Files
gocryptotrader/exchanges/lbank/lbank_wrapper.go
Ryan O'Hara-Reid 7b718700f7 orderbook: Implement initial linked list (#643)
* Exchanges: Initial implementation after rebase of depth (WIP)

* orderbook/buffer: convert and couple orderbook interaction functionality from buffer to orderbook linked list - Use single point reference for orderbook depth

* buffer/orderbook: conversion continued (WIP)

* exchange: buffer/linkedlist handover (WIP)

* Added some tests for yesterday

* linkedList: added more testing and trying to figure out broken things

* Started tying everything in

* continuous integration and testing

* orderbook: expanded tests

* go mod tidy

* Add in different synchornisation levels for protocols
Add in timer for the streaming system to reduce updates to datahandler
Add in more test code as I integrate more exchanges

* Depth: Add tests, add length check to call linked list updating, add in constructor.
Linked List: Improve tests, add in checks for zero liquidity on books.
Node: Added in cleaner POC, add in contructor.
Buffer: Fixed tests, checked benchmarks.

* orderbook: reinstate dispatch calls

* Addr glorious & madcozbad nits

* fix functionality and add tests

* Address linterinos

* remove label

* expanded comment

* fix races and and bitmex test

* reinstate go routine for alerting changes

* rm line :D

* fix more tests

* Addr glorious nits

* rm glorious field

* depth: defer unlock to stop deadlock

* orderbook: remove unused vars

* buffer: fix test to what it should be

* nits: madcosbad addr

* nits: glorious nits

* linkedlist: remove unused params

* orderbook: shift time call to outside of push to inline, add in case for update inster price for zero liquidity, nits

* orderbook: nits addressed

* engine: change stream -> websocket convention and remove unused function

* nits: glorious nits

* Websocket Buffer: Add verbosity switch

* linked list: Add comment

* linked list: fix spelling

* nits: glorious nits

* orderbook: Adds in test and explicit time type with constructor, fix nits

* linter

* spelling: removed the dere fence

* depth: Update alerting mechanism to a more battle tested state

* depth: spelling

* nits: glorious nits

* linked list: match cases

* buffer: fix linter issue

* golangci: increase timeout by 30 seconds

* nodes: update atomic checks

* spelling: fix

* node: add in commentary

* exchanges/syncer: add function to switch over to REST when websocket functionality is not available for a specific asset type

* linter: exchange linter issues

* syncer: Add in warning

* nits: glorious nits

* AssetWebsocketSupport: unexport map

* Nits: Adrr

* rm letter

* exchanges: Orderbook verification change for naming, deprecate checksum bypass as it has the potential to obfuscate errors that are at the tail end of the book, add in verification for websocket stream updates

