Files
gocryptotrader/exchanges/poloniex/poloniex_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

889 lines
25 KiB
Go

package poloniex
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/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (p *Poloniex) GetDefaultConfig() (*config.ExchangeConfig, error) {
p.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = p.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = p.BaseCurrencies
err := p.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if p.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = p.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default settings for poloniex
func (p *Poloniex) SetDefaults() {
p.Name = "Poloniex"
p.Enabled = true
p.Verbose = true
p.API.CredentialsValidator.RequiresKey = true
p.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{
Delimiter: currency.UnderscoreDelimiter,
Uppercase: true,
}
configFmt := &currency.PairFormat{
Delimiter: currency.UnderscoreDelimiter,
Uppercase: true,
}
err := p.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
p.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
CancelOrders: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.NoFiatWithdrawals,
Kline: kline.ExchangeCapabilitiesSupported{
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.TwoHour.Word(): true,
kline.FourHour.Word(): true,
kline.OneDay.Word(): true,
},
},
},
}
p.Requester = request.New(p.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
p.API.Endpoints = p.NewEndpoints()
err = p.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: poloniexAPIURL,
exchange.WebsocketSpot: poloniexWebsocketAddress,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
p.Websocket = stream.New()
p.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
p.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
p.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets user exchange configuration settings
func (p *Poloniex) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
p.SetEnabled(false)
return nil
}
err := p.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, err := p.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = p.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: poloniexWebsocketAddress,
ExchangeName: exch.Name,
RunningURL: wsRunningURL,
Connector: p.WsConnect,
Subscriber: p.Subscribe,
UnSubscriber: p.Unsubscribe,
GenerateSubscriptions: p.GenerateDefaultSubscriptions,
Features: &p.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
SortBufferByUpdateIDs: true,
})
if err != nil {
return err
}
return p.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the Poloniex go routine
func (p *Poloniex) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
p.Run()
wg.Done()
}()
}
// Run implements the Poloniex wrapper
func (p *Poloniex) Run() {
if p.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s (url: %s).\n",
p.Name,
common.IsEnabled(p.Websocket.IsEnabled()),
poloniexWebsocketAddress)
p.PrintEnabledPairs()
}
forceUpdate := false
avail, err := p.GetAvailablePairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
p.Name,
err)
return
}
if common.StringDataCompare(avail.Strings(), "BTC_USDT") {
log.Warnf(log.ExchangeSys,
"%s contains invalid pair, forcing upgrade of available currencies.\n",
p.Name)
forceUpdate = true
}
if !p.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = p.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
p.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (p *Poloniex) FetchTradablePairs(asset asset.Item) ([]string, error) {
resp, err := p.GetTicker()
if err != nil {
return nil, err
}
var currencies []string
for x := range resp {
currencies = append(currencies, x)
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (p *Poloniex) UpdateTradablePairs(forceUpgrade bool) error {
pairs, err := p.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
ps, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return p.UpdatePairs(ps, asset.Spot, false, forceUpgrade)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (p *Poloniex) UpdateTicker(currencyPair currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tick, err := p.GetTicker()
if err != nil {
return nil, err
}
enabledPairs, err := p.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
for i := range enabledPairs {
fpair, err := p.FormatExchangeCurrency(enabledPairs[i], assetType)
if err != nil {
return nil, err
}
curr := fpair.String()
if _, ok := tick[curr]; !ok {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: enabledPairs[i],
Ask: tick[curr].LowestAsk,
Bid: tick[curr].HighestBid,
High: tick[curr].High24Hr,
Last: tick[curr].Last,
Low: tick[curr].Low24Hr,
Volume: tick[curr].BaseVolume,
QuoteVolume: tick[curr].QuoteVolume,
ExchangeName: p.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
return ticker.GetTicker(p.Name, currencyPair, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (p *Poloniex) FetchTicker(currencyPair currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(p.Name, currencyPair, assetType)
if err != nil {
return p.UpdateTicker(currencyPair, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (p *Poloniex) FetchOrderbook(currencyPair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(p.Name, currencyPair, assetType)
if err != nil {
return p.UpdateOrderbook(currencyPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (p *Poloniex) UpdateOrderbook(c currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
callingBook := &orderbook.Base{
Exchange: p.Name,
Pair: c,
Asset: assetType,
VerifyOrderbook: p.CanVerifyOrderbook,
}
