response.ID
submitOrderResponse.IsOrderPlaced = true
} else {
err = c.loadInstrumentsIfNotLoaded()
if err != nil {
return submitOrderResponse, err
}
fpair, err := c.FormatExchangeCurrency(o.Pair, asset.Spot)
if err != nil {
return submitOrderResponse, err
}
currencyID := c.instrumentMap.LookupID(fpair.String())
if currencyID == 0 {
return submitOrderResponse, errLookupInstrumentID
}
var APIResponse interface{}
var clientIDInt uint64
isBuyOrder := o.Side == order.Buy
clientIDInt, err = strconv.ParseUint(o.ClientID, 0, 32)
if err != nil {
return submitOrderResponse, err
}
clientIDUint := uint32(clientIDInt)
APIResponse, err = c.NewOrder(currencyID, o.Amount, o.Price,
isBuyOrder, clientIDUint)
if err != nil {
return submitOrderResponse, err
}
responseMap := APIResponse.(map[string]interface{})
switch responseMap["reply"].(string) {
case "order_rejected":
return submitOrderResponse, fmt.Errorf("clientOrderID: %v was rejected: %v", o.ClientID, responseMap["reasons"])
case "order_filled":
orderID := responseMap["order_id"].(float64)
submitOrderResponse.OrderID = strconv.FormatFloat(orderID, 'f', -1, 64)
submitOrderResponse.IsOrderPlaced = true
submitOrderResponse.FullyMatched = true
return submitOrderResponse, nil
case "order_accepted":
orderID := responseMap["order_id"].(float64)
submitOrderResponse.OrderID = strconv.FormatFloat(orderID, 'f', -1, 64)
submitOrderResponse.IsOrderPlaced = true
return submitOrderResponse, nil
}
}
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (c *COINUT) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (c *COINUT) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
err := c.loadInstrumentsIfNotLoaded()
if err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.ID, 10, 64)
if err != nil {
return err
}
fpair, err := c.FormatExchangeCurrency(o.Pair, asset.Spot)
if err != nil {
return err
}
currencyID := c.instrumentMap.LookupID(fpair.String())
if c.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var resp *CancelOrdersResponse
resp, err = c.wsCancelOrder(&WsCancelOrderParameters{
Currency: o.Pair,
OrderID: orderIDInt,
})
if err != nil {
return err
}
if len(resp.Status) >= 1 && resp.Status[0] != "OK" {
return errors.New(c.Name + " - Failed to cancel order " + o.ID)
}
} else {
if currencyID == 0 {
return errLookupInstrumentID
}
_, err = c.CancelExistingOrder(currencyID, orderIDInt)
if err != nil {
return err
}
}
return nil
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (c *COINUT) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (c *COINUT) CancelAllOrders(details *order.Cancel) (order.CancelAllResponse, error) {
if err := details.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
var cancelAllOrdersResponse order.CancelAllResponse
err := c.loadInstrumentsIfNotLoaded()
if err != nil {
return cancelAllOrdersResponse, err
}
cancelAllOrdersResponse.Status = make(map[string]string)
if c.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
openOrders, err := c.wsGetOpenOrders(details.Pair.String())
if err != nil {
return cancelAllOrdersResponse, err
}
var ordersToCancel []WsCancelOrderParameters
for i := range openOrders.Orders {
var fpair currency.Pair
fpair, err = c.FormatExchangeCurrency(details.Pair, asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
if openOrders.Orders[i].InstrumentID == c.instrumentMap.LookupID(fpair.String()) {
ordersToCancel = append(ordersToCancel, WsCancelOrderParameters{
Currency: details.Pair,
OrderID: openOrders.Orders[i].OrderID,
})
}
}
resp, err := c.wsCancelOrders(ordersToCancel)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range resp.Results {
if openOrders.Orders[i].Status[0] != "OK" {
cancelAllOrdersResponse.Status[strconv.FormatInt(openOrders.Orders[i].OrderID, 10)] = strings.Join(openOrders.Orders[i].Status, ",")
}
}
} else {
var allTheOrders []OrderResponse
ids := c.instrumentMap.GetInstrumentIDs()
for x := range ids {
fpair, err := c.FormatExchangeCurrency(details.Pair, asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
if ids[x] == c.instrumentMap.LookupID(fpair.String()) {
openOrders, err := c.GetOpenOrders(ids[x])
if err != nil {
return cancelAllOrdersResponse, err
}
allTheOrders = append(allTheOrders, openOrders.Orders...)
