mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 15:09:42 +00:00
* cmd/tools/exchange: fix regression and implement reflection so as this can dynamically scale to our interface * exchanges: add comment and fix whoopsie * exchanges: fix linter issues * wrapper_cov_tool: add actual full interface method count to get a better perceived deployment * exchanges/tool: addr glorious nits * kraken: remove string in test * exchange_template_tool: fix tmpl issue
1257 lines
35 KiB
Go
1257 lines
35 KiB
Go
package ftx
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import (
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"context"
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"errors"
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"fmt"
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"sort"
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"strconv"
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"strings"
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"sync"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
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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 (f *FTX) GetDefaultConfig() (*config.Exchange, error) {
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f.SetDefaults()
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exchCfg := new(config.Exchange)
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exchCfg.Name = f.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = f.BaseCurrencies
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err := f.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 f.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = f.UpdateTradablePairs(context.TODO(), 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 the basic defaults for FTX
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func (f *FTX) SetDefaults() {
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f.Name = "FTX"
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f.Enabled = true
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f.Verbose = true
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f.API.CredentialsValidator.RequiresKey = true
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f.API.CredentialsValidator.RequiresSecret = true
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spot := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: "/",
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: "/",
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},
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}
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futures := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: "-",
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: "-",
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},
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}
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err := f.StoreAssetPairFormat(asset.Spot, 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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err = f.StoreAssetPairFormat(asset.Futures, futures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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f.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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TickerFetching: true,
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TickerBatching: true,
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KlineFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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TradeFee: true,
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FiatDepositFee: true,
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FiatWithdrawalFee: true,
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CryptoWithdrawalFee: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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MultiChainDeposits: true,
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MultiChainWithdrawals: true,
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},
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WebsocketCapabilities: protocol.Features{
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OrderbookFetching: true,
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TradeFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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GetOrders: true,
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GetOrder: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCrypto,
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Kline: kline.ExchangeCapabilitiesSupported{
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DateRanges: true,
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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.FifteenSecond.Word(): true,
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kline.OneMin.Word(): true,
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kline.FiveMin.Word(): true,
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kline.FifteenMin.Word(): true,
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kline.OneHour.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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ResultLimit: 5000,
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},
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},
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}
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f.Requester = request.New(f.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(request.NewBasicRateLimit(ratePeriod, rateLimit)))
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f.API.Endpoints = f.NewEndpoints()
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err = f.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: ftxAPIURL,
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exchange.WebsocketSpot: ftxWSURL,
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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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f.Websocket = stream.New()
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f.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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f.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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f.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup takes in the supplied exchange configuration details and sets params
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func (f *FTX) Setup(exch *config.Exchange) error {
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err := exch.Validate()
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if err != nil {
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return err
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}
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if !exch.Enabled {
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f.SetEnabled(false)
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return nil
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}
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err = f.SetupDefaults(exch)
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if err != nil {
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return err
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}
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wsEndpoint, err := f.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 = f.Websocket.Setup(&stream.WebsocketSetup{
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ExchangeConfig: exch,
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DefaultURL: ftxWSURL,
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RunningURL: wsEndpoint,
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Connector: f.WsConnect,
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Subscriber: f.Subscribe,
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Unsubscriber: f.Unsubscribe,
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GenerateSubscriptions: f.GenerateDefaultSubscriptions,
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Features: &f.Features.Supports.WebsocketCapabilities,
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TradeFeed: f.Features.Enabled.TradeFeed,
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FillsFeed: f.Features.Enabled.FillsFeed,
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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 f.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 FTX go routine
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func (f *FTX) Start(wg *sync.WaitGroup) error {
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if wg == nil {
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return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
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}
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wg.Add(1)
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go func() {
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f.Run()
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wg.Done()
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}()
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return nil
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}
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// Run implements the FTX wrapper
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func (f *FTX) Run() {
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if f.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s.",
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f.Name,
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common.IsEnabled(f.Websocket.IsEnabled()))
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f.PrintEnabledPairs()
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}
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err := f.UpdateOrderExecutionLimits(context.TODO(), "")
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to set exchange order execution limits. Err: %v",
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f.Name,
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err)
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}
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if !f.GetEnabledFeatures().AutoPairUpdates {
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return
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}
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err = f.UpdateTradablePairs(context.TODO(), false)
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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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f.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 (f *FTX) FetchTradablePairs(ctx context.Context, a asset.Item) ([]string, error) {
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if !f.SupportsAsset(a) {
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return nil, fmt.Errorf("asset type of %s is not supported by %s", a, f.Name)
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}
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markets, err := f.GetMarkets(ctx)
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if err != nil {
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return nil, err
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}
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format, err := f.GetPairFormat(a, false)
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if err != nil {
