mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-21 07:26:48 +00:00
* Exchanges: Initial implementation after rebase of depth (WIP) * orderbook/buffer: convert and couple orderbook interaction functionality from buffer to orderbook linked list - Use single point reference for orderbook depth * buffer/orderbook: conversion continued (WIP) * exchange: buffer/linkedlist handover (WIP) * Added some tests for yesterday * linkedList: added more testing and trying to figure out broken things * Started tying everything in * continuous integration and testing * orderbook: expanded tests * go mod tidy * Add in different synchornisation levels for protocols Add in timer for the streaming system to reduce updates to datahandler Add in more test code as I integrate more exchanges * Depth: Add tests, add length check to call linked list updating, add in constructor. Linked List: Improve tests, add in checks for zero liquidity on books. Node: Added in cleaner POC, add in contructor. Buffer: Fixed tests, checked benchmarks. * orderbook: reinstate dispatch calls * Addr glorious & madcozbad nits * fix functionality and add tests * Address linterinos * remove label * expanded comment * fix races and and bitmex test * reinstate go routine for alerting changes * rm line :D * fix more tests * Addr glorious nits * rm glorious field * depth: defer unlock to stop deadlock * orderbook: remove unused vars * buffer: fix test to what it should be * nits: madcosbad addr * nits: glorious nits * linkedlist: remove unused params * orderbook: shift time call to outside of push to inline, add in case for update inster price for zero liquidity, nits * orderbook: nits addressed * engine: change stream -> websocket convention and remove unused function * nits: glorious nits * Websocket Buffer: Add verbosity switch * linked list: Add comment * linked list: fix spelling * nits: glorious nits * orderbook: Adds in test and explicit time type with constructor, fix nits * linter * spelling: removed the dere fence * depth: Update alerting mechanism to a more battle tested state * depth: spelling * nits: glorious nits * linked list: match cases * buffer: fix linter issue * golangci: increase timeout by 30 seconds * nodes: update atomic checks * spelling: fix * node: add in commentary * exchanges/syncer: add function to switch over to REST when websocket functionality is not available for a specific asset type * linter: exchange linter issues * syncer: Add in warning * nits: glorious nits * AssetWebsocketSupport: unexport map * Nits: Adrr * rm letter * exchanges: Orderbook verification change for naming, deprecate checksum bypass as it has the potential to obfuscate errors that are at the tail end of the book, add in verification for websocket stream updates * general: fix spelling remove breakpoint * nits: fix more glorious nits until more are found * orderbook: fix tests * orderbook: fix wait tests and add in more checks * nits: addr * orderbook: remove dispatch reference * linkedlist: consolidate bid/ask functions * linked lisdt: remove words * fix spelling
1664 lines
49 KiB
Go
1664 lines
49 KiB
Go
package huobi
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import (
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"errors"
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"fmt"
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"sort"
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"strconv"
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"strings"
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"sync"
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"time"
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"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 (h *HUOBI) GetDefaultConfig() (*config.ExchangeConfig, error) {
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h.SetDefaults()
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exchCfg := new(config.ExchangeConfig)
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exchCfg.Name = h.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = h.BaseCurrencies
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err := h.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 h.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = h.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 default values for the exchange
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func (h *HUOBI) SetDefaults() {
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h.Name = "Huobi"
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h.Enabled = true
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h.Verbose = true
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h.API.CredentialsValidator.RequiresKey = true
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h.API.CredentialsValidator.RequiresSecret = true
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fmt1 := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{Uppercase: false},
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ConfigFormat: ¤cy.PairFormat{
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Delimiter: currency.DashDelimiter,
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Uppercase: true,
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},
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}
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coinFutures := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.DashDelimiter,
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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},
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}
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futures := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.UnderscoreDelimiter,
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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},
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}
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err := h.StoreAssetPairFormat(asset.Spot, fmt1)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = h.StoreAssetPairFormat(asset.CoinMarginedFutures, coinFutures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = h.StoreAssetPairFormat(asset.Futures, futures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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h.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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KlineFetching: 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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GetOrder: true,
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GetOrders: true,
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CancelOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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TradeFee: true,
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},
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WebsocketCapabilities: protocol.Features{
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KlineFetching: true,
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OrderbookFetching: true,
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TradeFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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AuthenticatedEndpoints: true,
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AccountInfo: true,
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MessageCorrelation: true,
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GetOrder: true,
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GetOrders: true,
