Files
gocryptotrader/exchanges/zb/zb_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

957 lines
26 KiB
Go

package zb
import (
"errors"
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"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 (z *ZB) GetDefaultConfig() (*config.ExchangeConfig, error) {
z.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = z.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = z.BaseCurrencies
err := z.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if z.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = z.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default values for the exchange
func (z *ZB) SetDefaults() {
z.Name = "ZB"
z.Enabled = true
z.Verbose = true
z.API.CredentialsValidator.RequiresKey = true
z.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter}
configFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter, Uppercase: true}
err := z.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
z.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
Subscribe: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
CancelOrder: true,
SubmitOrder: true,
MessageCorrelation: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.NoFiatWithdrawals,
Kline: kline.ExchangeCapabilitiesSupported{
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.ThreeMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.TwoHour.Word(): true,
kline.FourHour.Word(): true,
kline.SixHour.Word(): true,
kline.TwelveHour.Word(): true,
kline.OneDay.Word(): true,
kline.ThreeDay.Word(): true,
kline.OneWeek.Word(): true,
},
ResultLimit: 1000,
},
},
}
z.Requester = request.New(z.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
z.API.Endpoints = z.NewEndpoints()
err = z.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: zbTradeURL,
exchange.RestSpotSupplementary: zbMarketURL,
exchange.WebsocketSpot: zbWebsocketAPI,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
z.Websocket = stream.New()
z.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
z.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
}
// Setup sets user configuration
func (z *ZB) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
z.SetEnabled(false)
return nil
}
err := z.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, err := z.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = z.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: zbWebsocketAPI,
ExchangeName: exch.Name,
RunningURL: wsRunningURL,
Connector: z.WsConnect,
GenerateSubscriptions: z.GenerateDefaultSubscriptions,
Subscriber: z.Subscribe,
Features: &z.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
})
if err != nil {
return err
}
return z.Websocket.SetupNewConnection(stream.ConnectionSetup{
URL: z.Websocket.GetWebsocketURL(),
RateLimit: zbWebsocketRateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the OKEX go routine
func (z *ZB) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
z.Run()
wg.Done()
}()
}
// Run implements the OKEX wrapper
func (z *ZB) Run() {
if z.Verbose {
z.PrintEnabledPairs()
}
if !z.GetEnabledFeatures().AutoPairUpdates {
return
}
err := z.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", z.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (z *ZB) FetchTradablePairs(asset asset.Item) ([]string, error) {
markets, err := z.GetMarkets()
if err != nil {
return nil, err
}
var currencies []string
for x := range markets {
currencies = append(currencies, x)
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (z *ZB) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := z.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return z.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (z *ZB) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
result, err := z.GetTickers()
if err != nil {
return nil, err
}
enabledPairs, err := z.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
for x := range enabledPairs {
// We can't use either pair format here, so format it to lower-
// case and without any delimiter
curr := enabledPairs[x].Format("", false).String()
if _, ok := result[curr]; !ok {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: enabledPairs[x],
High: result[curr].High,
Last: result[curr].Last,
Ask: result[curr].Sell,
Bid: result[curr].Buy,
Low: result[curr].Low,
Volume: result[curr].Volume,
ExchangeName: z.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
return ticker.GetTicker(z.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (z *ZB) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(z.Name, p, assetType)
if err != nil {
return z.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (z *ZB) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(z.Name, p, assetType)
if err != nil {
return z.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (z *ZB) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: z.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: z.CanVerifyOrderbook,
}
currFormat, err := z.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := z.GetOrderbook(currFormat.String())
if err != nil {
return book, err
}
for x := range orderbookNew.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Bids[x][1],
Price: orderbookNew.Bids[x][0],
})
}
for x := range orderbookNew.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Asks[x][1],
Price: orderbookNew.Asks[x][0],
})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(z.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// ZB exchange
func (z *ZB) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var balances []account.Balance
var coins []AccountsResponseCoin
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
resp, err := z.wsGetAccountInfoRequest()
if err != nil {
return info, err
}
coins = resp.Data.Coins
} else {
bal, err := z.GetAccountInformation()
if err != nil {
return info, err
}
coins = bal.Result.Coins
}
for i := range coins {
hold, err := strconv.ParseFloat(coins[i].Freeze, 64)
if err != nil {
return info, err
}
avail, err := strconv.ParseFloat(coins[i].Available, 64)
if err != nil {
return info, err
}
balances = append(balances, account.Balance{
CurrencyName: currency.NewCode(coins[i].EnName),
TotalValue: hold + avail,
Hold: hold,
})
}
info.Exchange = z.Name
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: balances,
})
err := account.Process(&info)
if err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (z *ZB) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(z.Name, assetType)
if err != nil {