}
}
var allTheOrdersToCancel []CancelOrders
for i := range allTheOrders {
cancelOrder := CancelOrders{
InstrumentID: allTheOrders[i].InstrumentID,
OrderID: allTheOrders[i].OrderID,
}
allTheOrdersToCancel = append(allTheOrdersToCancel, cancelOrder)
}
if len(allTheOrdersToCancel) > 0 {
resp, err := c.CancelOrders(allTheOrdersToCancel)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range resp.Results {
if resp.Results[i].Status != "OK" {
cancelAllOrdersResponse.Status[strconv.FormatInt(resp.Results[i].OrderID, 10)] = resp.Results[i].Status
}
}
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (c *COINUT) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
return order.Detail{}, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (c *COINUT) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (c *COINUT) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (c *COINUT) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (c *COINUT) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (c *COINUT) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !c.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return c.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (c *COINUT) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
err := c.loadInstrumentsIfNotLoaded()
if err != nil {
return nil, err
}
var orders []order.Detail
var currenciesToCheck []string
if len(req.Pairs) == 0 {
for i := range req.Pairs {
fpair, err := c.FormatExchangeCurrency(req.Pairs[i], asset.Spot)
if err != nil {
return nil, err
}
currenciesToCheck = append(currenciesToCheck, fpair.String())
}
} else {
for k := range c.instrumentMap.Instruments {
currenciesToCheck = append(currenciesToCheck, k)
}
}
if c.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for x := range currenciesToCheck {
openOrders, err := c.wsGetOpenOrders(currenciesToCheck[x])
if err != nil {
return nil, err
}
for i := range openOrders.Orders {
p, err := currency.NewPairFromString(currenciesToCheck[x])
if err != nil {
return nil, err
}
fpair, err := c.FormatExchangeCurrency(p, asset.Spot)
if err != nil {
return nil, err
}
orders = append(orders, order.Detail{
Exchange: c.Name,
ID: strconv.FormatInt(openOrders.Orders[i].OrderID, 10),
Pair: fpair,
Side: order.Side(openOrders.Orders[i].Side),
Date: time.Unix(0, openOrders.Orders[i].Timestamp),
Status: order.Active,
Price: openOrders.Orders[i].Price,
Amount: openOrders.Orders[i].Quantity,
ExecutedAmount: openOrders.Orders[i].Quantity - openOrders.Orders[i].OpenQuantity,
RemainingAmount: openOrders.Orders[i].OpenQuantity,
})
}
}
} else {
var instrumentsToUse []int64
for x := range req.Pairs {
curr, err := c.FormatExchangeCurrency(req.Pairs[x],
asset.Spot)
if err != nil {
return nil, err
}
instrumentsToUse = append(instrumentsToUse,
c.instrumentMap.LookupID(curr.String()))
}
if len(instrumentsToUse) == 0 {
instrumentsToUse = c.instrumentMap.GetInstrumentIDs()
}
pairs, err := c.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
format, err := c.GetPairFormat(asset.Spot, true)
if err != nil {
return nil, err
}
for x := range instrumentsToUse {
openOrders, err := c.GetOpenOrders(instrumentsToUse[x])
if err != nil {
return nil, err
}
for y := range openOrders.Orders {
curr := c.instrumentMap.LookupInstrument(instrumentsToUse[x])
p, err := currency.NewPairFromFormattedPairs(curr,
pairs,
format)
if err != nil {
return nil, err
}
orderSide := order.Side(strings.ToUpper(openOrders.Orders[y].Side))