orderbookNew, err := p.GetOrderbook("", poloniexMaxOrderbookDepth)
if err != nil {
return callingBook, err
}
enabledPairs, err := p.GetEnabledPairs(assetType)
if err != nil {
return callingBook, err
}
for i := range enabledPairs {
book := &orderbook.Base{
Exchange: p.Name,
Pair: enabledPairs[i],
Asset: assetType,
VerifyOrderbook: p.CanVerifyOrderbook,
}
fpair, err := p.FormatExchangeCurrency(enabledPairs[i], assetType)
if err != nil {
return book, err
}
data, ok := orderbookNew.Data[fpair.String()]
if !ok {
continue
}
for y := range data.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: data.Bids[y].Amount,
Price: data.Bids[y].Price,
})
}
for y := range data.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: data.Asks[y].Amount,
Price: data.Asks[y].Price,
})
}
err = book.Process()
if err != nil {
return book, err
}
}
return orderbook.Get(p.Name, c, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// Poloniex exchange
func (p *Poloniex) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var response account.Holdings
response.Exchange = p.Name
accountBalance, err := p.GetBalances()
if err != nil {
return response, err
}
var currencies []account.Balance
for x, y := range accountBalance.Currency {
var exchangeCurrency account.Balance
exchangeCurrency.CurrencyName = currency.NewCode(x)
exchangeCurrency.TotalValue = y
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, account.SubAccount{
Currencies: currencies,
})
err = account.Process(&response)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (p *Poloniex) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(p.Name, assetType)
if err != nil {
return p.UpdateAccountInfo(assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (p *Poloniex) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (p *Poloniex) 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 (p *Poloniex) GetRecentTrades(currencyPair currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return p.GetHistoricTrades(currencyPair, assetType, time.Now().Add(-time.Minute*15), time.Now())
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (p *Poloniex) GetHistoricTrades(currencyPair 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
currencyPair, err = p.FormatExchangeCurrency(currencyPair, assetType)
if err != nil {
return nil, err
}
var resp []trade.Data
ts := timestampStart
allTrades:
for {
var tradeData []TradeHistory
tradeData, err = p.GetTradeHistory(currencyPair.String(), ts.Unix(), timestampEnd.Unix())
if err != nil {
return nil, err
}
for i := range tradeData {
var tt time.Time
tt, err = time.Parse(common.SimpleTimeFormat, tradeData[i].Date)
if err != nil {
return nil, err
}
if (tt.Before(timestampStart) && !timestampStart.IsZero()) || (tt.After(timestampEnd) && !timestampEnd.IsZero()) {
break allTrades
}
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Type)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: p.Name,
TID: strconv.FormatInt(tradeData[i].TradeID, 10),
CurrencyPair: currencyPair,
AssetType: assetType,
Side: side,
Price: tradeData[i].Rate,
Amount: tradeData[i].Amount,
Timestamp: tt,
})
if i == len(tradeData)-1 {
if ts.Equal(tt) {
// reached end of trades to crawl
break allTrades
}
if timestampStart.IsZero() {
break allTrades
}
ts = tt
}
}
}
err = p.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
resp = trade.FilterTradesByTime(resp, timestampStart, timestampEnd)
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// SubmitOrder submits a new order
func (p *Poloniex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
fPair, err := p.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return submitOrderResponse, err
}
fillOrKill := s.Type == order.Market
isBuyOrder := s.Side == order.Buy
response, err := p.PlaceOrder(fPair.String(),
s.Price,
s.Amount,
false,
fillOrKill,
isBuyOrder)
if err != nil {
return submitOrderResponse, err
}
if response.OrderNumber > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response.OrderNumber, 10)
}
submitOrderResponse.IsOrderPlaced = true
if s.Type == order.Market {
submitOrderResponse.FullyMatched = true
}
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (p *Poloniex) ModifyOrder(action *order.Modify) (string, error) {
if err := action.Validate(); err != nil {
return "", err
}
oID, err := strconv.ParseInt(action.ID, 10, 64)
if err != nil {
return "", err
}
resp, err := p.MoveOrder(oID,
action.Price,
action.Amount,
action.PostOnly,
action.ImmediateOrCancel)
if err != nil {
return "", err
}
return strconv.FormatInt(resp.OrderNumber, 10), nil
}
// CancelOrder cancels an order by its corresponding ID number
func (p *Poloniex) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.ID, 10, 64)
if err != nil {
return err
}
return p.CancelExistingOrder(orderIDInt)
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (p *Poloniex) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (p *Poloniex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := p.GetOpenOrdersForAllCurrencies()
if err != nil {
return cancelAllOrdersResponse, err
}
for key := range openOrders.Data {
for i := range openOrders.Data[key] {
err = p.CancelExistingOrder(openOrders.Data[key][i].OrderNumber)
if err != nil {
id := strconv.FormatInt(openOrders.Data[key][i].OrderNumber, 10)
cancelAllOrdersResponse.Status[id] = err.Error()
}
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (p *Poloniex) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
orderInfo := order.Detail{
Exchange: p.Name,
Pair: pair,
}
trades, err := p.GetAuthenticatedOrderTrades(orderID)
if err != nil && !strings.Contains(err.Error(), "Order not found") {
return orderInfo, err