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TickerFetching: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
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exchange.NoFiatWithdrawals,
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Kline: kline.ExchangeCapabilitiesSupported{
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Intervals: true,
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},
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: map[string]bool{
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kline.OneMin.Word(): true,
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kline.FiveMin.Word(): true,
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kline.FifteenMin.Word(): true,
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kline.ThirtyMin.Word(): true,
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kline.OneHour.Word(): true,
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kline.FourHour.Word(): true,
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kline.OneDay.Word(): true,
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kline.OneWeek.Word(): true,
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kline.OneMonth.Word(): true,
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kline.OneYear.Word(): true,
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},
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ResultLimit: 2000,
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},
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},
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}
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h.Requester = request.New(h.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(SetRateLimit()))
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h.API.Endpoints = h.NewEndpoints()
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err = h.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: huobiAPIURL,
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exchange.RestFutures: huobiURL,
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exchange.RestCoinMargined: huobiFuturesURL,
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exchange.WebsocketSpot: wsMarketURL,
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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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h.Websocket = stream.New()
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h.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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h.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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h.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup sets user configuration
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func (h *HUOBI) Setup(exch *config.ExchangeConfig) error {
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if !exch.Enabled {
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h.SetEnabled(false)
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return nil
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}
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err := h.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 := h.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 = h.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: wsMarketURL,
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ExchangeName: exch.Name,
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RunningURL: wsRunningURL,
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Connector: h.WsConnect,
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Subscriber: h.Subscribe,
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UnSubscriber: h.Unsubscribe,
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GenerateSubscriptions: h.GenerateDefaultSubscriptions,
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Features: &h.Features.Supports.WebsocketCapabilities,
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OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
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BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
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})
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if err != nil {
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return err
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}
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err = h.Websocket.SetupNewConnection(stream.ConnectionSetup{
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RateLimit: rateLimit,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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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 h.Websocket.SetupNewConnection(stream.ConnectionSetup{
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RateLimit: rateLimit,
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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URL: wsAccountsOrdersURL,
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Authenticated: true,
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})
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}
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// Start starts the HUOBI go routine
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func (h *HUOBI) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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h.Run()
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wg.Done()
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}()
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}
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// Run implements the HUOBI wrapper
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func (h *HUOBI) Run() {
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if h.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s (url: %s).\n",
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h.Name,
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common.IsEnabled(h.Websocket.IsEnabled()),
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wsMarketURL)
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h.PrintEnabledPairs()
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}
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var forceUpdate bool
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enabled, err := h.GetEnabledPairs(asset.Spot)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s Failed to update enabled currencies. Err:%s\n",
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h.Name,
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err)
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}
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avail, err := h.GetAvailablePairs(asset.Spot)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s Failed to update enabled currencies. Err:%s\n",
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h.Name,
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err)
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}
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if common.StringDataContains(enabled.Strings(), currency.CNY.String()) ||
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common.StringDataContains(avail.Strings(), currency.CNY.String()) {
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forceUpdate = true
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}
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if common.StringDataContains(h.BaseCurrencies.Strings(), currency.CNY.String()) {
