mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-19 15:10:05 +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
1080 lines
30 KiB
Go
1080 lines
30 KiB
Go
package coinut
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import (
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"errors"
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"fmt"
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"math/rand"
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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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"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 (c *COINUT) GetDefaultConfig() (*config.ExchangeConfig, error) {
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c.SetDefaults()
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exchCfg := new(config.ExchangeConfig)
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exchCfg.Name = c.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = c.BaseCurrencies
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err := c.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 c.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = c.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 current default values
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func (c *COINUT) SetDefaults() {
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c.Name = "COINUT"
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c.Enabled = true
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c.Verbose = true
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c.API.CredentialsValidator.RequiresKey = true
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c.API.CredentialsValidator.RequiresClientID = true
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requestFmt := ¤cy.PairFormat{Uppercase: true}
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configFmt := ¤cy.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter}
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err := c.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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c.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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TickerFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: 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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UserTradeHistory: true,
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TradeFee: true,
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FiatDepositFee: true,
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FiatWithdrawalFee: true,
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},
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WebsocketCapabilities: protocol.Features{
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AccountBalance: 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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UserTradeHistory: true,
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TickerFetching: 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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Unsubscribe: true,
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AuthenticatedEndpoints: true,
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MessageCorrelation: true,
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},
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WithdrawPermissions: exchange.WithdrawCryptoViaWebsiteOnly |
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exchange.WithdrawFiatViaWebsiteOnly,
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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},
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}
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c.Requester = request.New(c.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
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c.API.Endpoints = c.NewEndpoints()
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err = c.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: coinutAPIURL,
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exchange.WebsocketSpot: coinutWebsocketURL,
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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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c.Websocket = stream.New()
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c.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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c.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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c.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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rand.Seed(time.Now().UnixNano())
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}
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// Setup sets the current exchange configuration
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func (c *COINUT) Setup(exch *config.ExchangeConfig) error {
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if !exch.Enabled {
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c.SetEnabled(false)
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return nil
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}
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err := c.SetupDefaults(exch)
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if err != nil {
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return err
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}
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wsRunningURL, err := c.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 = c.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: coinutWebsocketURL,
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ExchangeName: exch.Name,
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RunningURL: wsRunningURL,
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Connector: c.WsConnect,
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Subscriber: c.Subscribe,
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UnSubscriber: c.Unsubscribe,
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GenerateSubscriptions: c.GenerateDefaultSubscriptions,
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Features: &c.Features.Supports.WebsocketCapabilities,
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OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
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BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
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SortBuffer: true,
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SortBufferByUpdateIDs: 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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return c.Websocket.SetupNewConnection(stream.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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RateLimit: wsRateLimitInMilliseconds,
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})
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}
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// Start starts the COINUT go routine
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func (c *COINUT) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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c.Run()
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wg.Done()
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}()
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}
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// Run implements the COINUT wrapper
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func (c *COINUT) Run() {
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if c.Verbose {
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log.Debugf(log.ExchangeSys, "%s Websocket: %s. (url: %s).\n", c.Name, common.IsEnabled(c.Websocket.IsEnabled()), coinutWebsocketURL)
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c.PrintEnabledPairs()
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}
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forceUpdate := false
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format, err := c.GetPairFormat(asset.Spot, false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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c.Name,
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err)
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return
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}
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enabled, err := c.CurrencyPairs.GetPairs(asset.Spot, true)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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c.Name,
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err)
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return
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}
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avail, err := c.CurrencyPairs.GetPairs(asset.Spot, false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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c.Name,
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err)
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return
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}
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if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
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!common.StringDataContains(avail.Strings(), format.Delimiter) {
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var p currency.Pairs
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p, err = currency.NewPairsFromStrings([]string{currency.LTC.String() +
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format.Delimiter +
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currency.USDT.String()})
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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c.Name,
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err)
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} else {
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log.Warn(log.ExchangeSys,
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"Enabled pairs for Coinut reset due to config upgrade, please enable the ones you would like to use again")
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forceUpdate = true
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err = c.UpdatePairs(p, asset.Spot, true, true)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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c.Name,
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err)
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}
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}
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}
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if !c.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
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return
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}
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err = c.UpdateTradablePairs(forceUpdate)
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if err != nil {
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log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", c.Name, 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 (c *COINUT) FetchTradablePairs(asset asset.Item) ([]string, error) {
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var instruments map[string][]InstrumentBase
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var resp Instruments
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var err error
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if c.Websocket.IsConnected() {
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resp, err = c.WsGetInstruments()
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if err != nil {
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return nil, err
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}
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} else {
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resp, err = c.GetInstruments()
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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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format, err := c.GetPairFormat(asset, false)
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if err != nil {