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return nil, err
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}
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var pairs []string
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switch a {
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case asset.Spot:
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for x := range markets {
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if markets[x].MarketType == spotString {
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curr, err := currency.NewPairFromString(markets[x].Name)
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, format.Format(curr))
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}
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}
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case asset.Futures:
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for x := range markets {
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if markets[x].MarketType == futuresString {
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curr, err := currency.NewPairFromString(markets[x].Name)
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, format.Format(curr))
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}
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}
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}
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return pairs, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (f *FTX) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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assets := f.GetAssetTypes(false)
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for x := range assets {
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pairs, err := f.FetchTradablePairs(ctx, assets[x])
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if err != nil {
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return err
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}
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p, err := currency.NewPairsFromStrings(pairs)
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if err != nil {
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return err
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}
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err = f.UpdatePairs(p, assets[x], false, forceUpdate)
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if err != nil {
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return err
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}
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}
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return nil
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}
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// UpdateTickers updates the ticker for all currency pairs of a given asset type
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func (f *FTX) UpdateTickers(ctx context.Context, a asset.Item) error {
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allPairs, err := f.GetEnabledPairs(a)
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if err != nil {
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return err
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}
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markets, err := f.GetMarkets(ctx)
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if err != nil {
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return err
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}
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for p := range allPairs {
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formattedPair, err := f.FormatExchangeCurrency(allPairs[p], a)
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if err != nil {
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return err
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}
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for x := range markets {
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if markets[x].Name != formattedPair.String() {
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continue
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}
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var resp ticker.Price
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resp.Pair, err = currency.NewPairFromString(markets[x].Name)
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if err != nil {
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return err
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}
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resp.Last = markets[x].Last
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resp.Bid = markets[x].Bid
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resp.Ask = markets[x].Ask
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resp.LastUpdated = time.Now()
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resp.AssetType = a
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resp.ExchangeName = f.Name
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err = ticker.ProcessTicker(&resp)
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if err != nil {
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return err
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}
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}
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}
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return nil
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (f *FTX) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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formattedPair, err := f.FormatExchangeCurrency(p, a)
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if err != nil {
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return nil, err
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}
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market, err := f.GetMarket(ctx, formattedPair.String())
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if err != nil {
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return nil, err
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}
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var resp ticker.Price
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resp.Pair, err = currency.NewPairFromString(market.Name)
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if err != nil {
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return nil, err
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}
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resp.Last = market.Last
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resp.Bid = market.Bid
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resp.Ask = market.Ask
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resp.LastUpdated = time.Now()
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resp.AssetType = a
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resp.ExchangeName = f.Name
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err = ticker.ProcessTicker(&resp)
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if err != nil {
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return nil, err
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}
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return ticker.GetTicker(f.Name, p, a)
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}
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// FetchTicker returns the ticker for a currency pair
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func (f *FTX) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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tickerNew, err := ticker.GetTicker(f.Name, p, assetType)
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if err != nil {
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return f.UpdateTicker(ctx, p, 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 (f *FTX) FetchOrderbook(ctx context.Context, c currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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ob, err := orderbook.Get(f.Name, c, assetType)
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if err != nil {
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return f.UpdateOrderbook(ctx, c, 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 (f *FTX) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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book := &orderbook.Base{
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Exchange: f.Name,
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Pair: p,
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Asset: assetType,
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VerifyOrderbook: f.CanVerifyOrderbook,
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}
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formattedPair, err := f.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return book, err
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}
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tempResp, err := f.GetOrderbook(ctx, formattedPair.String(), 100)
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if err != nil {
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return book, err
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}
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for x := range tempResp.Bids {
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book.Bids = append(book.Bids, orderbook.Item{
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Amount: tempResp.Bids[x].Size,
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Price: tempResp.Bids[x].Price})
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}
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for y := range tempResp.Asks {
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book.Asks = append(book.Asks, orderbook.Item{
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Amount: tempResp.Asks[y].Size,
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Price: tempResp.Asks[y].Price})
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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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return orderbook.Get(f.Name, p, assetType)
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}
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// UpdateAccountInfo retrieves balances for all enabled currencies
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func (f *FTX) UpdateAccountInfo(ctx context.Context, a asset.Item) (account.Holdings, error) {
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var resp account.Holdings
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var data AllWalletBalances
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if f.API.Credentials.Subaccount != "" {
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balances, err := f.GetBalances(ctx)
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if err != nil {
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return resp, err
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}
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data = make(AllWalletBalances)
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data[f.API.Credentials.Subaccount] = balances
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} else {
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// Get all wallet balances used so we can transfer between accounts if
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// needed.