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cfg := config.GetConfig()
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var exchCfg *config.ExchangeConfig
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exchCfg, err = cfg.GetExchangeConfig(h.Name)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to get exchange config. %s\n",
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h.Name,
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err)
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return
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}
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exchCfg.BaseCurrencies = currency.Currencies{currency.USD}
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h.BaseCurrencies = currency.Currencies{currency.USD}
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}
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if forceUpdate {
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var format currency.PairFormat
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format, err = h.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 get exchange config. %s\n",
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h.Name,
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err)
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return
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}
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enabledPairs := currency.Pairs{
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currency.Pair{
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Base: currency.BTC.Lower(),
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Quote: currency.USDT.Lower(),
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Delimiter: format.Delimiter,
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},
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}
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log.Warn(log.ExchangeSys,
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"Available and enabled pairs for Huobi reset due to config upgrade, please enable the ones you would like again")
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err = h.UpdatePairs(enabledPairs, 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 enabled currencies. Err:%s\n",
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h.Name,
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err)
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}
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}
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if !h.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
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return
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}
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err = h.UpdateTradablePairs(forceUpdate)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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h.Name,
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err)
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}
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (h *HUOBI) FetchTradablePairs(a asset.Item) ([]string, error) {
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if !h.SupportsAsset(a) {
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return nil, fmt.Errorf("asset type of %s is not supported by %s", a, h.Name)
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}
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var pairs []string
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switch a {
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case asset.Spot:
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symbols, err := h.GetSymbols()
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if err != nil {
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return nil, err
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}
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format, err := h.GetPairFormat(a, false)
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if err != nil {
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return nil, err
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}
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for x := range symbols {
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if symbols[x].State != "online" {
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continue
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}
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pairs = append(pairs, symbols[x].BaseCurrency+
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format.Delimiter+
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symbols[x].QuoteCurrency)
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}
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case asset.CoinMarginedFutures:
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symbols, err := h.GetSwapMarkets(currency.Pair{})
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if err != nil {
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return nil, err
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}
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for z := range symbols {
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if symbols[z].ContractStatus == 1 {
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pairs = append(pairs, symbols[z].ContractCode)
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}
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}
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case asset.Futures:
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symbols, err := h.FGetContractInfo("", "", currency.Pair{})
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if err != nil {
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return nil, err
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}
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for c := range symbols.Data {
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if symbols.Data[c].ContractStatus == 1 {
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pairs = append(pairs, symbols.Data[c].ContractCode)
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}
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}
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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 (h *HUOBI) UpdateTradablePairs(forceUpdate bool) error {
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spotPairs, err := h.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(spotPairs)
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if err != nil {
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return err
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}
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err = h.UpdatePairs(p, asset.Spot, false, forceUpdate)
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if err != nil {
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return err
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}
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futuresPairs, err := h.FetchTradablePairs(asset.Futures)
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if err != nil {
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return err
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}
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fp, err := currency.NewPairsFromStrings(futuresPairs)
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if err != nil {
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return err
