mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-01 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
889 lines
25 KiB
Go
889 lines
25 KiB
Go
package poloniex
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import (
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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 (p *Poloniex) GetDefaultConfig() (*config.ExchangeConfig, error) {
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p.SetDefaults()
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exchCfg := new(config.ExchangeConfig)
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exchCfg.Name = p.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = p.BaseCurrencies
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err := p.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 p.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = p.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 settings for poloniex
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func (p *Poloniex) SetDefaults() {
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p.Name = "Poloniex"
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p.Enabled = true
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p.Verbose = true
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p.API.CredentialsValidator.RequiresKey = true
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p.API.CredentialsValidator.RequiresSecret = true
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requestFmt := ¤cy.PairFormat{
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Delimiter: currency.UnderscoreDelimiter,
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Uppercase: true,
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}
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configFmt := ¤cy.PairFormat{
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Delimiter: currency.UnderscoreDelimiter,
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Uppercase: true,
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}
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err := p.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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p.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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TickerBatching: true,
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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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CancelOrder: true,
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CancelOrders: true,
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SubmitOrder: true,
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DepositHistory: true,
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WithdrawalHistory: true,
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UserTradeHistory: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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TradeFee: true,
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CryptoWithdrawalFee: true,
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},
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WebsocketCapabilities: protocol.Features{
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TickerFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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AuthenticatedEndpoints: true,
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GetOrders: true,
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GetOrder: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
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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.FiveMin.Word(): true,
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kline.FifteenMin.Word(): true,
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kline.ThirtyMin.Word(): true,
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kline.TwoHour.Word(): true,
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kline.FourHour.Word(): true,
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kline.OneDay.Word(): true,
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},
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},
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},
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}
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p.Requester = request.New(p.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(SetRateLimit()))
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p.API.Endpoints = p.NewEndpoints()
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err = p.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: poloniexAPIURL,
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exchange.WebsocketSpot: poloniexWebsocketAddress,
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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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p.Websocket = stream.New()
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p.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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p.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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p.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup sets user exchange configuration settings
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func (p *Poloniex) Setup(exch *config.ExchangeConfig) error {
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if !exch.Enabled {
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p.SetEnabled(false)
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return nil
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}
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err := p.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 := p.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 = p.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: poloniexWebsocketAddress,
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ExchangeName: exch.Name,
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RunningURL: wsRunningURL,
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Connector: p.WsConnect,
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Subscriber: p.Subscribe,
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UnSubscriber: p.Unsubscribe,
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GenerateSubscriptions: p.GenerateDefaultSubscriptions,
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Features: &p.Features.Supports.WebsocketCapabilities,
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OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
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BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
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SortBuffer: true,
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SortBufferByUpdateIDs: true,
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})
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if err != nil {
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return err
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}
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return p.Websocket.SetupNewConnection(stream.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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})
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}
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// Start starts the Poloniex go routine
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func (p *Poloniex) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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p.Run()
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wg.Done()
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}()
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}
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// Run implements the Poloniex wrapper
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func (p *Poloniex) Run() {
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if p.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s (url: %s).\n",
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p.Name,
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common.IsEnabled(p.Websocket.IsEnabled()),
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poloniexWebsocketAddress)
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p.PrintEnabledPairs()
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}
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forceUpdate := false
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avail, err := p.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 tradable pairs. Err: %s",
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p.Name,
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err)
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return
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}
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if common.StringDataCompare(avail.Strings(), "BTC_USDT") {
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log.Warnf(log.ExchangeSys,
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"%s contains invalid pair, forcing upgrade of available currencies.\n",
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p.Name)
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forceUpdate = true
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}
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if !p.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
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return
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}
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err = p.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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p.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 (p *Poloniex) FetchTradablePairs(asset asset.Item) ([]string, error) {
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resp, err := p.GetTicker()
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if err != nil {
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return nil, err
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}
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var currencies []string
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for x := range resp {
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currencies = append(currencies, x)
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}
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return currencies, 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 (p *Poloniex) UpdateTradablePairs(forceUpgrade bool) error {
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pairs, err := p.FetchTradablePairs(asset.Spot)
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if err != nil {
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return err
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}
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ps, err := currency.NewPairsFromStrings(pairs)
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if err != nil {
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return err
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}
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return p.UpdatePairs(ps, asset.Spot, false, forceUpgrade)
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (p *Poloniex) UpdateTicker(currencyPair currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tick, err := p.GetTicker()
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if err != nil {
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return nil, err
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}
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enabledPairs, err := p.GetEnabledPairs(assetType)
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if err != nil {
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return nil, err
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}
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for i := range enabledPairs {
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fpair, err := p.FormatExchangeCurrency(enabledPairs[i], assetType)
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if err != nil {
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return nil, err
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}
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curr := fpair.String()