return z.UpdateAccountInfo(assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (z *ZB) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (z *ZB) 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 (z *ZB) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = z.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var tradeData TradeHistory
tradeData, err = z.GetTrades(p.String())
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData {
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Type)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: z.Name,
TID: strconv.FormatInt(tradeData[i].Tid, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: time.Unix(tradeData[i].Date, 0),
})
}
err = z.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (z *ZB) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (z *ZB) SubmitOrder(o *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
err := o.Validate()
if err != nil {
return submitOrderResponse, err
}
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var isBuyOrder int64
if o.Side == order.Buy {
isBuyOrder = 1
} else {
isBuyOrder = 0
}
var response *WsSubmitOrderResponse
response, err = z.wsSubmitOrder(o.Pair, o.Amount, o.Price, isBuyOrder)
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = strconv.FormatInt(response.Data.EntrustID, 10)
} else {
var oT SpotNewOrderRequestParamsType
if o.Side == order.Buy {
oT = SpotNewOrderRequestParamsTypeBuy
} else {
oT = SpotNewOrderRequestParamsTypeSell
}
fPair, err := z.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return submitOrderResponse, err
}
var params = SpotNewOrderRequestParams{
Amount: o.Amount,
Price: o.Price,
Symbol: fPair.Lower().String(),
Type: oT,
}
var response int64
response, err = z.SpotNewOrder(params)
if err != nil {
return submitOrderResponse, err
}
if response > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
}
}
submitOrderResponse.IsOrderPlaced = true
if o.Type == order.Market {
submitOrderResponse.FullyMatched = true
}
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (z *ZB) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (z *ZB) 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
}
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
var response *WsCancelOrderResponse
response, err = z.wsCancelOrder(o.Pair, orderIDInt)
if err != nil {
return err
}
if !response.Success {
return fmt.Errorf("%v - Could not cancel order %v", z.Name, o.ID)
}
return nil
}
fpair, err := z.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return err
}
return z.CancelExistingOrder(orderIDInt, fpair.String())
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (z *ZB) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (z *ZB) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
var allOpenOrders []Order
enabledPairs, err := z.GetEnabledPairs(asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
for x := range enabledPairs {
fPair, err := z.FormatExchangeCurrency(enabledPairs[x], asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
for y := int64(1); ; y++ {
openOrders, err := z.GetUnfinishedOrdersIgnoreTradeType(fPair.String(), y, 10)
if err != nil {
if strings.Contains(err.Error(), "3001") {
break
}
return cancelAllOrdersResponse, err
}
if len(openOrders) == 0 {
break
}
allOpenOrders = append(allOpenOrders, openOrders...)
if len(openOrders) != 10 {
break
}
}
}
for i := range allOpenOrders {
p, err := currency.NewPairFromString(allOpenOrders[i].Currency)
if err != nil {
cancelAllOrdersResponse.Status[strconv.FormatInt(allOpenOrders[i].ID, 10)] = err.Error()
continue
}
err = z.CancelOrder(&order.Cancel{
ID: strconv.FormatInt(allOpenOrders[i].ID, 10),
Pair: p,
AssetType: asset.Spot,
})
if err != nil {
cancelAllOrdersResponse.Status[strconv.FormatInt(allOpenOrders[i].ID, 10)] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (z *ZB) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (z *ZB) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
address, err := z.GetCryptoAddress(cryptocurrency)
if err != nil {
return "", err
}
return address.Message.Data.Key, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (z *ZB) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := z.Withdraw(withdrawRequest.Currency.Lower().String(),
withdrawRequest.Crypto.Address,
withdrawRequest.TradePassword,
withdrawRequest.Amount,
withdrawRequest.Crypto.FeeAmount,
false)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: v,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (z *ZB) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (z *ZB) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (z *ZB) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (!z.AllowAuthenticatedRequest() || z.SkipAuthCheck) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return z.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
// This function is not concurrency safe due to orderSide/orderType maps
func (z *ZB) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var allOrders []Order
for x := range req.Pairs {
for i := int64(1); ; i++ {
fPair, err := z.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
resp, err := z.GetUnfinishedOrdersIgnoreTradeType(fPair.String(), i, 10)
if err != nil {
if strings.Contains(err.Error(), "3001") {
break
}
return nil, err
}
if len(resp) == 0 {
break
}
allOrders = append(allOrders, resp...)
if len(resp) != 10 {
break
}
}
}
format, err := z.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range allOrders {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(allOrders[i].Currency,
format.Delimiter)
if err != nil {
return nil, err
}
orderDate := time.Unix(int64(allOrders[i].TradeDate), 0)
orderSide := orderSideMap[allOrders[i].Type]
orders = append(orders, order.Detail{
ID: strconv.FormatInt(allOrders[i].ID, 10),
Amount: allOrders[i].TotalAmount,
Exchange: z.Name,
Date: orderDate,
Price: allOrders[i].Price,
Side: orderSide,
Pair: symbol,
})
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
// This function is not concurrency safe due to orderSide/orderType maps
func (z *ZB) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
if req.Side == order.AnySide || req.Side == "" {
return nil, errors.New("specific order side is required")
}
var allOrders []Order
var orders []order.Detail
var side int64
if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for x := range req.Pairs {
for y := int64(1); ; y++ {
resp, err := z.wsGetOrdersIgnoreTradeType(req.Pairs[x], y, 10)
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp.Data...)