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return nil, err
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}
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instruments = resp.Instruments
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var pairs []string
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for i := range instruments {
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c.instrumentMap.Seed(instruments[i][0].Base+instruments[i][0].Quote, instruments[i][0].InstrumentID)
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p := instruments[i][0].Base + format.Delimiter + instruments[i][0].Quote
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pairs = append(pairs, p)
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}
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return pairs, 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 (c *COINUT) UpdateTradablePairs(forceUpdate bool) error {
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pairs, err := c.FetchTradablePairs(asset.Spot)
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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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return c.UpdatePairs(p, asset.Spot, false, forceUpdate)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies for the
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// COINUT exchange
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func (c *COINUT) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
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var info account.Holdings
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var bal *UserBalance
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var err error
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if c.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
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var resp *UserBalance
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resp, err = c.wsGetAccountBalance()
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if err != nil {
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return info, err
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}
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bal = resp
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} else {
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bal, err = c.GetUserBalance()
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if err != nil {
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return info, err
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}
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}
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var balances = []account.Balance{
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{
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CurrencyName: currency.BCH,
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TotalValue: bal.BCH,
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},
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{
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CurrencyName: currency.BTC,
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TotalValue: bal.BTC,
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},
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{
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CurrencyName: currency.BTG,
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TotalValue: bal.BTG,
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},
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{
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CurrencyName: currency.CAD,
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TotalValue: bal.CAD,
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},
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{
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CurrencyName: currency.ETC,
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TotalValue: bal.ETC,
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},
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{
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CurrencyName: currency.ETH,
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TotalValue: bal.ETH,
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},
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{
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CurrencyName: currency.LCH,
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TotalValue: bal.LCH,
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},
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{
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CurrencyName: currency.LTC,
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TotalValue: bal.LTC,
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},
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{
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CurrencyName: currency.MYR,
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TotalValue: bal.MYR,
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},
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{
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CurrencyName: currency.SGD,
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TotalValue: bal.SGD,
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},
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{
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CurrencyName: currency.USD,
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TotalValue: bal.USD,
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},
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{
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CurrencyName: currency.USDT,
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TotalValue: bal.USDT,
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},
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{
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CurrencyName: currency.XMR,
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TotalValue: bal.XMR,
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},
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{
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CurrencyName: currency.ZEC,
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TotalValue: bal.ZEC,
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},
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}
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info.Exchange = c.Name
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info.Accounts = append(info.Accounts, account.SubAccount{
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Currencies: balances,
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})
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err = account.Process(&info)
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if err != nil {
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return account.Holdings{}, err
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}
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return info, nil
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}
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (c *COINUT) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
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acc, err := account.GetHoldings(c.Name, assetType)
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if err != nil {
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return c.UpdateAccountInfo(assetType)
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}
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return acc, nil
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (c *COINUT) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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err := c.loadInstrumentsIfNotLoaded()
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if err != nil {
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return nil, err
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}
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fpair, err := c.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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instID := c.instrumentMap.LookupID(fpair.String())
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if instID == 0 {
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return nil, errors.New("unable to lookup instrument ID")
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}
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var tick Ticker
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tick, err = c.GetInstrumentTicker(instID)
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if err != nil {
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return nil, err
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: tick.Last,
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High: tick.High24,
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Low: tick.Low24,
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Bid: tick.HighestBuy,
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Ask: tick.LowestSell,
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Volume: tick.Volume24,
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Pair: p,
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LastUpdated: time.Unix(0, tick.Timestamp),
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ExchangeName: c.Name,
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AssetType: assetType})
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if err != nil {
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return nil, err
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}
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return ticker.GetTicker(c.Name, p, assetType)
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}
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// FetchTicker returns the ticker for a currency pair
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func (c *COINUT) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(c.Name, p, assetType)
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if err != nil {
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return c.UpdateTicker(p, assetType)
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}
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return tickerNew, nil
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}
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// FetchOrderbook returns orderbook base on the currency pair
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func (c *COINUT) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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ob, err := orderbook.Get(c.Name, p, assetType)
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if err != nil {
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return c.UpdateOrderbook(p, 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 (c *COINUT) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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book := &orderbook.Base{
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Exchange: c.Name,
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Pair: p,
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Asset: assetType,
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VerifyOrderbook: c.CanVerifyOrderbook,
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}
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err := c.loadInstrumentsIfNotLoaded()
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if err != nil {
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return book, err
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}
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fpair, err := c.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return book, err
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}
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instID := c.instrumentMap.LookupID(fpair.String())
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if instID == 0 {
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return book, errLookupInstrumentID
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}
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orderbookNew, err := c.GetInstrumentOrderbook(instID, 200)
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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
|
|
}
|