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if _, ok := tick[curr]; !ok {
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continue
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Pair: enabledPairs[i],
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Ask: tick[curr].LowestAsk,
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Bid: tick[curr].HighestBid,
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High: tick[curr].High24Hr,
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Last: tick[curr].Last,
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Low: tick[curr].Low24Hr,
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Volume: tick[curr].BaseVolume,
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QuoteVolume: tick[curr].QuoteVolume,
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ExchangeName: p.Name,
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AssetType: assetType})
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if err != nil {
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return nil, err
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}
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}
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return ticker.GetTicker(p.Name, currencyPair, assetType)
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}
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// FetchTicker returns the ticker for a currency pair
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func (p *Poloniex) FetchTicker(currencyPair currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(p.Name, currencyPair, assetType)
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if err != nil {
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return p.UpdateTicker(currencyPair, assetType)
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}
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return tickerNew, nil
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}
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// FetchOrderbook returns orderbook base on the currency pair
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func (p *Poloniex) FetchOrderbook(currencyPair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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ob, err := orderbook.Get(p.Name, currencyPair, assetType)
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if err != nil {
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return p.UpdateOrderbook(currencyPair, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (p *Poloniex) UpdateOrderbook(c currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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callingBook := &orderbook.Base{
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Exchange: p.Name,
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Pair: c,
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Asset: assetType,
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VerifyOrderbook: p.CanVerifyOrderbook,
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}
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orderbookNew, err := p.GetOrderbook("", poloniexMaxOrderbookDepth)
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if err != nil {
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return callingBook, err
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}
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enabledPairs, err := p.GetEnabledPairs(assetType)
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if err != nil {
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return callingBook, err
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}
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for i := range enabledPairs {
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book := &orderbook.Base{
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Exchange: p.Name,
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Pair: enabledPairs[i],
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Asset: assetType,
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VerifyOrderbook: p.CanVerifyOrderbook,
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}
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fpair, err := p.FormatExchangeCurrency(enabledPairs[i], assetType)
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if err != nil {
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return book, err
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}
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data, ok := orderbookNew.Data[fpair.String()]
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if !ok {
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continue
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}
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for y := range data.Bids {
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book.Bids = append(book.Bids, orderbook.Item{
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Amount: data.Bids[y].Amount,
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Price: data.Bids[y].Price,
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})
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}
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for y := range data.Asks {
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book.Asks = append(book.Asks, orderbook.Item{
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Amount: data.Asks[y].Amount,
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Price: data.Asks[y].Price,
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})
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}
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err = book.Process()
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if err != nil {
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return book, err
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}
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}
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return orderbook.Get(p.Name, c, assetType)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies for the
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// Poloniex exchange
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func (p *Poloniex) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
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var response account.Holdings
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response.Exchange = p.Name
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accountBalance, err := p.GetBalances()
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if err != nil {
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return response, err
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}
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var currencies []account.Balance
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for x, y := range accountBalance.Currency {
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var exchangeCurrency account.Balance
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exchangeCurrency.CurrencyName = currency.NewCode(x)
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exchangeCurrency.TotalValue = y
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currencies = append(currencies, exchangeCurrency)
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}
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response.Accounts = append(response.Accounts, account.SubAccount{
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Currencies: currencies,
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})
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err = account.Process(&response)
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if err != nil {
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return account.Holdings{}, err
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}
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return response, nil
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}
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (p *Poloniex) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
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acc, err := account.GetHoldings(p.Name, assetType)
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if err != nil {
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return p.UpdateAccountInfo(assetType)
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}
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return acc, nil
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}
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// GetFundingHistory returns funding history, deposits and
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// withdrawals
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func (p *Poloniex) GetFundingHistory() ([]exchange.FundHistory, error) {
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return nil, common.ErrFunctionNotSupported
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}
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// GetWithdrawalsHistory returns previous withdrawals data
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func (p *Poloniex) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
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return nil, common.ErrNotYetImplemented
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}
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// GetRecentTrades returns the most recent trades for a currency and asset
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func (p *Poloniex) GetRecentTrades(currencyPair currency.Pair, assetType asset.Item) ([]trade.Data, error) {
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return p.GetHistoricTrades(currencyPair, assetType, time.Now().Add(-time.Minute*15), time.Now())
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}
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// GetHistoricTrades returns historic trade data within the timeframe provided
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func (p *Poloniex) GetHistoricTrades(currencyPair currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
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if timestampEnd.After(time.Now()) || timestampEnd.Before(timestampStart) {
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return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v", timestampStart, timestampEnd)
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}
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var err error
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currencyPair, err = p.FormatExchangeCurrency(currencyPair, assetType)
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if err != nil {
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return nil, err
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}
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var resp []trade.Data
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ts := timestampStart
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allTrades:
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for {
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var tradeData []TradeHistory
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tradeData, err = p.GetTradeHistory(currencyPair.String(), ts.Unix(), timestampEnd.Unix())
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if err != nil {
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return nil, err
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}
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for i := range tradeData {
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var tt time.Time
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tt, err = time.Parse(common.SimpleTimeFormat, tradeData[i].Date)
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if err != nil {
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return nil, err
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}
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if (tt.Before(timestampStart) && !timestampStart.IsZero()) || (tt.After(timestampEnd) && !timestampEnd.IsZero()) {
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break allTrades
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}
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var side order.Side
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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)
|
|
}
|