orderDate := time.Unix(openOrders.Orders[y].Timestamp, 0)
orders = append(orders, order.Detail{
ID: strconv.FormatInt(openOrders.Orders[y].OrderID, 10),
Amount: openOrders.Orders[y].Quantity,
Price: openOrders.Orders[y].Price,
Exchange: c.Name,
Side: orderSide,
Date: orderDate,
Pair: p,
})
}
}
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (c *COINUT) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
err := c.loadInstrumentsIfNotLoaded()
if err != nil {
return nil, err
}
var allOrders []order.Detail
if c.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for i := range req.Pairs {
for j := int64(0); ; j += 100 {
trades, err := c.wsGetTradeHistory(req.Pairs[i], j, 100)
if err != nil {
return allOrders, err
}
for x := range trades.Trades {
curr := c.instrumentMap.LookupInstrument(trades.Trades[x].InstrumentID)
p, err := currency.NewPairFromString(curr)
if err != nil {
return nil, err
}
allOrders = append(allOrders, order.Detail{
Exchange: c.Name,
ID: strconv.FormatInt(trades.Trades[x].OrderID, 10),
Pair: p,
Side: order.Side(trades.Trades[x].Side),
Date: time.Unix(0, trades.Trades[x].Timestamp),
Status: order.Filled,
Price: trades.Trades[x].Price,
Amount: trades.Trades[x].Quantity,
ExecutedAmount: trades.Trades[x].Quantity,
RemainingAmount: trades.Trades[x].OpenQuantity,
})
}
if len(trades.Trades) < 100 {
break
}
}
}
} else {
var instrumentsToUse []int64
for x := range req.Pairs {
curr, err := c.FormatExchangeCurrency(req.Pairs[x],
asset.Spot)
if err != nil {
return nil, err
}
instrumentID := c.instrumentMap.LookupID(curr.String())
if instrumentID > 0 {
instrumentsToUse = append(instrumentsToUse, instrumentID)
}
}
if len(instrumentsToUse) == 0 {
instrumentsToUse = c.instrumentMap.GetInstrumentIDs()
}
pairs, err := c.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
format, err := c.GetPairFormat(asset.Spot, true)
if err != nil {
return nil, err
}
for x := range instrumentsToUse {
orders, err := c.GetTradeHistory(instrumentsToUse[x], -1, -1)
if err != nil {
return nil, err
}
for y := range orders.Trades {
curr := c.instrumentMap.LookupInstrument(instrumentsToUse[x])
p, err := currency.NewPairFromFormattedPairs(curr,
pairs,
format)
if err != nil {
return nil, err
}
orderSide := order.Side(strings.ToUpper(orders.Trades[y].Order.Side))
orderDate := time.Unix(orders.Trades[y].Order.Timestamp, 0)
allOrders = append(allOrders, order.Detail{
ID: strconv.FormatInt(orders.Trades[y].Order.OrderID, 10),
Amount: orders.Trades[y].Order.Quantity,
Price: orders.Trades[y].Order.Price,
Exchange: c.Name,
Side: orderSide,
Date: orderDate,
Pair: p,
})
}
}
}
order.FilterOrdersByTimeRange(&allOrders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&allOrders, req.Side)
return allOrders, nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (c *COINUT) AuthenticateWebsocket() error {
return c.wsAuthenticate()
}
func (c *COINUT) loadInstrumentsIfNotLoaded() error {
if !c.instrumentMap.IsLoaded() {
if c.Websocket.IsConnected() {
_, err := c.WsGetInstruments()
if err != nil {
return err
}
} else {
err := c.SeedInstruments()
if err != nil {
return err
}
}
}
return nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (c *COINUT) ValidateCredentials(assetType asset.Item) error {
_, err := c.UpdateAccountInfo(assetType)
return c.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (c *COINUT) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (c *COINUT) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}