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var err error
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data, err = f.GetAllWalletBalances(ctx)
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if err != nil {
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return resp, err
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}
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}
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for subName, balances := range data {
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// "main" defines the main account in the sub account list
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var acc = account.SubAccount{ID: subName, AssetType: a}
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for x := range balances {
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c := currency.NewCode(balances[x].Coin)
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hold := balances[x].Total - balances[x].Free
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acc.Currencies = append(acc.Currencies,
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account.Balance{CurrencyName: c,
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TotalValue: balances[x].Total,
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Hold: hold})
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}
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resp.Accounts = append(resp.Accounts, acc)
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}
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resp.Exchange = f.Name
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if err := account.Process(&resp); err != nil {
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return account.Holdings{}, err
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}
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return resp, nil
|
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}
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|
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// FetchAccountInfo retrieves balances for all enabled currencies
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func (f *FTX) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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acc, err := account.GetHoldings(f.Name, assetType)
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if err != nil {
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return f.UpdateAccountInfo(ctx, assetType)
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}
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return acc, nil
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}
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|
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// GetFundingHistory returns funding history, deposits and
|
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// withdrawals
|
|
func (f *FTX) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
|
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var resp []exchange.FundHistory
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depositData, err := f.FetchDepositHistory(ctx)
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if err != nil {
|
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return resp, err
|
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}
|
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for x := range depositData {
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var tempData exchange.FundHistory
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tempData.Fee = depositData[x].Fee
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tempData.Timestamp = depositData[x].Time
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tempData.ExchangeName = f.Name
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tempData.CryptoToAddress = depositData[x].Address.Address
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tempData.CryptoTxID = depositData[x].TxID
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tempData.CryptoChain = depositData[x].Address.Method
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tempData.Status = depositData[x].Status
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tempData.Amount = depositData[x].Size