* general: fix spelling remove breakpoint

* nits: fix more glorious nits until more are found

* orderbook: fix tests

* orderbook: fix wait tests and add in more checks

* nits: addr

* orderbook: remove dispatch reference

* linkedlist: consolidate bid/ask functions

* linked lisdt: remove words

* fix spelling
2021-04-23 15:16:01 +10:00

980 lines
27 KiB
Go

package lbank
import (
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (l *Lbank) GetDefaultConfig() (*config.ExchangeConfig, error) {
l.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = l.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = l.BaseCurrencies
err := l.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if l.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = l.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Lbank
func (l *Lbank) SetDefaults() {
l.Name = "Lbank"
l.Enabled = true
l.Verbose = true
l.API.CredentialsValidator.RequiresKey = true
l.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter}
configFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter}
err := l.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
l.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
SubmitOrder: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoWithdrawalFee: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.NoFiatWithdrawals,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.FourHour.Word(): true,
kline.EightHour.Word(): true,
kline.TwelveHour.Word(): true,
kline.OneDay.Word(): true,
kline.OneWeek.Word(): true,
},
ResultLimit: 2000,
},
},
}
l.Requester = request.New(l.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
l.API.Endpoints = l.NewEndpoints()
err = l.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: lbankAPIURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
}
// Setup sets exchange configuration profile
func (l *Lbank) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
l.SetEnabled(false)
return nil
}
err := l.SetupDefaults(exch)
if err != nil {
return err
}
if l.API.AuthenticatedSupport {
err = l.loadPrivKey()
if err != nil {
l.API.AuthenticatedSupport = false
log.Errorf(log.ExchangeSys, "%s couldn't load private key, setting authenticated support to false", l.Name)
}
}
return nil
}
// Start starts the LakeBTC go routine
func (l *Lbank) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
l.Run()
wg.Done()
}()
}
// Run implements the Lbank wrapper
func (l *Lbank) Run() {
if l.Verbose {
l.PrintEnabledPairs()
}
if !l.GetEnabledFeatures().AutoPairUpdates {
return
}
err := l.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", l.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (l *Lbank) FetchTradablePairs(asset asset.Item) ([]string, error) {
currencies, err := l.GetCurrencyPairs()
if err != nil {
return nil, err
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (l *Lbank) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := l.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return l.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (l *Lbank) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerInfo, err := l.GetTickers()
if err != nil {
return nil, err
}
pairs, err := l.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
for i := range pairs {
for j := range tickerInfo {
if !pairs[i].Equal(tickerInfo[j].Symbol) {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tickerInfo[j].Ticker.Latest,
High: tickerInfo[j].Ticker.High,
Low: tickerInfo[j].Ticker.Low,
Volume: tickerInfo[j].Ticker.Volume,
Pair: tickerInfo[j].Symbol,
LastUpdated: time.Unix(0, tickerInfo[j].Timestamp),
ExchangeName: l.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
}
return ticker.GetTicker(l.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (l *Lbank) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fpair, err := l.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tickerNew, err := ticker.GetTicker(l.Name, fpair, assetType)
if err != nil {
return l.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (l *Lbank) FetchOrderbook(currency currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(l.Name, currency, assetType)
if err != nil {
return l.UpdateOrderbook(currency, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (l *Lbank) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: l.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: l.CanVerifyOrderbook,
}
fpair, err := l.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
a, err := l.GetMarketDepths(fpair.String(), "60", "1")
if err != nil {
return book, err
}
for i := range a.Data.Asks {
price, convErr := strconv.ParseFloat(a.Data.Asks[i][0], 64)
if convErr != nil {
return book, convErr
}
amount, convErr := strconv.ParseFloat(a.Data.Asks[i][1], 64)
if convErr != nil {
return book, convErr
}
book.Asks = append(book.Asks, orderbook.Item{
Price: price,
Amount: amount})
}
for i := range a.Data.Bids {
price, convErr := strconv.ParseFloat(a.Data.Bids[i][0], 64)
if convErr != nil {
return book, convErr
}
amount, convErr := strconv.ParseFloat(a.Data.Bids[i][1], 64)
if convErr != nil {
return book, convErr
}
book.Bids = append(book.Bids, orderbook.Item{
