Files
gocryptotrader/exchanges/ftx/ftx_wrapper.go
Ryan O'Hara-Reid da3402476e tool/exchange_wrapper_coverage: fix regression and implement reflection (#837)
* 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
2021-11-17 15:41:21 +11:00

1257 lines
35 KiB
Go

package ftx
import (
"context"
"errors"
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"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 (f *FTX) GetDefaultConfig() (*config.Exchange, error) {
f.SetDefaults()
exchCfg := new(config.Exchange)
exchCfg.Name = f.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = f.BaseCurrencies
err := f.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if f.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = f.UpdateTradablePairs(context.TODO(), true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for FTX
func (f *FTX) SetDefaults() {
f.Name = "FTX"
f.Enabled = true
f.Verbose = true
f.API.CredentialsValidator.RequiresKey = true
f.API.CredentialsValidator.RequiresSecret = true
spot := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "/",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "/",
},
}
futures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
},
}
err := f.StoreAssetPairFormat(asset.Spot, spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = f.StoreAssetPairFormat(asset.Futures, futures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
f.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TickerBatching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
MultiChainDeposits: true,
MultiChainWithdrawals: true,
},
WebsocketCapabilities: protocol.Features{
OrderbookFetching: true,
TradeFetching: true,
Subscribe: true,
Unsubscribe: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.FifteenSecond.Word(): true,
kline.OneMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.OneHour.Word(): true,
kline.FourHour.Word(): true,
kline.OneDay.Word(): true,
},
ResultLimit: 5000,
},
},
}
f.Requester = request.New(f.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(request.NewBasicRateLimit(ratePeriod, rateLimit)))
f.API.Endpoints = f.NewEndpoints()
err = f.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: ftxAPIURL,
exchange.WebsocketSpot: ftxWSURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
f.Websocket = stream.New()
f.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
f.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
f.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (f *FTX) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
f.SetEnabled(false)
return nil
}
err = f.SetupDefaults(exch)
if err != nil {
return err
}
wsEndpoint, err := f.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = f.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: ftxWSURL,
RunningURL: wsEndpoint,
Connector: f.WsConnect,
Subscriber: f.Subscribe,
Unsubscriber: f.Unsubscribe,
GenerateSubscriptions: f.GenerateDefaultSubscriptions,
Features: &f.Features.Supports.WebsocketCapabilities,
TradeFeed: f.Features.Enabled.TradeFeed,
FillsFeed: f.Features.Enabled.FillsFeed,
})
if err != nil {
return err
}
return f.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the FTX go routine
func (f *FTX) Start(wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
f.Run()
wg.Done()
}()
return nil
}
// Run implements the FTX wrapper
func (f *FTX) Run() {
if f.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s.",
f.Name,
common.IsEnabled(f.Websocket.IsEnabled()))
f.PrintEnabledPairs()
}
err := f.UpdateOrderExecutionLimits(context.TODO(), "")
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to set exchange order execution limits. Err: %v",
f.Name,
err)
}
if !f.GetEnabledFeatures().AutoPairUpdates {
return
}
err = f.UpdateTradablePairs(context.TODO(), false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
f.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (f *FTX) FetchTradablePairs(ctx context.Context, a asset.Item) ([]string, error) {
if !f.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, f.Name)
}
markets, err := f.GetMarkets(ctx)
if err != nil {
return nil, err
}
format, err := f.GetPairFormat(a, false)
if err != nil {
return nil, err
}
var pairs []string
switch a {
case asset.Spot:
for x := range markets {
if markets[x].MarketType == spotString {
curr, err := currency.NewPairFromString(markets[x].Name)
if err != nil {
return nil, err
}
pairs = append(pairs, format.Format(curr))
}
}
case asset.Futures:
for x := range markets {
if markets[x].MarketType == futuresString {
curr, err := currency.NewPairFromString(markets[x].Name)
if err != nil {
return nil, err
}
pairs = append(pairs, format.Format(curr))
}
}
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (f *FTX) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
assets := f.GetAssetTypes(false)
for x := range assets {
pairs, err := f.FetchTradablePairs(ctx, assets[x])