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tempData.Currency = depositData[x].Coin
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tempData.TransferID = strconv.FormatInt(depositData[x].ID, 10)
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resp = append(resp, tempData)
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}
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withdrawalData, err := f.FetchWithdrawalHistory(ctx)
|
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if err != nil {
|
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return resp, err
|
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}
|
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for y := range withdrawalData {
|
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var tempData exchange.FundHistory
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tempData.Fee = withdrawalData[y].Fee
|
|
tempData.Timestamp = withdrawalData[y].Time
|
|
tempData.ExchangeName = f.Name
|
|
tempData.CryptoToAddress = withdrawalData[y].Address
|
|
tempData.CryptoTxID = withdrawalData[y].TXID
|
|
tempData.CryptoChain = withdrawalData[y].Method
|
|
tempData.Status = withdrawalData[y].Status
|
|
tempData.Amount = withdrawalData[y].Size
|
|
tempData.Currency = withdrawalData[y].Coin
|
|
tempData.TransferID = strconv.FormatInt(withdrawalData[y].ID, 10)
|
|
resp = append(resp, tempData)
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (f *FTX) GetWithdrawalsHistory(ctx context.Context, c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
|
|
return nil, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// GetRecentTrades returns the most recent trades for a currency and asset
|
|
func (f *FTX) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
|
|
return f.GetHistoricTrades(ctx, p, assetType, time.Now().Add(-time.Minute*15), time.Now())
|
|
}
|
|
|
|
// GetHistoricTrades returns historic trade data within the timeframe provided
|
|
// FTX returns trades from the end date and iterates towards the start date
|
|
func (f *FTX) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
|
|
if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil {
|
|
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err)
|
|
}
|
|
var err error
|
|
p, err = f.FormatExchangeCurrency(p, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
endTime := timestampEnd
|
|
var resp []trade.Data
|
|
allTrades:
|
|
for {
|
|
var trades []TradeData
|
|
trades, err = f.GetTrades(ctx,
|
|
p.String(),
|
|
timestampStart.Unix(),
|
|
endTime.Unix(),
|
|
0)
|
|
if err != nil {
|
|
if errors.Is(err, errStartTimeCannotBeAfterEndTime) {
|
|
break
|
|
}
|
|
return nil, err
|
|
}
|
|
if len(trades) == 0 {
|
|
break
|
|
}
|
|
for i := 0; i < len(trades); i++ {
|
|
if timestampStart.Equal(trades[i].Time) || trades[i].Time.Before(timestampStart) {
|
|
// reached end of trades to crawl
|
|
break allTrades
|
|
}
|
|
if trades[i].Time.After(endTime) {
|
|
continue
|
|
}
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(trades[i].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
TID: strconv.FormatInt(trades[i].ID, 10),
|
|
Exchange: f.Name,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: trades[i].Price,
|
|
Amount: trades[i].Size,
|
|
Timestamp: trades[i].Time,
|
|
})
|
|
}
|
|
endTime = trades[len(trades)-1].Time
|
|
}
|
|
|
|
err = f.AddTradesToBuffer(resp...)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
sort.Sort(trade.ByDate(resp))
|
|
return trade.FilterTradesByTime(resp, timestampStart, timestampEnd), nil
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (f *FTX) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) {
|
|
var resp order.SubmitResponse
|
|
if err := s.Validate(); err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
if s.Side == order.Ask {
|
|
s.Side = order.Sell
|
|
}
|
|
if s.Side == order.Bid {
|
|
s.Side = order.Buy
|
|
}
|
|
|
|
fPair, err := f.FormatExchangeCurrency(s.Pair, s.AssetType)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
tempResp, err := f.Order(ctx,
|
|
fPair.String(),
|
|
s.Side.Lower(),
|
|
s.Type.Lower(),
|
|
s.ReduceOnly,
|
|
s.ImmediateOrCancel,
|
|
s.PostOnly,
|
|
s.ClientOrderID,
|
|
s.Price,
|
|
s.Amount)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
resp.IsOrderPlaced = true
|
|
resp.OrderID = strconv.FormatInt(tempResp.ID, 10)
|
|
return resp, nil