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}
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err = h.UpdatePairs(fp, asset.Futures, false, forceUpdate)
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if err != nil {
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return err
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}
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coinmarginedFuturesPairs, err := h.FetchTradablePairs(asset.CoinMarginedFutures)
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if err != nil {
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return err
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}
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cp, err := currency.NewPairsFromStrings(coinmarginedFuturesPairs)
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if err != nil {
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return err
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}
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return h.UpdatePairs(cp, asset.CoinMarginedFutures, false, forceUpdate)
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (h *HUOBI) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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if !h.SupportsAsset(assetType) {
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return nil, fmt.Errorf("asset type of %s is not supported by %s", assetType, h.Name)
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}
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switch assetType {
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case asset.Spot:
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tickerData, err := h.Get24HrMarketSummary(p)
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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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High: tickerData.Tick.High,
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Low: tickerData.Tick.Low,
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Volume: tickerData.Tick.Volume,
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Open: tickerData.Tick.Open,
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Close: tickerData.Tick.Close,
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Pair: p,
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ExchangeName: h.Name,
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AssetType: asset.Spot,
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})
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if err != nil {
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return nil, err
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}
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case asset.CoinMarginedFutures:
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marketData, err := h.GetSwapMarketOverview(p)
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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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if len(marketData.Tick.Bid) == 0 {
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return nil, fmt.Errorf("invalid data for bid")
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}
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if len(marketData.Tick.Ask) == 0 {
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return nil, fmt.Errorf("invalid data for Ask")
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}
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|
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err = ticker.ProcessTicker(&ticker.Price{
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High: marketData.Tick.High,
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Low: marketData.Tick.Low,
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Volume: marketData.Tick.Vol,
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Open: marketData.Tick.Open,
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Close: marketData.Tick.Close,
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Pair: p,
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Bid: marketData.Tick.Bid[0],
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Ask: marketData.Tick.Ask[0],
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ExchangeName: h.Name,
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AssetType: assetType,
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})
|
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if err != nil {
|
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return nil, err
|
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}
|
|
case asset.Futures:
|
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marketData, err := h.FGetMarketOverviewData(p)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
err = ticker.ProcessTicker(&ticker.Price{
|
|
High: marketData.Tick.High,
|
|
Low: marketData.Tick.Low,
|
|
Volume: marketData.Tick.Vol,
|
|
Open: marketData.Tick.Open,
|
|
Close: marketData.Tick.Close,
|
|
Pair: p,
|
|
Bid: marketData.Tick.Bid[0],
|
|
Ask: marketData.Tick.Ask[0],
|
|
ExchangeName: h.Name,
|
|
AssetType: assetType,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
return ticker.GetTicker(h.Name, p, assetType)
|
|
}
|
|
|
|
// FetchTicker returns the ticker for a currency pair
|
|
func (h *HUOBI) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
|
|
tickerNew, err := ticker.GetTicker(h.Name, p, assetType)
|
|
if err != nil {
|
|
return h.UpdateTicker(p, assetType)
|
|
}
|
|
return tickerNew, nil
|
|
}
|
|
|
|
// FetchOrderbook returns orderbook base on the currency pair
|
|
func (h *HUOBI) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
ob, err := orderbook.Get(h.Name, p, assetType)
|
|
if err != nil {
|
|
return h.UpdateOrderbook(p, assetType)
|
|
}
|
|
return ob, nil
|
|
}
|
|
|
|
// UpdateOrderbook updates and returns the orderbook for a currency pair
|
|
func (h *HUOBI) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
book := &orderbook.Base{
|
|
Exchange: h.Name,
|
|
Pair: p,
|
|
Asset: assetType,
|
|
VerifyOrderbook: h.CanVerifyOrderbook,
|
|
}
|
|
var err error
|
|
switch assetType {
|
|
case asset.Spot:
|
|
var orderbookNew Orderbook
|
|
orderbookNew, err = h.GetDepth(OrderBookDataRequestParams{
|
|
Symbol: p,
|
|
Type: OrderBookDataRequestParamsTypeStep0,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for x := range orderbookNew.Bids {
|
|
book.Bids = append(book.Bids, orderbook.Item{
|
|
Amount: orderbookNew.Bids[x][1],
|
|
Price: orderbookNew.Bids[x][0],
|
|
})
|
|
}
|
|
|
|
for x := range orderbookNew.Asks {
|
|
book.Asks = append(book.Asks, orderbook.Item{
|
|
Amount: orderbookNew.Asks[x][1],
|
|
Price: orderbookNew.Asks[x][0],
|
|
})
|
|
}
|
|
|
|
case asset.Futures:
|
|
var orderbookNew OBData
|
|
orderbookNew, err = h.FGetMarketDepth(p, "step0")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for x := range orderbookNew.Asks {
|
|
book.Asks = append(book.Asks, orderbook.Item{
|
|
Amount: orderbookNew.Asks[x].Quantity,
|
|
Price: orderbookNew.Asks[x].Price,
|
|
})
|
|
}
|
|
for y := range orderbookNew.Bids {
|
|
book.Bids = append(book.Bids, orderbook.Item{
|
|
Amount: orderbookNew.Bids[y].Quantity,
|
|
Price: orderbookNew.Bids[y].Price,
|
|
})
|
|
}
|
|
|
|
case asset.CoinMarginedFutures:
|
|
var orderbookNew SwapMarketDepthData
|
|
orderbookNew, err = h.GetSwapMarketDepth(p, "step0")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for x := range orderbookNew.Tick.Asks {
|
|
book.Asks = append(book.Asks, orderbook.Item{
|
|
Amount: orderbookNew.Tick.Asks[x][1],
|
|
Price: orderbookNew.Tick.Asks[x][0],