Price: price,
Amount: amount})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(l.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// Lbank exchange
func (l *Lbank) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
data, err := l.GetUserInfo()
if err != nil {
return info, err
}
var acc account.SubAccount
for key, val := range data.Info.Asset {
c := currency.NewCode(key)
hold, ok := data.Info.Freeze[key]
if !ok {
return info, fmt.Errorf("hold data not found with %s", key)
}
totalVal, parseErr := strconv.ParseFloat(val, 64)
if parseErr != nil {
return info, parseErr
}
totalHold, parseErr := strconv.ParseFloat(hold, 64)
if parseErr != nil {
return info, parseErr
}
acc.Currencies = append(acc.Currencies, account.Balance{
CurrencyName: c,
TotalValue: totalVal,
Hold: totalHold})
}
info.Accounts = append(info.Accounts, acc)
info.Exchange = l.Name
err = account.Process(&info)
if err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (l *Lbank) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(l.Name, assetType)
if err != nil {
return l.UpdateAccountInfo(assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (l *Lbank) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (l *Lbank) 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 (l *Lbank) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return l.GetHistoricTrades(p, assetType, time.Now().Add(-time.Hour), time.Now())
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (l *Lbank) GetHistoricTrades(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
if timestampEnd.After(time.Now()) || timestampEnd.Before(timestampStart) {
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v", timestampStart, timestampEnd)
}
var err error
p, err = l.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var resp []trade.Data
ts := timestampStart
limit := 600
allTrades:
for {
var tradeData []TradeResponse
tradeData, err = l.GetTrades(p.String(), int64(limit), ts.UnixNano()/int64(time.Millisecond))
if err != nil {
return nil, err
}
for i := range tradeData {
tradeTime := time.Unix(0, tradeData[i].DateMS*int64(time.Millisecond))
if tradeTime.Before(timestampStart) || tradeTime.After(timestampEnd) {
break allTrades
}
side := order.Buy
if strings.Contains(tradeData[i].Type, "sell") {
side = order.Sell
}
resp = append(resp, trade.Data{
Exchange: l.Name,
TID: tradeData[i].TID,
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: tradeTime,
})
if i == len(tradeData)-1 {
if ts.Equal(tradeTime) {
// reached end of trades to crawl
break allTrades
}
ts = tradeTime
}
}
if len(tradeData) != limit {
break allTrades
}
}
err = l.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return trade.FilterTradesByTime(resp, timestampStart, timestampEnd), nil
}
// SubmitOrder submits a new order
func (l *Lbank) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var resp order.SubmitResponse
if err := s.Validate(); err != nil {
return resp, err
}
if s.Side != order.Buy && s.Side != order.Sell {
return resp,
fmt.Errorf("%s order side is not supported by the exchange",
s.Side)
}
fpair, err := l.FormatExchangeCurrency(s.Pair, asset.Spot)
if err != nil {
return resp, err
}
tempResp, err := l.CreateOrder(
fpair.String(),
s.Side.String(),
s.Amount,
s.Price)
if err != nil {
return resp, err
}
resp.IsOrderPlaced = true
resp.OrderID = tempResp.OrderID
if s.Type == order.Market {
resp.FullyMatched = true
}
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (l *Lbank) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (l *Lbank) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
fpair, err := l.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return err
}
_, err = l.RemoveOrder(fpair.String(), o.ID)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (l *Lbank) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (l *Lbank) CancelAllOrders(o *order.Cancel) (order.CancelAllResponse, error) {
if err := o.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
var resp order.CancelAllResponse
orderIDs, err := l.getAllOpenOrderID()
if err != nil {
return resp, nil
}
for key := range orderIDs {
if key != o.Pair.String() {
continue
}
var x, y = 0, 0
var input string
var tempSlice []string
for x <= len(orderIDs[key]) {
x++
for y != x {
tempSlice = append(tempSlice, orderIDs[key][y])
if y%3 == 0 {
input = strings.Join(tempSlice, ",")
CancelResponse, err2 := l.RemoveOrder(key, input)
if err2 != nil {
return resp, err2
}
tempStringSuccess := strings.Split(CancelResponse.Success, ",")
for k := range tempStringSuccess {
resp.Status[tempStringSuccess[k]] = "Cancelled"
}
tempStringError := strings.Split(CancelResponse.Err, ",")
for l := range tempStringError {
resp.Status[tempStringError[l]] = "Failed"
}
tempSlice = tempSlice[:0]
y++
}
y++
}
input = strings.Join(tempSlice, ",")
CancelResponse, err2 := l.RemoveOrder(key, input)
if err2 != nil {
return resp, err2
}
tempStringSuccess := strings.Split(CancelResponse.Success, ",")
for k := range tempStringSuccess {
resp.Status[tempStringSuccess[k]] = "Cancelled"
}
tempStringError := strings.Split(CancelResponse.Err, ",")
for l := range tempStringError {
resp.Status[tempStringError[l]] = "Failed"