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (f *FTX) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) {
|
|
if err := action.Validate(); err != nil {
|
|
return order.Modify{}, err
|
|
}
|
|
|
|
if action.TriggerPrice != 0 {
|
|
a, err := f.ModifyTriggerOrder(ctx,
|
|
action.ID,
|
|
action.Type.String(),
|
|
action.Amount,
|
|
action.TriggerPrice,
|
|
action.Price,
|
|
0)
|
|
if err != nil {
|
|
return order.Modify{}, err
|
|
}
|
|
return order.Modify{
|
|
Exchange: action.Exchange,
|
|
AssetType: action.AssetType,
|
|
Pair: action.Pair,
|
|
ID: strconv.FormatInt(a.ID, 10),
|
|
|
|
Price: action.Price,
|
|
Amount: action.Amount,
|
|
TriggerPrice: action.TriggerPrice,
|
|
Type: action.Type,
|
|
}, err
|
|
}
|
|
var o OrderData
|
|
var err error
|
|
if action.ID == "" {
|
|
o, err = f.ModifyOrderByClientID(ctx,
|
|
action.ClientOrderID,
|
|
action.ClientOrderID,
|
|
action.Price,
|
|
action.Amount)
|
|
if err != nil {
|
|
return order.Modify{}, err
|
|
}
|
|
} else {
|
|
o, err = f.ModifyPlacedOrder(ctx,
|
|
action.ID,
|
|
action.ClientOrderID,
|
|
action.Price,
|
|
action.Amount)
|
|
if err != nil {
|
|
return order.Modify{}, err
|
|
}
|
|
}
|
|
return order.Modify{
|
|
Exchange: action.Exchange,
|
|
AssetType: action.AssetType,
|
|
Pair: action.Pair,
|
|
ID: strconv.FormatInt(o.ID, 10),
|
|
|
|
Price: action.Price,
|
|
Amount: action.Amount,
|
|
}, err
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (f *FTX) CancelOrder(ctx context.Context, o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
|
|
if o.ClientOrderID != "" {
|
|
_, err := f.DeleteOrderByClientID(ctx, o.ClientOrderID)
|
|
return err
|
|
}
|
|
|
|
_, err := f.DeleteOrder(ctx, o.ID)
|
|
return err
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (f *FTX) CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) {
|
|
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (f *FTX) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
|
|
if err := orderCancellation.Validate(); err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
|
|
var resp order.CancelAllResponse
|
|
formattedPair, err := f.FormatExchangeCurrency(orderCancellation.Pair, orderCancellation.AssetType)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
orders, err := f.GetOpenOrders(ctx, formattedPair.String())
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
tempMap := make(map[string]string)
|
|
for x := range orders {
|
|
_, err := f.DeleteOrder(ctx, strconv.FormatInt(orders[x].ID, 10))
|
|
if err != nil {
|
|
tempMap[strconv.FormatInt(orders[x].ID, 10)] = "Cancellation Failed"
|
|
continue
|
|
}
|
|
tempMap[strconv.FormatInt(orders[x].ID, 10)] = "Success"
|
|
}
|
|
resp.Status = tempMap
|
|
return resp, nil
|
|
}
|
|
|
|
// GetCompatible gets compatible variables for order vars
|
|
func (s *OrderData) GetCompatible(ctx context.Context, f *FTX) (OrderVars, error) {
|
|
var resp OrderVars
|
|
switch s.Side {
|
|
case order.Buy.Lower():
|
|
resp.Side = order.Buy
|
|
case order.Sell.Lower():
|
|
resp.Side = order.Sell
|
|
default:
|
|
resp.Side = order.UnknownSide
|
|
}
|
|
switch s.Status {
|
|
case strings.ToLower(order.New.String()):
|
|
resp.Status = order.New
|
|
case strings.ToLower(order.Open.String()):
|
|
resp.Status = order.Open
|
|
case closedStatus:
|
|
if s.FilledSize != 0 && s.FilledSize != s.Size {
|
|
resp.Status = order.PartiallyCancelled
|
|
}
|
|
if s.FilledSize == 0 {
|
|
resp.Status = order.Cancelled
|
|
}
|
|
if s.FilledSize == s.Size {
|
|
resp.Status = order.Filled
|
|
}
|
|
default:
|
|
resp.Status = order.AnyStatus
|
|
}
|
|
var feeBuilder exchange.FeeBuilder
|
|
feeBuilder.PurchasePrice = s.AvgFillPrice
|
|
feeBuilder.Amount = s.Size
|
|
resp.OrderType = order.Market
|
|
if strings.EqualFold(s.OrderType, order.Limit.String()) {
|
|
resp.OrderType = order.Limit
|
|
feeBuilder.IsMaker = true
|
|
}
|
|
fee, err := f.GetFee(ctx, &feeBuilder)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
resp.Fee = fee
|
|
return resp, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (f *FTX) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
|
|
var resp order.Detail
|
|
orderData, err := f.GetOrderStatus(ctx, orderID)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
p, err := currency.NewPairFromString(orderData.Market)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