|
|
})
|
|
}
|
|
for y := range orderbookNew.Tick.Bids {
|
|
book.Bids = append(book.Bids, orderbook.Item{
|
|
Amount: orderbookNew.Tick.Bids[y][1],
|
|
Price: orderbookNew.Tick.Bids[y][0],
|
|
})
|
|
}
|
|
}
|
|
err = book.Process()
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
return orderbook.Get(h.Name, p, assetType)
|
|
}
|
|
|
|
// GetAccountID returns the account ID for trades
|
|
func (h *HUOBI) GetAccountID() ([]Account, error) {
|
|
acc, err := h.GetAccounts()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if len(acc) < 1 {
|
|
return nil, errors.New("no account returned")
|
|
}
|
|
|
|
return acc, nil
|
|
}
|
|
|
|
// UpdateAccountInfo retrieves balances for all enabled currencies for the
|
|
// HUOBI exchange - to-do
|
|
func (h *HUOBI) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
|
|
var info account.Holdings
|
|
var acc account.SubAccount
|
|
info.Exchange = h.Name
|
|
switch assetType {
|
|
case asset.Spot:
|
|
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
resp, err := h.wsGetAccountsList()
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
var currencyDetails []account.Balance
|
|
for i := range resp.Data {
|
|
if len(resp.Data[i].List) == 0 {
|
|
continue
|
|
}
|
|
currData := account.Balance{
|
|
CurrencyName: currency.NewCode(resp.Data[i].List[0].Currency),
|
|
TotalValue: resp.Data[i].List[0].Balance,
|
|
}
|
|
if len(resp.Data[i].List) > 1 && resp.Data[i].List[1].Type == "frozen" {
|
|
currData.Hold = resp.Data[i].List[1].Balance
|
|
}
|
|
currencyDetails = append(currencyDetails, currData)
|
|
}
|
|
acc.Currencies = currencyDetails
|
|
} else {
|
|
accounts, err := h.GetAccountID()
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
for i := range accounts {
|
|
acc.ID = strconv.FormatInt(accounts[i].ID, 10)
|
|
balances, err := h.GetAccountBalance(acc.ID)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
|
|
var currencyDetails []account.Balance
|
|
balance:
|
|
for j := range balances {
|
|
frozen := balances[j].Type == "frozen"
|
|
for i := range currencyDetails {
|
|
if currencyDetails[i].CurrencyName.String() == balances[j].Currency {
|
|
if frozen {
|
|
currencyDetails[i].Hold = balances[j].Balance
|
|
} else {
|
|
currencyDetails[i].TotalValue = balances[j].Balance
|
|
}
|
|
continue balance
|
|
}
|
|
}
|
|
|
|
if frozen {
|
|
currencyDetails = append(currencyDetails,
|
|
account.Balance{
|
|
CurrencyName: currency.NewCode(balances[j].Currency),
|
|
Hold: balances[j].Balance,
|
|
})
|
|
} else {
|
|
currencyDetails = append(currencyDetails,
|
|
account.Balance{
|
|
CurrencyName: currency.NewCode(balances[j].Currency),
|
|
TotalValue: balances[j].Balance,
|
|
})
|
|
}
|
|
}
|
|
acc.Currencies = currencyDetails
|
|
}
|
|
}
|
|
|
|
case asset.CoinMarginedFutures:
|
|
subAccsData, err := h.GetSwapAllSubAccAssets(currency.Pair{})
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
var currencyDetails []account.Balance
|
|
for x := range subAccsData.Data {
|
|
a, err := h.SwapSingleSubAccAssets(currency.Pair{}, subAccsData.Data[x].SubUID)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
for y := range a.Data {
|
|
currencyDetails = append(currencyDetails, account.Balance{
|
|
CurrencyName: currency.NewCode(a.Data[y].Symbol),
|
|
TotalValue: a.Data[y].MarginBalance,
|
|
Hold: a.Data[y].MarginFrozen,
|
|
})
|
|
}
|
|
}
|
|
acc.Currencies = currencyDetails
|
|
case asset.Futures:
|
|
subAccsData, err := h.FGetAllSubAccountAssets(currency.Code{})
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
var currencyDetails []account.Balance
|
|
for x := range subAccsData.Data {
|
|
a, err := h.FGetSingleSubAccountInfo("", strconv.FormatInt(subAccsData.Data[x].SubUID, 10))
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
for y := range a.AssetsData {
|
|
currencyDetails = append(currencyDetails, account.Balance{
|
|
CurrencyName: currency.NewCode(a.AssetsData[y].Symbol),
|
|
TotalValue: a.AssetsData[y].MarginBalance,
|
|
Hold: a.AssetsData[y].MarginFrozen,
|
|
})
|
|
}
|
|
}
|
|
acc.Currencies = currencyDetails
|
|
}
|
|
acc.AssetType = asset.Futures
|
|
info.Accounts = append(info.Accounts, acc)
|
|
err := account.Process(&info)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
return info, nil
|
|
}
|
|
|
|
// FetchAccountInfo retrieves balances for all enabled currencies
|
|
func (h *HUOBI) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
|
|
acc, err := account.GetHoldings(h.Name, assetType)
|
|
if err != nil {
|
|
return h.UpdateAccountInfo(assetType)
|
|
}
|
|
return acc, nil
|
|
}
|
|
|
|
// GetFundingHistory returns funding history, deposits and
|
|
// withdrawals
|
|
func (h *HUOBI) GetFundingHistory() ([]exchange.FundHistory, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (h *HUOBI) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
|
|
return nil, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// GetRecentTrades returns the most recent trades for a currency and asset
|
|
func (h *HUOBI) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
|
|
var err error
|
|
var tradeData []TradeHistory
|
|
tradeData, err = h.GetTradeHistory(p, 2000)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var resp []trade.Data
|
|
for i := range tradeData {
|
|
for j := range tradeData[i].Trades {
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(tradeData[i].Trades[j].Direction)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
Exchange: h.Name,
|
|
TID: strconv.FormatFloat(tradeData[i].Trades[j].TradeID, 'f', -1, 64),
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: tradeData[i].Trades[j].Price,
|
|
Amount: tradeData[i].Trades[j].Amount,
|
|
Timestamp: time.Unix(0, tradeData[i].Timestamp*int64(time.Millisecond)),
|
|
})
|
|
}
|
|
}
|
|
|
|
err = h.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 (h *HUOBI) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (h *HUOBI) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
|
|
var submitOrderResponse order.SubmitResponse
|
|
if err := s.Validate(); err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
switch s.AssetType {
|
|
case asset.Spot:
|
|
accountID, err := strconv.ParseInt(s.ClientID, 10, 64)
|
|
if err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
var formattedType SpotNewOrderRequestParamsType
|
|
var params = SpotNewOrderRequestParams{
|
|
Amount: s.Amount,
|
|
Source: "api",
|
|
Symbol: s.Pair,
|
|
AccountID: int(accountID),
|
|
}
|
|
switch {
|
|
case s.Side == order.Buy && s.Type == order.Market:
|
|
formattedType = SpotNewOrderRequestTypeBuyMarket
|
|
case s.Side == order.Sell && s.Type == order.Market:
|
|
formattedType = SpotNewOrderRequestTypeSellMarket
|
|
case s.Side == order.Buy && s.Type == order.Limit:
|
|
formattedType = SpotNewOrderRequestTypeBuyLimit
|
|
params.Price = s.Price
|
|
case s.Side == order.Sell && s.Type == order.Limit:
|
|
formattedType = SpotNewOrderRequestTypeSellLimit
|
|
params.Price = s.Price
|
|
}
|
|
params.Type = formattedType
|
|
response, err := h.SpotNewOrder(¶ms)
|
|
if err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
if response > 0 {
|
|
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
|
|
}
|
|
submitOrderResponse.IsOrderPlaced = true
|
|
if s.Type == order.Market {
|
|
submitOrderResponse.FullyMatched = true
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
var oDirection string
|
|
switch s.Side {
|
|
case order.Buy:
|
|
oDirection = "BUY"
|
|
case order.Sell:
|
|
oDirection = "SELL"
|
|
}
|
|
var oType string
|
|
switch s.Type {
|
|
case order.Limit:
|
|
oType = "limit"
|
|
case order.PostOnly:
|
|
oType = "post_only"
|
|
}
|
|
order, err := h.PlaceSwapOrders(s.Pair, s.ClientOrderID, oDirection, s.Offset, oType, s.Price, s.Amount, s.Leverage)