if len(resp.Data) != 10 {
break
}
}
}
} else {
if req.Side == order.Buy {
side = 1
}
for x := range req.Pairs {
for y := int64(1); ; y++ {
fPair, err := z.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
resp, err := z.GetOrders(fPair.String(), y, side)
if err != nil {
return nil, err
}
if len(resp) == 0 {
break
}
allOrders = append(allOrders, resp...)
if len(resp) != 10 {
break
}
}
}
}
format, err := z.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
for i := range allOrders {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(allOrders[i].Currency,
format.Delimiter)
if err != nil {
return nil, err
}
orderDate := time.Unix(int64(allOrders[i].TradeDate), 0)
orderSide := orderSideMap[allOrders[i].Type]
orders = append(orders, order.Detail{
ID: strconv.FormatInt(allOrders[i].ID, 10),
Amount: allOrders[i].TotalAmount,
Exchange: z.Name,
Date: orderDate,
Price: allOrders[i].Price,
Side: orderSide,
Pair: symbol,
})
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (z *ZB) ValidateCredentials(assetType asset.Item) error {
_, err := z.UpdateAccountInfo(assetType)
return z.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (z *ZB) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin, kline.ThreeMin,
kline.FiveMin, kline.FifteenMin, kline.ThirtyMin:
return in.Short() + "in"
case kline.OneHour, kline.TwoHour, kline.FourHour, kline.SixHour, kline.TwelveHour:
return in.Short()[:len(in.Short())-1] + "hour"
case kline.OneDay:
return "1day"
case kline.ThreeDay:
return "3day"
case kline.OneWeek:
return "1week"
}
return ""
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (z *ZB) GetHistoricCandles(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
ret, err := z.validateCandlesRequest(p, a, start, end, interval)
if err != nil {
return kline.Item{}, err
}
p, err = z.FormatExchangeCurrency(p, a)
if err != nil {
return kline.Item{}, err
}
klineParams := KlinesRequestParams{
Type: z.FormatExchangeKlineInterval(interval),
Symbol: p.String(),
Since: convert.UnixMillis(start),
Size: int64(z.Features.Enabled.Kline.ResultLimit),
}
var candles KLineResponse
candles, err = z.GetSpotKline(klineParams)
if err != nil {
return kline.Item{}, err
}
for x := range candles.Data {
if candles.Data[x].KlineTime.Before(start) || candles.Data[x].KlineTime.After(end) {
continue
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: candles.Data[x].KlineTime,
Open: candles.Data[x].Open,
High: candles.Data[x].High,
Low: candles.Data[x].Low,
Close: candles.Data[x].Close,
Volume: candles.Data[x].Volume,
})
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (z *ZB) GetHistoricCandlesExtended(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
ret, err := z.validateCandlesRequest(p, a, start, end, interval)
if err != nil {
return kline.Item{}, err
}
p, err = z.FormatExchangeCurrency(p, a)
if err != nil {
return kline.Item{}, err
}
startTime := start
allKlines:
for {
klineParams := KlinesRequestParams{
Type: z.FormatExchangeKlineInterval(interval),
Symbol: p.String(),
Since: convert.UnixMillis(startTime),
Size: int64(z.Features.Enabled.Kline.ResultLimit),
}
candles, err := z.GetSpotKline(klineParams)
if err != nil {
return kline.Item{}, err
}
for x := range candles.Data {
if candles.Data[x].KlineTime.Before(start) || candles.Data[x].KlineTime.After(end) {
continue
}
if startTime.Equal(candles.Data[x].KlineTime) {
// no new data has been sent
break allKlines
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: candles.Data[x].KlineTime,
Open: candles.Data[x].Open,
High: candles.Data[x].High,
Low: candles.Data[x].Low,
Close: candles.Data[x].Close,
Volume: candles.Data[x].Volume,
})
if x == len(candles.Data)-1 {
startTime = candles.Data[x].KlineTime
}
}
if len(candles.Data) != int(z.Features.Enabled.Kline.ResultLimit) {
break allKlines
}
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
func (z *ZB) validateCandlesRequest(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if start.Equal(end) ||
end.After(time.Now()) ||
end.Before(start) ||
(start.IsZero() && !end.IsZero()) {
return kline.Item{}, fmt.Errorf("invalid time range supplied. Start: %v End %v",
start,
end)
}
if err := z.ValidateKline(p, a, interval); err != nil {
return kline.Item{}, err
}
return kline.Item{
Exchange: z.Name,
Pair: p,
Asset: a,
Interval: interval,
}, nil
}