orderAssetType, err := f.GetPairAssetType(p)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
resp.ID = strconv.FormatInt(orderData.ID, 10)
|
|
resp.Amount = orderData.Size
|
|
resp.ClientOrderID = orderData.ClientID
|
|
resp.Date = orderData.CreatedAt
|
|
resp.Exchange = f.Name
|
|
resp.ExecutedAmount = orderData.Size - orderData.RemainingSize
|
|
resp.Pair = p
|
|
resp.AssetType = orderAssetType
|
|
resp.Price = orderData.Price
|
|
resp.RemainingAmount = orderData.RemainingSize
|
|
orderVars, err := orderData.GetCompatible(ctx, f)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
resp.Status = orderVars.Status
|
|
resp.Side = orderVars.Side
|
|
resp.Type = orderVars.OrderType
|
|
resp.Fee = orderVars.Fee
|
|
return resp, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (f *FTX) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
|
|
a, err := f.FetchDepositAddress(ctx, cryptocurrency, chain)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &deposit.Address{
|
|
Address: a.Address,
|
|
Tag: a.Tag,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (f *FTX) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
resp, err := f.Withdraw(ctx,
|
|
withdrawRequest.Currency,
|
|
withdrawRequest.Crypto.Address,
|
|
withdrawRequest.Crypto.AddressTag,
|
|
withdrawRequest.TradePassword,
|
|
withdrawRequest.Crypto.Chain,
|
|
strconv.FormatInt(withdrawRequest.OneTimePassword, 10),
|
|
withdrawRequest.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &withdraw.ExchangeResponse{
|
|
ID: strconv.FormatInt(resp.ID, 10),
|
|
Status: resp.Status,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (f *FTX) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (f *FTX) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWebsocket returns a pointer to the exchange websocket
|
|
func (f *FTX) GetWebsocket() (*stream.Websocket, error) {
|
|
return f.Websocket, nil
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (f *FTX) GetActiveOrders(ctx context.Context, getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := getOrdersRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var resp []order.Detail
|
|
for x := range getOrdersRequest.Pairs {
|
|
assetType, err := f.GetPairAssetType(getOrdersRequest.Pairs[x])
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
formattedPair, err := f.FormatExchangeCurrency(getOrdersRequest.Pairs[x], assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var tempResp order.Detail
|
|
orderData, err := f.GetOpenOrders(ctx, formattedPair.String())
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for y := range orderData {
|
|
var p currency.Pair
|
|
p, err = currency.NewPairFromString(orderData[y].Market)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
tempResp.ID = strconv.FormatInt(orderData[y].ID, 10)
|
|
tempResp.Amount = orderData[y].Size
|
|
tempResp.AssetType = assetType
|
|
tempResp.ClientOrderID = orderData[y].ClientID
|
|
tempResp.Date = orderData[y].CreatedAt
|
|
tempResp.Exchange = f.Name
|
|
tempResp.ExecutedAmount = orderData[y].Size - orderData[y].RemainingSize
|
|
tempResp.Pair = p
|
|
tempResp.Price = orderData[y].Price
|
|
tempResp.RemainingAmount = orderData[y].RemainingSize
|
|
var orderVars OrderVars
|
|
orderVars, err = f.compatibleOrderVars(ctx,
|
|
orderData[y].Side,
|
|
orderData[y].Status,
|
|
orderData[y].OrderType,
|
|
orderData[y].Size,
|
|
orderData[y].FilledSize,
|
|
orderData[y].AvgFillPrice)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
tempResp.Status = orderVars.Status
|
|
tempResp.Side = orderVars.Side
|
|
tempResp.Type = orderVars.OrderType
|
|
tempResp.Fee = orderVars.Fee
|
|
resp = append(resp, tempResp)
|
|
}
|
|
|
|
triggerOrderData, err := f.GetOpenTriggerOrders(ctx,
|
|
formattedPair.String(),
|
|
getOrdersRequest.Type.String())
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for z := range triggerOrderData {
|
|
var p currency.Pair
|
|
p, err = currency.NewPairFromString(triggerOrderData[z].Market)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
tempResp.ID = strconv.FormatInt(triggerOrderData[z].ID, 10)
|
|
tempResp.Amount = triggerOrderData[z].Size
|
|
tempResp.AssetType = assetType
|
|
tempResp.Date = triggerOrderData[z].CreatedAt
|
|
tempResp.Exchange = f.Name
|
|
tempResp.ExecutedAmount = triggerOrderData[z].FilledSize
|
|
tempResp.Pair = p
|
|
tempResp.Price = triggerOrderData[z].AvgFillPrice