|
|
if err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
submitOrderResponse.OrderID = order.Data.OrderIDString
|
|
submitOrderResponse.IsOrderPlaced = true
|
|
case asset.Futures:
|
|
var oDirection string
|
|
switch s.Side {
|
|
case order.Buy:
|
|
oDirection = "BUY"
|
|
case order.Sell:
|
|
oDirection = "SELL"
|
|
}
|
|
var oType string
|
|
switch s.Type {
|
|
case order.Limit:
|
|
oType = "limit"
|
|
case order.PostOnly:
|
|
oType = "post_only"
|
|
}
|
|
order, err := h.FOrder(s.Pair, "", "", s.ClientOrderID, oDirection, s.Offset, oType, s.Price, s.Amount, s.Leverage)
|
|
if err != nil {
|
|
return submitOrderResponse, err
|
|
}
|
|
submitOrderResponse.OrderID = order.Data.OrderIDStr
|
|
submitOrderResponse.IsOrderPlaced = true
|
|
}
|
|
return submitOrderResponse, nil
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (h *HUOBI) ModifyOrder(action *order.Modify) (string, error) {
|
|
return "", common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (h *HUOBI) CancelOrder(o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
var err error
|
|
switch o.AssetType {
|
|
case asset.Spot:
|
|
var orderIDInt int64
|
|
orderIDInt, err = strconv.ParseInt(o.ID, 10, 64)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
_, err = h.CancelExistingOrder(orderIDInt)
|
|
case asset.CoinMarginedFutures:
|
|
_, err = h.CancelSwapOrder(o.ID, o.ClientID, o.Pair)
|
|
case asset.Futures:
|
|
_, err = h.FCancelOrder(o.Symbol, o.ClientID, o.ClientOrderID)
|
|
default:
|
|
return fmt.Errorf("%v assetType not supported", o.AssetType)
|
|
}
|
|
return err
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (h *HUOBI) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
|
|
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (h *HUOBI) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
|
|
if err := orderCancellation.Validate(); err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
var cancelAllOrdersResponse order.CancelAllResponse
|
|
cancelAllOrdersResponse.Status = make(map[string]string)
|
|
switch orderCancellation.AssetType {
|
|
case asset.Spot:
|
|
enabledPairs, err := h.GetEnabledPairs(asset.Spot)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
for i := range enabledPairs {
|
|
resp, err := h.CancelOpenOrdersBatch(orderCancellation.AccountID,
|
|
enabledPairs[i])
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
if resp.Data.FailedCount > 0 {
|
|
return cancelAllOrdersResponse,
|
|
fmt.Errorf("%v orders failed to cancel",
|
|
resp.Data.FailedCount)
|
|
}
|
|
if resp.Status == "error" {
|
|
return cancelAllOrdersResponse, errors.New(resp.ErrorMessage)
|
|
}
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
if orderCancellation.Pair.IsEmpty() {
|
|
enabledPairs, err := h.GetEnabledPairs(asset.CoinMarginedFutures)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
for i := range enabledPairs {
|
|
a, err := h.CancelAllSwapOrders(enabledPairs[i])
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
split := strings.Split(a.Successes, ",")
|
|
for x := range split {
|
|
cancelAllOrdersResponse.Status[split[x]] = "success"
|
|
}
|
|
for y := range a.Errors {
|
|
cancelAllOrdersResponse.Status[a.Errors[y].OrderID] = fmt.Sprintf("fail: %s", a.Errors[y].ErrMsg)
|
|
}
|
|
}
|
|
} else {
|
|
a, err := h.CancelAllSwapOrders(orderCancellation.Pair)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
split := strings.Split(a.Successes, ",")
|
|
for x := range split {
|
|
cancelAllOrdersResponse.Status[split[x]] = "success"
|
|
}
|
|
for y := range a.Errors {
|
|
cancelAllOrdersResponse.Status[a.Errors[y].OrderID] = fmt.Sprintf("fail: %s", a.Errors[y].ErrMsg)
|
|
}
|
|
}
|
|
case asset.Futures:
|
|
if orderCancellation.Pair.IsEmpty() {
|
|
enabledPairs, err := h.GetEnabledPairs(asset.Futures)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
for i := range enabledPairs {
|
|
a, err := h.FCancelAllOrders(enabledPairs[i], "", "")
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
split := strings.Split(a.Data.Successes, ",")
|
|
for x := range split {
|
|
cancelAllOrdersResponse.Status[split[x]] = "success"
|
|
}
|
|
for y := range a.Data.Errors {
|
|
cancelAllOrdersResponse.Status[strconv.FormatInt(a.Data.Errors[y].OrderID, 10)] = fmt.Sprintf("fail: %s", a.Data.Errors[y].ErrMsg)
|
|
}
|
|
}
|
|
} else {
|
|
a, err := h.FCancelAllOrders(orderCancellation.Pair, "", "")
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
split := strings.Split(a.Data.Successes, ",")
|
|
for x := range split {
|
|
cancelAllOrdersResponse.Status[split[x]] = "success"
|
|
}
|
|
for y := range a.Data.Errors {
|
|
cancelAllOrdersResponse.Status[strconv.FormatInt(a.Data.Errors[y].OrderID, 10)] = fmt.Sprintf("fail: %s", a.Data.Errors[y].ErrMsg)
|
|
}
|
|
}
|
|
}
|
|
return cancelAllOrdersResponse, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (h *HUOBI) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
|
|
var orderDetail order.Detail
|
|
switch assetType {
|
|
case asset.Spot:
|
|
var respData *OrderInfo
|
|
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
resp, err := h.wsGetOrderDetails(orderID)
|
|
if err != nil {
|
|
return orderDetail, err
|
|
}
|
|
respData = &resp.Data
|
|
} else {
|
|
oID, err := strconv.ParseInt(orderID, 10, 64)
|
|
if err != nil {
|
|
return orderDetail, err
|
|
}
|
|
resp, err := h.GetOrder(oID)
|
|
if err != nil {
|
|
return orderDetail, err
|
|
}
|
|
respData = &resp
|
|
}
|
|
if respData.ID == 0 {
|
|
return orderDetail, fmt.Errorf("%s - order not found for orderid %s", h.Name, orderID)
|
|
}
|
|
var responseID = strconv.FormatInt(respData.ID, 10)
|
|
if responseID != orderID {
|
|
return orderDetail, errors.New(h.Name + " - GetOrderInfo orderID mismatch. Expected: " +
|
|
orderID + " Received: " + responseID)
|
|
}
|
|
typeDetails := strings.Split(respData.Type, "-")
|
|
orderSide, err := order.StringToOrderSide(typeDetails[0])
|
|
if err != nil {
|
|
if h.Websocket.IsConnected() {
|
|
h.Websocket.DataHandler <- order.ClassificationError{
|
|
Exchange: h.Name,
|
|
OrderID: orderID,
|
|
Err: err,
|
|
}
|
|
} else {
|
|
return orderDetail, err
|
|
}
|
|
}
|
|
orderType, err := order.StringToOrderType(typeDetails[1])
|
|
if err != nil {
|
|
if h.Websocket.IsConnected() {
|
|
h.Websocket.DataHandler <- order.ClassificationError{
|
|
Exchange: h.Name,
|
|
OrderID: orderID,
|
|
Err: err,
|
|
}
|
|
} else {
|
|
return orderDetail, err
|
|
}
|
|
}
|
|
orderStatus, err := order.StringToOrderStatus(respData.State)
|
|
if err != nil {
|
|
if h.Websocket.IsConnected() {
|
|
h.Websocket.DataHandler <- order.ClassificationError{
|
|
Exchange: h.Name,
|
|
OrderID: orderID,
|
|
Err: err,
|
|
}
|
|
} else {
|
|
return orderDetail, err
|
|
}
|
|
}
|
|
var p currency.Pair
|
|
var a asset.Item
|
|
p, a, err = h.GetRequestFormattedPairAndAssetType(respData.Symbol)
|
|
if err != nil {
|
|
return orderDetail, err
|
|
}
|
|
orderDetail = order.Detail{
|
|
Exchange: h.Name,
|
|
ID: orderID,
|
|
AccountID: strconv.FormatInt(respData.AccountID, 10),
|
|
Pair: p,
|
|
Type: orderType,
|
|
Side: orderSide,
|
|
Date: time.Unix(0, respData.CreatedAt*int64(time.Millisecond)),
|
|
Status: orderStatus,
|
|
Price: respData.Price,
|
|
Amount: respData.Amount,
|
|
ExecutedAmount: respData.FilledAmount,
|
|
Fee: respData.FilledFees,
|
|
AssetType: a,
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
orderInfo, err := h.GetSwapOrderInfo(pair, orderID, "")
|
|
if err != nil {
|
|
return orderDetail, err
|
|
}
|
|
var orderVars OrderVars
|
|
for x := range orderInfo.Data {
|
|
orderVars, err = compatibleVars(orderInfo.Data[x].Direction, orderInfo.Data[x].OrderPriceType, orderInfo.Data[x].Status)