}
tempSlice = tempSlice[:0]
}
}
return resp, nil
}
// GetOrderInfo returns order information based on order ID
func (l *Lbank) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var resp order.Detail
orderIDs, err := l.getAllOpenOrderID()
if err != nil {
return resp, err
}
for key, val := range orderIDs {
for i := range val {
if val[i] != orderID {
continue
}
tempResp, err := l.QueryOrder(key, orderID)
if err != nil {
return resp, err
}
resp.Exchange = l.Name
resp.Pair, err = currency.NewPairFromString(key)
if err != nil {
return order.Detail{}, err
}
if strings.EqualFold(tempResp.Orders[0].Type, order.Buy.String()) {
resp.Side = order.Buy
} else {
resp.Side = order.Sell
}
z := tempResp.Orders[0].Status
switch {
case z == -1:
resp.Status = "cancelled"
case z == 0:
resp.Status = "on trading"
case z == 1:
resp.Status = "filled partially"
case z == 2:
resp.Status = "Filled totally"
case z == 4:
resp.Status = "Cancelling"
default:
resp.Status = "Invalid Order Status"
}
resp.Price = tempResp.Orders[0].Price
resp.Amount = tempResp.Orders[0].Amount
resp.ExecutedAmount = tempResp.Orders[0].DealAmount
resp.RemainingAmount = tempResp.Orders[0].Amount - tempResp.Orders[0].DealAmount
resp.Fee, err = l.GetFeeByType(&exchange.FeeBuilder{
FeeType: exchange.CryptocurrencyTradeFee,
Amount: tempResp.Orders[0].Amount,
PurchasePrice: tempResp.Orders[0].Price})
if err != nil {
resp.Fee = lbankFeeNotFound
}
}
}
return resp, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (l *Lbank) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (l *Lbank) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
resp, err := l.Withdraw(withdrawRequest.Crypto.Address, withdrawRequest.Currency.String(),
strconv.FormatFloat(withdrawRequest.Amount, 'f', -1, 64), "",
withdrawRequest.Description, "")
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: resp.WithdrawID,
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (l *Lbank) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (l *Lbank) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetActiveOrders retrieves any orders that are active/open
func (l *Lbank) GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
if err := getOrdersRequest.Validate(); err != nil {
return nil, err
}
var finalResp []order.Detail
var resp order.Detail
tempData, err := l.getAllOpenOrderID()
if err != nil {
return finalResp, err
}
for key, val := range tempData {
for x := range val {
tempResp, err := l.QueryOrder(key, val[x])
if err != nil {
return finalResp, err
}
resp.Exchange = l.Name
resp.Pair, err = currency.NewPairFromString(key)
if err != nil {
return nil, err
}
if strings.EqualFold(tempResp.Orders[0].Type, order.Buy.String()) {
resp.Side = order.Buy
} else {
resp.Side = order.Sell
}
z := tempResp.Orders[0].Status
switch {
case z == -1:
resp.Status = "cancelled"
case z == 1:
resp.Status = "on trading"
case z == 2:
resp.Status = "filled partially"
case z == 3:
resp.Status = "Filled totally"
case z == 4:
resp.Status = "Cancelling"
default:
resp.Status = "Invalid Order Status"
}
resp.Price = tempResp.Orders[0].Price
resp.Amount = tempResp.Orders[0].Amount
resp.Date = time.Unix(tempResp.Orders[0].CreateTime, 0)
resp.ExecutedAmount = tempResp.Orders[0].DealAmount
resp.RemainingAmount = tempResp.Orders[0].Amount - tempResp.Orders[0].DealAmount
resp.Fee, err = l.GetFeeByType(&exchange.FeeBuilder{
FeeType: exchange.CryptocurrencyTradeFee,
Amount: tempResp.Orders[0].Amount,
PurchasePrice: tempResp.Orders[0].Price})
if err != nil {
resp.Fee = lbankFeeNotFound
}
for y := int(0); y < len(getOrdersRequest.Pairs); y++ {
if getOrdersRequest.Pairs[y].String() != key {
continue
}
if getOrdersRequest.Side == "ANY" {
finalResp = append(finalResp, resp)
continue
}
if strings.EqualFold(getOrdersRequest.Side.String(),
tempResp.Orders[0].Type) {
finalResp = append(finalResp, resp)
}
}
}
}
return finalResp, nil
}
// GetOrderHistory retrieves account order information *
// Can Limit response to specific order status
func (l *Lbank) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
if err := getOrdersRequest.Validate(); err != nil {
return nil, err
}
var finalResp []order.Detail
var resp order.Detail
var tempCurr currency.Pairs
if len(getOrdersRequest.Pairs) == 0 {
var err error
tempCurr, err = l.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
} else {
tempCurr = getOrdersRequest.Pairs
}
for a := range tempCurr {
fpair, err := l.FormatExchangeCurrency(tempCurr[a], asset.Spot)
if err != nil {
return nil, err
}
b := int64(1)
tempResp, err := l.QueryOrderHistory(fpair.String(), strconv.FormatInt(b, 10), "200")
if err != nil {
return finalResp, err
}
for len(tempResp.Orders) != 0 {
tempResp, err = l.QueryOrderHistory(fpair.String(), strconv.FormatInt(b, 10), "200")
if err != nil {
return finalResp, err
}
for x := 0; x < len(tempResp.Orders); x++ {
resp.Exchange = l.Name
resp.Pair, err = currency.NewPairFromString(tempResp.Orders[x].Symbol)
if err != nil {
return nil, err
}
if strings.EqualFold(tempResp.Orders[x].Type, order.Buy.String()) {
resp.Side = order.Buy
} else {
resp.Side = order.Sell
}
z := tempResp.Orders[x].Status
switch {
case z == -1:
resp.Status = "cancelled"
case z == 1:
resp.Status = "on trading"
case z == 2:
resp.Status = "filled partially"
case z == 3:
resp.Status = "Filled totally"
case z == 4:
resp.Status = "Cancelling"
default:
resp.Status = "Invalid Order Status"
}
resp.Price = tempResp.Orders[x].Price
resp.Amount = tempResp.Orders[x].Amount
resp.Date = time.Unix(tempResp.Orders[x].CreateTime, 0)
resp.ExecutedAmount = tempResp.Orders[x].DealAmount
resp.RemainingAmount = tempResp.Orders[x].Price - tempResp.Orders[x].DealAmount
resp.Fee, err = l.GetFeeByType(&exchange.FeeBuilder{
FeeType: exchange.CryptocurrencyTradeFee,
Amount: tempResp.Orders[x].Amount,
PurchasePrice: tempResp.Orders[x].Price})
if err != nil {
resp.Fee = lbankFeeNotFound
}
finalResp = append(finalResp, resp)
b++
}
}
}
return finalResp, nil
}
// GetFeeByType returns an estimate of fee based on the type of transaction *
func (l *Lbank) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
var resp float64
if feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
return feeBuilder.Amount * feeBuilder.PurchasePrice * 0.002, nil
}
if feeBuilder.FeeType == exchange.CryptocurrencyWithdrawalFee {
withdrawalFee, err := l.GetWithdrawConfig(feeBuilder.Pair.Base.Lower().String())
if err != nil {
return resp, err
}
for i := range withdrawalFee {
if !strings.EqualFold(withdrawalFee[i].AssetCode, feeBuilder.Pair.Base.String()) {
continue
}
if withdrawalFee[i].Fee == "" {
return 0, nil
}
resp, err = strconv.ParseFloat(withdrawalFee[i].Fee, 64)
if err != nil {
return resp, err
}
}
}
return resp, nil
}
// GetAllOpenOrderID returns all open orders by currency pairs
func (l *Lbank) getAllOpenOrderID() (map[string][]string, error) {
allPairs, err := l.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
resp := make(map[string][]string)
for a := range allPairs {
fpair, err := l.FormatExchangeCurrency(allPairs[a], asset.Spot)
if err != nil {
return nil, err
}
b := int64(1)
tempResp, err := l.GetOpenOrders(fpair.String(),
strconv.FormatInt(b, 10),
"200")
if err != nil {
return resp, err
}
tempData := len(tempResp.Orders)
for tempData != 0 {
tempResp, err = l.GetOpenOrders(fpair.String(),
strconv.FormatInt(b, 10),
"200")
if err != nil {
return resp, err
}
if len(tempResp.Orders) == 0 {
return resp, nil
}
for c := 0; c < tempData; c++ {
resp[fpair.String()] = append(resp[fpair.String()],
tempResp.Orders[c].OrderID)
}
tempData = len(tempResp.Orders)
b++
}
}
return resp, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (l *Lbank) ValidateCredentials(assetType asset.Item) error {
_, err := l.UpdateAccountInfo(assetType)
return l.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (l *Lbank) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin, kline.ThreeMin,
kline.FiveMin, kline.FifteenMin, kline.ThirtyMin:
return "minute" + in.Short()[:len(in.Short())-1]
case kline.OneHour, kline.FourHour,
kline.EightHour, kline.TwelveHour:
return "hour" + in.Short()[:len(in.Short())-1]
case kline.OneDay:
return "day1"
case kline.OneWeek:
return "week1"
}
return ""
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (l *Lbank) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := l.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
formattedPair, err := l.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
data, err := l.GetKlines(formattedPair.String(),
strconv.FormatInt(int64(l.Features.Enabled.Kline.ResultLimit), 10),
l.FormatExchangeKlineInterval(interval),
strconv.FormatInt(start.Unix(), 10))
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: l.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
for x := range data {
ret.Candles = append(ret.Candles, kline.Candle{
Time: time.Unix(data[x].TimeStamp, 0),
Open: data[x].OpenPrice,
High: data[x].HigestPrice,
Low: data[x].LowestPrice,
Close: data[x].ClosePrice,
Volume: data[x].TradingVolume,
})
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (l *Lbank) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := l.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: l.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
dates := kline.CalculateCandleDateRanges(start, end, interval, l.Features.Enabled.Kline.ResultLimit)
formattedPair, err := l.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
for x := range dates.Ranges {
var data []KlineResponse
data, err = l.GetKlines(formattedPair.String(),
strconv.FormatInt(int64(l.Features.Enabled.Kline.ResultLimit), 10),
l.FormatExchangeKlineInterval(interval),
strconv.FormatInt(dates.Ranges[x].Start.Ticks, 10))
if err != nil {
return kline.Item{}, err
}
for i := range data {
if data[i].TimeStamp < dates.Ranges[x].Start.Ticks || data[i].TimeStamp > dates.Ranges[x].End.Ticks {
continue
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: time.Unix(data[i].TimeStamp, 0).UTC(),
Open: data[i].OpenPrice,
High: data[i].HigestPrice,
Low: data[i].LowestPrice,
Close: data[i].ClosePrice,
Volume: data[i].TradingVolume,
})
}
}
err = dates.VerifyResultsHaveData(ret.Candles)
if err != nil {
log.Warnf(log.ExchangeSys, "%s - %s", l.Name, err)
}
ret.RemoveDuplicates()
ret.RemoveOutsideRange(start, end)
ret.SortCandlesByTimestamp(false)
return ret, nil
}