|
|
tempResp.RemainingAmount = triggerOrderData[z].Size - triggerOrderData[z].FilledSize
|
|
tempResp.TriggerPrice = triggerOrderData[z].TriggerPrice
|
|
orderVars, err := f.compatibleOrderVars(ctx,
|
|
triggerOrderData[z].Side,
|
|
triggerOrderData[z].Status,
|
|
triggerOrderData[z].OrderType,
|
|
triggerOrderData[z].Size,
|
|
triggerOrderData[z].FilledSize,
|
|
triggerOrderData[z].AvgFillPrice)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
tempResp.Status = orderVars.Status
|
|
tempResp.Side = orderVars.Side
|
|
tempResp.Type = orderVars.OrderType
|
|
tempResp.Fee = orderVars.Fee
|
|
resp = append(resp, tempResp)
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (f *FTX) GetOrderHistory(ctx context.Context, getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
|
|
if err := getOrdersRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
var resp []order.Detail
|
|
for x := range getOrdersRequest.Pairs {
|
|
var tempResp order.Detail
|
|
assetType, err := f.GetPairAssetType(getOrdersRequest.Pairs[x])
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
|
|
formattedPair, err := f.FormatExchangeCurrency(getOrdersRequest.Pairs[x],
|
|
assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orderData, err := f.FetchOrderHistory(ctx,
|
|
formattedPair.String(),
|
|
getOrdersRequest.StartTime,
|
|
getOrdersRequest.EndTime,
|
|
"")
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for y := range orderData {
|
|
var p currency.Pair
|
|
p, err = currency.NewPairFromString(orderData[y].Market)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
tempResp.ID = strconv.FormatInt(orderData[y].ID, 10)
|
|
tempResp.Amount = orderData[y].Size
|
|
tempResp.AssetType = assetType
|
|
tempResp.AverageExecutedPrice = orderData[y].AvgFillPrice
|
|
tempResp.ClientOrderID = orderData[y].ClientID
|
|
tempResp.Date = orderData[y].CreatedAt
|
|
tempResp.Exchange = f.Name
|
|
tempResp.ExecutedAmount = orderData[y].Size - orderData[y].RemainingSize
|
|
tempResp.Pair = p
|
|
tempResp.Price = orderData[y].Price
|
|
tempResp.RemainingAmount = orderData[y].RemainingSize
|
|
var orderVars OrderVars
|
|
orderVars, err = f.compatibleOrderVars(ctx,
|
|
orderData[y].Side,
|
|
orderData[y].Status,
|
|
orderData[y].OrderType,
|
|
orderData[y].Size,
|
|
orderData[y].FilledSize,
|
|
orderData[y].AvgFillPrice)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
tempResp.Status = orderVars.Status
|
|
tempResp.Side = orderVars.Side
|
|
tempResp.Type = orderVars.OrderType
|
|
tempResp.Fee = orderVars.Fee
|
|
resp = append(resp, tempResp)
|
|
}
|
|
triggerOrderData, err := f.GetTriggerOrderHistory(ctx,
|
|
formattedPair.String(),
|
|
getOrdersRequest.StartTime,
|
|
getOrdersRequest.EndTime,
|
|
strings.ToLower(getOrdersRequest.Side.String()),
|
|
strings.ToLower(getOrdersRequest.Type.String()),
|
|
"")
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for z := range triggerOrderData {
|
|
var p currency.Pair
|
|
p, err = currency.NewPairFromString(triggerOrderData[z].Market)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
tempResp.ID = strconv.FormatInt(triggerOrderData[z].ID, 10)
|
|
tempResp.Amount = triggerOrderData[z].Size
|
|
tempResp.AssetType = assetType
|
|
tempResp.Date = triggerOrderData[z].CreatedAt
|
|
tempResp.Exchange = f.Name
|
|
tempResp.ExecutedAmount = triggerOrderData[z].FilledSize
|
|
tempResp.Pair = p
|
|
tempResp.Price = triggerOrderData[z].AvgFillPrice
|
|
tempResp.RemainingAmount = triggerOrderData[z].Size - triggerOrderData[z].FilledSize
|
|
tempResp.TriggerPrice = triggerOrderData[z].TriggerPrice
|
|
orderVars, err := f.compatibleOrderVars(ctx,
|
|
triggerOrderData[z].Side,
|
|
triggerOrderData[z].Status,
|
|
triggerOrderData[z].OrderType,
|
|
triggerOrderData[z].Size,
|
|
triggerOrderData[z].FilledSize,
|
|
triggerOrderData[z].AvgFillPrice)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
tempResp.Status = orderVars.Status
|
|
tempResp.Side = orderVars.Side
|
|
tempResp.Type = orderVars.OrderType
|
|
tempResp.Fee = orderVars.Fee
|
|
tempResp.InferCostsAndTimes()
|
|
resp = append(resp, tempResp)
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on the type of transaction
|
|
func (f *FTX) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if feeBuilder == nil {
|
|
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
|
|
}
|
|
return f.GetFee(ctx, feeBuilder)