|
|
if err != nil {
|
|
return orderDetail, err
|
|
}
|
|
maker := true
|
|
if orderVars.OrderType == order.Limit || orderVars.OrderType == order.PostOnly {
|
|
maker = false
|
|
}
|
|
orderDetail.Trades = append(orderDetail.Trades, order.TradeHistory{
|
|
Price: orderInfo.Data[x].Price,
|
|
Amount: orderInfo.Data[x].Volume,
|
|
Fee: orderInfo.Data[x].Fee,
|
|
Exchange: h.Name,
|
|
TID: orderInfo.Data[x].OrderIDString,
|
|
Type: orderVars.OrderType,
|
|
Side: orderVars.Side,
|
|
IsMaker: maker,
|
|
})
|
|
}
|
|
case asset.Futures:
|
|
orderInfo, err := h.FGetOrderInfo("", orderID, "")
|
|
if err != nil {
|
|
return orderDetail, err
|
|
}
|
|
var orderVars OrderVars
|
|
for x := range orderInfo.Data {
|
|
orderVars, err = compatibleVars(orderInfo.Data[x].Direction, orderInfo.Data[x].OrderPriceType, orderInfo.Data[x].Status)
|
|
if err != nil {
|
|
return orderDetail, err
|
|
}
|
|
|
|
orderDetail.Trades = append(orderDetail.Trades, order.TradeHistory{
|
|
Price: orderInfo.Data[x].Price,
|
|
Amount: orderInfo.Data[x].Volume,
|
|
Fee: orderInfo.Data[x].Fee,
|
|
Exchange: h.Name,
|
|
TID: orderInfo.Data[x].OrderIDString,
|
|
Type: orderVars.OrderType,
|
|
Side: orderVars.Side,
|
|
IsMaker: orderVars.OrderType == order.Limit || orderVars.OrderType == order.PostOnly,
|
|
})
|
|
}
|
|
}
|
|
return orderDetail, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (h *HUOBI) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
|
|
resp, err := h.QueryDepositAddress(cryptocurrency.Lower().String())
|
|
return resp.Address, err
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (h *HUOBI) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
resp, err := h.Withdraw(withdrawRequest.Currency,
|
|
withdrawRequest.Crypto.Address,
|
|
withdrawRequest.Crypto.AddressTag,
|
|
withdrawRequest.Amount,
|
|
withdrawRequest.Crypto.FeeAmount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: strconv.FormatInt(resp, 10),
|
|
}, err
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (h *HUOBI) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (h *HUOBI) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (h *HUOBI) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if !h.AllowAuthenticatedRequest() && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return h.GetFee(feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (h *HUOBI) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := req.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
var orders []order.Detail
|
|
switch req.AssetType {
|
|
case asset.Spot:
|
|
if len(req.Pairs) == 0 {
|
|
return nil, errors.New("currency must be supplied")
|
|
}
|
|
side := ""
|
|
if req.Side == order.AnySide || req.Side == "" {
|
|
side = ""
|
|
} else if req.Side == order.Sell {
|
|
side = req.Side.Lower()
|
|
}
|
|
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
for i := range req.Pairs {
|
|
resp, err := h.wsGetOrdersList(-1, req.Pairs[i])
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
for j := range resp.Data {
|
|
sideData := strings.Split(resp.Data[j].OrderState, "-")
|
|
side = sideData[0]
|
|
var orderID = strconv.FormatInt(resp.Data[j].OrderID, 10)
|
|
orderSide, err := order.StringToOrderSide(side)
|
|
if err != nil {
|
|
h.Websocket.DataHandler <- order.ClassificationError{
|
|
Exchange: h.Name,
|
|
OrderID: orderID,
|
|
Err: err,
|
|
}
|
|
}
|
|
orderType, err := order.StringToOrderType(sideData[1])
|
|
if err != nil {
|
|
h.Websocket.DataHandler <- order.ClassificationError{
|
|
Exchange: h.Name,
|
|
OrderID: orderID,
|
|
Err: err,
|
|
}
|
|
}
|
|
orderStatus, err := order.StringToOrderStatus(resp.Data[j].OrderState)
|
|
if err != nil {
|
|
h.Websocket.DataHandler <- order.ClassificationError{
|
|
Exchange: h.Name,
|
|
OrderID: orderID,
|
|
Err: err,
|
|
}
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
Exchange: h.Name,
|
|
AccountID: strconv.FormatInt(resp.Data[j].AccountID, 10),
|
|
ID: orderID,
|
|
Pair: req.Pairs[i],
|
|
Type: orderType,
|
|
Side: orderSide,
|
|
Date: time.Unix(0, resp.Data[j].CreatedAt*int64(time.Millisecond)),
|
|
Status: orderStatus,
|
|
Price: resp.Data[j].Price,
|
|
Amount: resp.Data[j].OrderAmount,
|
|
ExecutedAmount: resp.Data[j].FilledAmount,
|
|
RemainingAmount: resp.Data[j].UnfilledAmount,
|
|
Fee: resp.Data[j].FilledFees,
|
|
})
|
|
}
|
|
}
|
|
} else {
|
|
for i := range req.Pairs {
|
|
resp, err := h.GetOpenOrders(req.Pairs[i],
|
|
h.API.Credentials.ClientID,
|
|
side,
|
|
500)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for x := range resp {
|
|
orderDetail := order.Detail{
|
|
ID: strconv.FormatInt(resp[x].ID, 10),
|
|
Price: resp[x].Price,
|
|
Amount: resp[x].Amount,
|
|
Pair: req.Pairs[i],
|
|
Exchange: h.Name,
|
|
ExecutedAmount: resp[x].FilledAmount,
|
|
Date: time.Unix(0, resp[x].CreatedAt*int64(time.Millisecond)),
|
|
Status: order.Status(resp[x].State),
|
|
AccountID: strconv.FormatInt(resp[x].AccountID, 10),
|
|
Fee: resp[x].FilledFees,
|
|
}
|
|
setOrderSideAndType(resp[x].Type, &orderDetail)
|
|
orders = append(orders, orderDetail)
|
|
}
|
|
}
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
for x := range req.Pairs {
|
|
var currentPage int64 = 0
|
|
for done := false; !done; {
|
|
openOrders, err := h.GetSwapOpenOrders(req.Pairs[x], currentPage, 50)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
var orderVars OrderVars
|
|
for x := range openOrders.Data.Orders {
|
|
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
|
|
openOrders.Data.Orders[x].OrderPriceType,
|
|
openOrders.Data.Orders[x].Status)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
PostOnly: (orderVars.OrderType == order.PostOnly),
|
|
Leverage: openOrders.Data.Orders[x].LeverageRate,
|
|
Price: openOrders.Data.Orders[x].Price,
|
|
Amount: openOrders.Data.Orders[x].Volume,
|
|
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
|
|
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
|
|
Fee: openOrders.Data.Orders[x].Fee,
|
|
Exchange: h.Name,
|
|
AssetType: req.AssetType,
|
|
ID: openOrders.Data.Orders[x].OrderIDString,
|
|
Side: orderVars.Side,
|
|
Type: orderVars.OrderType,
|
|
Status: orderVars.Status,
|
|
Pair: p,
|
|
})
|
|
}
|
|
}
|
|
}
|
|
case asset.Futures:
|
|
for x := range req.Pairs {
|
|
var currentPage int64 = 0
|
|
for done := false; !done; {
|
|
openOrders, err := h.FGetOpenOrders(req.Pairs[x].Base, currentPage, 50)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
var orderVars OrderVars
|
|
for x := range openOrders.Data.Orders {
|
|
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
|
|
openOrders.Data.Orders[x].OrderPriceType,
|
|
openOrders.Data.Orders[x].Status)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
PostOnly: (orderVars.OrderType == order.PostOnly),
|
|
Leverage: openOrders.Data.Orders[x].LeverageRate,
|
|
Price: openOrders.Data.Orders[x].Price,
|
|
Amount: openOrders.Data.Orders[x].Volume,
|
|
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
|
|
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
|
|
Fee: openOrders.Data.Orders[x].Fee,
|
|
Exchange: h.Name,
|
|
AssetType: req.AssetType,
|
|
ID: openOrders.Data.Orders[x].OrderIDString,
|
|
Side: orderVars.Side,
|
|
Type: orderVars.OrderType,
|
|
Status: orderVars.Status,
|
|
Pair: p,
|
|
})
|
|
}
|
|
}
|
|
}
|
|
}
|
|
order.FilterOrdersByType(&orders, req.Type)
|
|
order.FilterOrdersBySide(&orders, req.Side)
|
|
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
|
|
return orders, nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (h *HUOBI) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := req.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
var orders []order.Detail
|
|
switch req.AssetType {
|
|