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
err = f.UpdatePairs(p, assets[x], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (f *FTX) UpdateTickers(ctx context.Context, a asset.Item) error {
allPairs, err := f.GetEnabledPairs(a)
if err != nil {
return err
}
markets, err := f.GetMarkets(ctx)
if err != nil {
return err
}
for p := range allPairs {
formattedPair, err := f.FormatExchangeCurrency(allPairs[p], a)
if err != nil {
return err
}
for x := range markets {
if markets[x].Name != formattedPair.String() {
continue
}
var resp ticker.Price
resp.Pair, err = currency.NewPairFromString(markets[x].Name)
if err != nil {
return err
}
resp.Last = markets[x].Last
resp.Bid = markets[x].Bid
resp.Ask = markets[x].Ask
resp.LastUpdated = time.Now()
resp.AssetType = a
resp.ExchangeName = f.Name
err = ticker.ProcessTicker(&resp)
if err != nil {
return err
}
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (f *FTX) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
formattedPair, err := f.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
market, err := f.GetMarket(ctx, formattedPair.String())
if err != nil {
return nil, err
}
var resp ticker.Price
resp.Pair, err = currency.NewPairFromString(market.Name)
if err != nil {
return nil, err
}
resp.Last = market.Last
resp.Bid = market.Bid
resp.Ask = market.Ask
resp.LastUpdated = time.Now()
resp.AssetType = a
resp.ExchangeName = f.Name
err = ticker.ProcessTicker(&resp)
if err != nil {
return nil, err
}
return ticker.GetTicker(f.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (f *FTX) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(f.Name, p, assetType)
if err != nil {
return f.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (f *FTX) FetchOrderbook(ctx context.Context, c currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(f.Name, c, assetType)
if err != nil {
return f.UpdateOrderbook(ctx, c, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (f *FTX) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: f.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: f.CanVerifyOrderbook,
}
formattedPair, err := f.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
tempResp, err := f.GetOrderbook(ctx, formattedPair.String(), 100)
if err != nil {
return book, err
}
for x := range tempResp.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: tempResp.Bids[x].Size,
Price: tempResp.Bids[x].Price})
}
for y := range tempResp.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: tempResp.Asks[y].Size,
Price: tempResp.Asks[y].Price})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(f.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies
func (f *FTX) UpdateAccountInfo(ctx context.Context, a asset.Item) (account.Holdings, error) {
var resp account.Holdings
var data AllWalletBalances
if f.API.Credentials.Subaccount != "" {
balances, err := f.GetBalances(ctx)
if err != nil {
return resp, err
}
data = make(AllWalletBalances)
data[f.API.Credentials.Subaccount] = balances
} else {
// Get all wallet balances used so we can transfer between accounts if
// needed.
var err error
data, err = f.GetAllWalletBalances(ctx)
if err != nil {
return resp, err
}
}
for subName, balances := range data {
// "main" defines the main account in the sub account list
var acc = account.SubAccount{ID: subName, AssetType: a}
for x := range balances {
c := currency.NewCode(balances[x].Coin)
hold := balances[x].Total - balances[x].Free
acc.Currencies = append(acc.Currencies,
account.Balance{CurrencyName: c,
TotalValue: balances[x].Total,
Hold: hold})
}
resp.Accounts = append(resp.Accounts, acc)
}
resp.Exchange = f.Name
if err := account.Process(&resp); err != nil {
return account.Holdings{}, err
}
return resp, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (f *FTX) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(f.Name, assetType)
if err != nil {
return f.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (f *FTX) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
var resp []exchange.FundHistory
depositData, err := f.FetchDepositHistory(ctx)
if err != nil {
return resp, err
}
for x := range depositData {
var tempData exchange.FundHistory
tempData.Fee = depositData[x].Fee
tempData.Timestamp = depositData[x].Time
tempData.ExchangeName = f.Name
tempData.CryptoToAddress = depositData[x].Address.Address
tempData.CryptoTxID = depositData[x].TxID
tempData.CryptoChain = depositData[x].Address.Method
tempData.Status = depositData[x].Status
tempData.Amount = depositData[x].Size
tempData.Currency = depositData[x].Coin
tempData.TransferID = strconv.FormatInt(depositData[x].ID, 10)
resp = append(resp, tempData)
}
withdrawalData, err := f.FetchWithdrawalHistory(ctx)
if err != nil {
return resp, err
}
for y := range withdrawalData {
var tempData exchange.FundHistory
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
}