|
|
}
|
|
|
|
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
|
|
// which lets websocket.manageSubscriptions handle subscribing
|
|
func (f *FTX) SubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error {
|
|
return f.Websocket.SubscribeToChannels(channels)
|
|
}
|
|
|
|
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
|
|
// which lets websocket.manageSubscriptions handle unsubscribing
|
|
func (f *FTX) UnsubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error {
|
|
return f.Websocket.UnsubscribeChannels(channels)
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (f *FTX) AuthenticateWebsocket(_ context.Context) error {
|
|
return f.WsAuth()
|
|
}
|
|
|
|
// ValidateCredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (f *FTX) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := f.UpdateAccountInfo(ctx, assetType)
|
|
return f.CheckTransientError(err)
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (f *FTX) GetHistoricCandles(ctx context.Context, p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := f.ValidateKline(p, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
formattedPair, err := f.FormatExchangeCurrency(p, a)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
ohlcData, err := f.GetHistoricalData(ctx,
|
|
formattedPair.String(),
|
|
int64(interval.Duration().Seconds()),
|
|
int64(f.Features.Enabled.Kline.ResultLimit),
|
|
start,
|
|
end)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
ret := kline.Item{
|
|
Exchange: f.Name,
|
|
Pair: p,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
|
|
for x := range ohlcData {
|
|
ret.Candles = append(ret.Candles, kline.Candle{
|
|
Time: ohlcData[x].StartTime,
|
|
Open: ohlcData[x].Open,
|
|
High: ohlcData[x].High,
|
|
Low: ohlcData[x].Low,
|
|
Close: ohlcData[x].Close,
|
|
Volume: ohlcData[x].Volume,
|
|
})
|
|
}
|
|
return ret, nil
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (f *FTX) GetHistoricCandlesExtended(ctx context.Context, p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
|
|
if err := f.ValidateKline(p, a, interval); err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
ret := kline.Item{
|
|
Exchange: f.Name,
|
|
Pair: p,
|
|
Asset: a,
|
|
Interval: interval,
|
|
}
|
|
|
|
dates, err := kline.CalculateCandleDateRanges(start, end, interval, f.Features.Enabled.Kline.ResultLimit)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
formattedPair, err := f.FormatExchangeCurrency(p, a)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
for x := range dates.Ranges {
|
|
var ohlcData []OHLCVData
|
|
ohlcData, err = f.GetHistoricalData(ctx,
|
|
formattedPair.String(),
|
|
int64(interval.Duration().Seconds()),
|
|
int64(f.Features.Enabled.Kline.ResultLimit),
|
|
dates.Ranges[x].Start.Time,
|
|
dates.Ranges[x].End.Time)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
for i := range ohlcData {
|
|
ret.Candles = append(ret.Candles, kline.Candle{
|
|
Time: ohlcData[i].StartTime,
|
|
Open: ohlcData[i].Open,
|
|
High: ohlcData[i].High,
|
|
Low: ohlcData[i].Low,
|
|
Close: ohlcData[i].Close,
|
|
Volume: ohlcData[i].Volume,
|
|
})
|
|
}
|
|
}
|
|
dates.SetHasDataFromCandles(ret.Candles)
|
|
summary := dates.DataSummary(false)
|
|
if len(summary) > 0 {
|
|
log.Warnf(log.ExchangeSys, "%v - %v", f.Name, summary)
|
|
}
|
|
ret.RemoveDuplicates()
|
|
ret.RemoveOutsideRange(start, end)
|
|
ret.SortCandlesByTimestamp(false)
|
|
return ret, nil
|
|
}
|
|
|
|
// UpdateOrderExecutionLimits sets exchange executions for a required asset type
|
|
func (f *FTX) UpdateOrderExecutionLimits(ctx context.Context, _ asset.Item) error {
|
|
limits, err := f.FetchExchangeLimits(ctx)
|
|
if err != nil {
|
|
return fmt.Errorf("cannot update exchange execution limits: %w", err)
|
|
}
|
|
return f.LoadLimits(limits)
|
|
}
|
|
|
|
// GetAvailableTransferChains returns the available transfer blockchains for the specific
|
|
// cryptocurrency
|
|
func (f *FTX) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
|
|
coins, err := f.GetCoins(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var availableChains []string
|
|
for x := range coins {
|
|
if strings.EqualFold(coins[x].ID, cryptocurrency.String()) {
|
|
for y := range coins[x].Methods {
|
|
availableChains = append(availableChains, coins[x].Methods[y])
|
|
}
|
|
}
|
|
}
|
|
return availableChains, nil
|
|
}
|