}
for i := range trades {
var tradeHistory order.TradeHistory
tradeHistory.Exchange = p.Name
tradeHistory.Side, err = order.StringToOrderSide(trades[i].Type)
if err != nil {
return orderInfo, err
}
tradeHistory.TID = strconv.FormatInt(trades[i].GlobalTradeID, 10)
tradeHistory.Timestamp, err = time.Parse(common.SimpleTimeFormat, trades[i].Date)
if err != nil {
return orderInfo, err
}
tradeHistory.Price = trades[i].Rate
tradeHistory.Amount = trades[i].Amount
tradeHistory.Total = trades[i].Total
tradeHistory.Fee = trades[i].Fee
orderInfo.Trades = append(orderInfo.Trades, tradeHistory)
}
resp, err := p.GetAuthenticatedOrderStatus(orderID)
if err != nil {
if len(orderInfo.Trades) > 0 { // on closed orders return trades only
if strings.Contains(err.Error(), "Order not found") {
orderInfo.Status = order.Closed
}
return orderInfo, nil
}
return orderInfo, err
}
orderInfo.Status, _ = order.StringToOrderStatus(resp.Status)
orderInfo.Price = resp.Rate
orderInfo.Amount = resp.Amount
orderInfo.Cost = resp.Total
orderInfo.Fee = resp.Fee
orderInfo.TargetAmount = resp.StartingAmount
orderInfo.Side, err = order.StringToOrderSide(resp.Type)
if err != nil {
return orderInfo, err
}
orderInfo.Date, err = time.Parse(common.SimpleTimeFormat, resp.Date)
if err != nil {
return orderInfo, err
}
return orderInfo, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (p *Poloniex) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
a, err := p.GetDepositAddresses()
if err != nil {
return "", err
}
address, ok := a.Addresses[cryptocurrency.Upper().String()]
if !ok {
return "", fmt.Errorf("cannot find deposit address for %s",
cryptocurrency)
}
return address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (p *Poloniex) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := p.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.Crypto.Address, withdrawRequest.Amount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
Status: v.Response,
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (p *Poloniex) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (p *Poloniex) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (p *Poloniex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (!p.AllowAuthenticatedRequest() || p.SkipAuthCheck) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return p.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (p *Poloniex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
resp, err := p.GetOpenOrdersForAllCurrencies()
if err != nil {
return nil, err
}
format, err := p.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for key := range resp.Data {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(key, format.Delimiter)
if err != nil {
return nil, err
}
for i := range resp.Data[key] {
orderSide := order.Side(strings.ToUpper(resp.Data[key][i].Type))
orderDate, err := time.Parse(common.SimpleTimeFormat, resp.Data[key][i].Date)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
p.Name,
"GetActiveOrders",
resp.Data[key][i].OrderNumber,
resp.Data[key][i].Date)
}
orders = append(orders, order.Detail{
ID: strconv.FormatInt(resp.Data[key][i].OrderNumber, 10),
Side: orderSide,
Amount: resp.Data[key][i].Amount,
Date: orderDate,
Price: resp.Data[key][i].Rate,
Pair: symbol,
Exchange: p.Name,
})
}
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (p *Poloniex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
resp, err := p.GetAuthenticatedTradeHistory(req.StartTime.Unix(),
req.EndTime.Unix(),
10000)
if err != nil {
return nil, err
}
format, err := p.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for key := range resp.Data {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(key, format.Delimiter)
if err != nil {
return nil, err
}
for i := range resp.Data[key] {
orderSide := order.Side(strings.ToUpper(resp.Data[key][i].Type))
orderDate, err := time.Parse(common.SimpleTimeFormat,
resp.Data[key][i].Date)
if err != nil {
log.Errorf(log.ExchangeSys,
"Exchange %v Func %v Order %v Could not parse date to unix with value of %v",
p.Name,
"GetActiveOrders",
resp.Data[key][i].OrderNumber,
resp.Data[key][i].Date)
}
orders = append(orders, order.Detail{
ID: strconv.FormatInt(resp.Data[key][i].GlobalTradeID, 10),
Side: orderSide,
Amount: resp.Data[key][i].Amount,
Date: orderDate,
Price: resp.Data[key][i].Rate,
Pair: symbol,
Exchange: p.Name,
})
}
}
order.FilterOrdersByCurrencies(&orders, req.Pairs)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (p *Poloniex) ValidateCredentials(assetType asset.Item) error {
_, err := p.UpdateAccountInfo(assetType)
return p.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (p *Poloniex) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := p.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
formattedPair, err := p.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
// we use Truncate here to round star to the nearest even number that matches the requested interval
// example 10:17 with an interval of 15 minutes will go down 10:15
// this is due to poloniex returning a non-complete candle if the time does not match
candles, err := p.GetChartData(formattedPair.String(),
start.Truncate(interval.Duration()), end,
p.FormatExchangeKlineInterval(interval))
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: p.Name,
Interval: interval,
Pair: pair,
Asset: a,
}
for x := range candles {
ret.Candles = append(ret.Candles, kline.Candle{
Time: time.Unix(candles[x].Date, 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 (p *Poloniex) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return p.GetHistoricCandles(pair, a, start, end, interval)
}