case asset.Spot:
|
|
if len(req.Pairs) == 0 {
|
|
return nil, errors.New("currency must be supplied")
|
|
}
|
|
states := "partial-canceled,filled,canceled"
|
|
for i := range req.Pairs {
|
|
resp, err := h.GetOrders(
|
|
req.Pairs[i],
|
|
"",
|
|
"",
|
|
"",
|
|
states,
|
|
"",
|
|
"",
|
|
"")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for x := range resp {
|
|
orderDetail := order.Detail{
|
|
ID: strconv.FormatInt(resp[x].ID, 10),
|
|
Price: resp[x].Price,
|
|
Amount: resp[x].Amount,
|
|
Pair: req.Pairs[i],
|
|
Exchange: h.Name,
|
|
ExecutedAmount: resp[x].FilledAmount,
|
|
Date: time.Unix(0, resp[x].CreatedAt*int64(time.Millisecond)),
|
|
Status: order.Status(resp[x].State),
|
|
AccountID: strconv.FormatInt(resp[x].AccountID, 10),
|
|
Fee: resp[x].FilledFees,
|
|
}
|
|
setOrderSideAndType(resp[x].Type, &orderDetail)
|
|
orders = append(orders, orderDetail)
|
|
}
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
for x := range req.Pairs {
|
|
var currentPage int64 = 0
|
|
for done := false; !done; {
|
|
orderHistory, err := h.GetSwapOrderHistory(req.Pairs[x], "all", "all", []order.Status{order.AnyStatus}, int64(req.EndTime.Sub(req.StartTime).Hours()/24), currentPage, 50)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
var orderVars OrderVars
|
|
for x := range orderHistory.Data.Orders {
|
|
p, err := currency.NewPairFromString(orderHistory.Data.Orders[x].ContractCode)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
|
|
orderVars, err = compatibleVars(orderHistory.Data.Orders[x].Direction,
|
|
orderHistory.Data.Orders[x].OrderPriceType,
|
|
orderHistory.Data.Orders[x].Status)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
PostOnly: (orderVars.OrderType == order.PostOnly),
|
|
Leverage: orderHistory.Data.Orders[x].LeverageRate,
|
|
Price: orderHistory.Data.Orders[x].Price,
|
|
Amount: orderHistory.Data.Orders[x].Volume,
|
|
ExecutedAmount: orderHistory.Data.Orders[x].TradeVolume,
|
|
RemainingAmount: orderHistory.Data.Orders[x].Volume - orderHistory.Data.Orders[x].TradeVolume,
|
|
Fee: orderHistory.Data.Orders[x].Fee,
|
|
Exchange: h.Name,
|
|
AssetType: req.AssetType,
|
|
ID: orderHistory.Data.Orders[x].OrderIDString,
|
|
Side: orderVars.Side,
|
|
Type: orderVars.OrderType,
|
|
Status: orderVars.Status,
|
|
Pair: p,
|
|
})
|
|
}
|
|
currentPage++
|
|
if currentPage == orderHistory.Data.TotalPage {
|
|
done = true
|
|
}
|
|
}
|
|
}
|
|
case asset.Futures:
|
|
for x := range req.Pairs {
|
|
var currentPage int64 = 0
|
|
for done := false; !done; {
|
|
openOrders, err := h.FGetOrderHistory(req.Pairs[x], "", "all", "all", "limit", []order.Status{order.AnyStatus}, int64(req.EndTime.Sub(req.StartTime).Hours()/24), currentPage, 50)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
var orderVars OrderVars
|
|
for x := range openOrders.Data.Orders {
|
|
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
|
|
openOrders.Data.Orders[x].OrderPriceType,
|
|
openOrders.Data.Orders[x].Status)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
if req.Side != orderVars.Side {
|
|
continue
|
|
}
|
|
if req.Type != orderVars.OrderType {
|
|
continue
|
|
}
|
|
orderCreateTime := time.Unix(openOrders.Data.Orders[x].CreateDate, 0)
|
|
|
|
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
PostOnly: (orderVars.OrderType == order.PostOnly),
|
|
Leverage: openOrders.Data.Orders[x].LeverageRate,
|
|
Price: openOrders.Data.Orders[x].Price,
|
|
Amount: openOrders.Data.Orders[x].Volume,
|
|
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
|
|
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
|
|
Fee: openOrders.Data.Orders[x].Fee,
|
|
Exchange: h.Name,
|
|
AssetType: req.AssetType,
|
|
ID: openOrders.Data.Orders[x].OrderIDString,
|
|
Side: orderVars.Side,
|
|
Type: orderVars.OrderType,
|
|
Status: orderVars.Status,
|
|
Pair: p,
|
|
Date: orderCreateTime,
|
|
})
|
|
}
|
|
currentPage++
|
|
if currentPage == openOrders.Data.TotalPage {
|
|
done = true
|
|
}
|
|
}
|
|
}
|
|
}
|
|
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
|
|
return orders, nil
|
|
}
|
|
|
|
func setOrderSideAndType(requestType string, orderDetail *order.Detail) {
|
|
switch SpotNewOrderRequestParamsType(requestType) {
|
|
case SpotNewOrderRequestTypeBuyMarket:
|
|
orderDetail.Side = order.Buy
|
|
orderDetail.Type = order.Market
|
|
case SpotNewOrderRequestTypeSellMarket:
|
|
orderDetail.Side = order.Sell
|
|
orderDetail.Type = order.Market
|
|
case SpotNewOrderRequestTypeBuyLimit:
|
|
orderDetail.Side = order.Buy
|
|
orderDetail.Type = order.Limit
|
|
case SpotNewOrderRequestTypeSellLimit:
|
|
orderDetail.Side = order.Sell
|
|
orderDetail.Type = order.Limit
|
|
}
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (h *HUOBI) AuthenticateWebsocket() error {
|
|
return h.wsLogin()
|
|
}
|
|
|
|
// ValidateCredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (h *HUOBI) ValidateCredentials(assetType asset.Item) error {
|
|
_, err := h.UpdateAccountInfo(assetType)
|
|
return h.CheckTransientError(err)
|
|
}
|
|
|
|
// FormatExchangeKlineInterval returns Interval to exchange formatted string
|
|
func (h *HUOBI) FormatExchangeKlineInterval(in kline.Interval) string {
|
|
switch in {
|
|
case kline.OneMin, kline.FiveMin, kline.FifteenMin, kline.ThirtyMin:
|
|
return in.Short() + "in"
|
|
case kline.FourHour:
|
|
return "4hour"
|
|
case kline.OneDay:
|
|
return "1day"
|
|
case kline.OneMonth:
|
|
return "1mon"
|
|
case kline.OneWeek:
|
|
return "1week"
|
|
case kline.OneYear:
|
|
return "1year"
|
|
}
|
|
return ""
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (h *HUOBI) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := h.ValidateKline(pair, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
klineParams := KlinesRequestParams{
|
|
Period: h.FormatExchangeKlineInterval(interval),
|
|
Symbol: pair,
|
|
}
|
|
candles, err := h.GetSpotKline(klineParams)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
ret := kline.Item{
|
|
Exchange: h.Name,
|
|
Pair: pair,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
for x := range candles {
|
|
if time.Unix(candles[x].ID, 0).Before(start) ||
|
|
time.Unix(candles[x].ID, 0).After(end) {
|
|
continue
|
|
}
|
|
ret.Candles = append(ret.Candles, kline.Candle{
|
|
Time: time.Unix(candles[x].ID, 0),
|
|
Open: candles[x].Open,
|
|
High: candles[x].High,
|
|
Low: candles[x].Low,
|
|
Close: candles[x].Close,
|
|
Volume: candles[x].Volume,
|
|
})
|
|
}
|
|
ret.SortCandlesByTimestamp(false)
|
|
return ret, nil
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (h *HUOBI) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
return h.GetHistoricCandles(pair, a, start, end, interval)
|
|
}
|
|
|
|
// compatibleVars gets compatible variables for order vars
|
|
func compatibleVars(side, orderPriceType string, status int64) (OrderVars, error) {
|
|
var resp OrderVars
|
|
switch side {
|
|
case "buy":
|
|
resp.Side = order.Buy
|
|
case "sell":
|
|
resp.Side = order.Sell
|
|
default:
|
|
return resp, fmt.Errorf("invalid orderSide")
|
|
}
|
|
switch orderPriceType {
|
|
case "limit":
|
|
resp.OrderType = order.Limit
|
|
case "opponent":
|
|
resp.OrderType = order.Market
|
|
case "post_only":
|
|
resp.OrderType = order.PostOnly
|
|
default:
|
|
return resp, fmt.Errorf("invalid orderPriceType")
|
|
}
|
|
switch status {
|
|
case 1, 2, 11:
|
|
resp.Status = order.UnknownStatus
|
|
case 3:
|
|
resp.Status = order.Active
|
|
case 4:
|
|
resp.Status = order.PartiallyFilled
|
|
case 5:
|
|
resp.Status = order.PartiallyCancelled
|
|
case 6:
|
|
resp.Status = order.Filled
|
|
case 7:
|
|
resp.Status = order.Cancelled
|
|
default:
|
|
return resp, fmt.Errorf("invalid orderStatus")
|
|
}
|
|
return resp, nil
|
|
}
|