Files
gocryptotrader/exchanges/huobi/huobi_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

1816 lines
52 KiB
Go

package huobi
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 (h *HUOBI) GetDefaultConfig() (*config.Exchange, error) {
h.SetDefaults()
exchCfg := new(config.Exchange)
exchCfg.Name = h.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = h.BaseCurrencies
err := h.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if h.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = h.UpdateTradablePairs(context.TODO(), true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default values for the exchange
func (h *HUOBI) SetDefaults() {
h.Name = "Huobi"
h.Enabled = true
h.Verbose = true
h.API.CredentialsValidator.RequiresKey = true
h.API.CredentialsValidator.RequiresSecret = true
fmt1 := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: false},
ConfigFormat: &currency.PairFormat{
Delimiter: currency.DashDelimiter,
Uppercase: true,
},
}
coinFutures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.DashDelimiter,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
},
}
futures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
},
}
err := h.StoreAssetPairFormat(asset.Spot, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = h.StoreAssetPairFormat(asset.CoinMarginedFutures, coinFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = h.StoreAssetPairFormat(asset.Futures, futures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
h.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
MultiChainDeposits: true,
MultiChainWithdrawals: true,
},
WebsocketCapabilities: protocol.Features{
KlineFetching: true,
OrderbookFetching: true,
TradeFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
MessageCorrelation: true,
GetOrder: true,
GetOrders: true,
TickerFetching: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
exchange.NoFiatWithdrawals,
Kline: kline.ExchangeCapabilitiesSupported{
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.FourHour.Word(): true,
kline.OneDay.Word(): true,
kline.OneWeek.Word(): true,
kline.OneMonth.Word(): true,
kline.OneYear.Word(): true,
},
ResultLimit: 2000,
},
},
}
h.Requester = request.New(h.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
h.API.Endpoints = h.NewEndpoints()
err = h.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: huobiAPIURL,
exchange.RestFutures: huobiFuturesURL,
exchange.RestCoinMargined: huobiFuturesURL,
exchange.WebsocketSpot: wsMarketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
h.Websocket = stream.New()
h.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
h.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
h.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets user configuration
func (h *HUOBI) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
h.SetEnabled(false)
return nil
}
err = h.SetupDefaults(exch)
if err != nil {
return err
}
wsRunningURL, err := h.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = h.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: wsMarketURL,
RunningURL: wsRunningURL,
Connector: h.WsConnect,
Subscriber: h.Subscribe,
Unsubscriber: h.Unsubscribe,
GenerateSubscriptions: h.GenerateDefaultSubscriptions,
Features: &h.Features.Supports.WebsocketCapabilities,
})
if err != nil {
return err
}
err = h.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: rateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
if err != nil {
return err
}
return h.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: rateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
URL: wsAccountsOrdersURL,
Authenticated: true,
})
}
// Start starts the HUOBI go routine
func (h *HUOBI) Start(wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
h.Run()
wg.Done()
}()
return nil
}
// Run implements the HUOBI wrapper
func (h *HUOBI) Run() {
if h.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s (url: %s).\n",
h.Name,
common.IsEnabled(h.Websocket.IsEnabled()),
wsMarketURL)
h.PrintEnabledPairs()
}
var forceUpdate bool
enabled, err := h.GetEnabledPairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies. Err:%s\n",
h.Name,
err)
}
avail, err := h.GetAvailablePairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies. Err:%s\n",
h.Name,
err)
}
if common.StringDataContains(enabled.Strings(), currency.CNY.String()) ||
common.StringDataContains(avail.Strings(), currency.CNY.String()) {
forceUpdate = true
}
if common.StringDataContains(h.BaseCurrencies.Strings(), currency.CNY.String()) {
cfg := config.GetConfig()
var exchCfg *config.Exchange
exchCfg, err = cfg.GetExchangeConfig(h.Name)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to get exchange config. %s\n",
h.Name,
err)
return
}
exchCfg.BaseCurrencies = currency.Currencies{currency.USD}
h.BaseCurrencies = currency.Currencies{currency.USD}
}
if forceUpdate {
var format currency.PairFormat
format, err = h.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to get exchange config. %s\n",
h.Name,
err)
return
}
enabledPairs := currency.Pairs{
currency.Pair{
Base: currency.BTC.Lower(),
Quote: currency.USDT.Lower(),
Delimiter: format.Delimiter,
},
}
log.Warnf(log.ExchangeSys, exchange.ResetConfigPairsWarningMessage, h.Name, asset.Spot, enabledPairs)
err = h.UpdatePairs(enabledPairs, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update enabled currencies. Err:%s\n",
h.Name,
err)
}
}
if !h.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = h.UpdateTradablePairs(context.TODO(), forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
h.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (h *HUOBI) FetchTradablePairs(ctx context.Context, a asset.Item) ([]string, error) {
if !h.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, h.Name)
}
var pairs []string
format, err := h.GetPairFormat(a, false)
if err != nil {
return nil, err
}
switch a {
case asset.Spot:
symbols, err := h.GetSymbols(ctx)
if err != nil {
return nil, err
}
for x := range symbols {
if symbols[x].State != "online" {
continue
}
pairs = append(pairs, symbols[x].BaseCurrency+
format.Delimiter+
symbols[x].QuoteCurrency)
}
case asset.CoinMarginedFutures:
symbols, err := h.GetSwapMarkets(ctx, currency.Pair{})
if err != nil {
return nil, err
}
for z := range symbols {
if symbols[z].ContractStatus == 1 {
curr, err := currency.NewPairFromString(symbols[z].ContractCode)
if err != nil {
return nil, err
}
pairs = append(pairs, format.Format(curr))
}
}
case asset.Futures:
symbols, err := h.FGetContractInfo(ctx, "", "", currency.Pair{})
if err != nil {
return nil, err
}
for c := range symbols.Data {
if symbols.Data[c].ContractStatus == 1 {
curr, err := currency.NewPairFromString(symbols.Data[c].ContractCode)
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 (h *HUOBI) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
spotPairs, err := h.FetchTradablePairs(ctx, asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(spotPairs)
if err != nil {
return err
}
err = h.UpdatePairs(p, asset.Spot, false, forceUpdate)
if err != nil {
return err
}
futuresPairs, err := h.FetchTradablePairs(ctx, asset.Futures)
if err != nil {
return err
}
fp, err := currency.NewPairsFromStrings(futuresPairs)
if err != nil {
return err
}
err = h.UpdatePairs(fp, asset.Futures, false, forceUpdate)
if err != nil {
return err
}
coinmarginedFuturesPairs, err := h.FetchTradablePairs(ctx, asset.CoinMarginedFutures)
if err != nil {
return err
}
cp, err := currency.NewPairsFromStrings(coinmarginedFuturesPairs)
if err != nil {
return err
}
return h.UpdatePairs(cp, asset.CoinMarginedFutures, false, forceUpdate)
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (h *HUOBI) UpdateTickers(ctx context.Context, a asset.Item) error {
return common.ErrFunctionNotSupported
}
// UpdateTicker updates and returns the ticker for a currency pair
func (h *HUOBI) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if !h.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, h.Name)
}
switch a {
case asset.Spot:
tickerData, err := h.Get24HrMarketSummary(ctx, p)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
High: tickerData.Tick.High,
Low: tickerData.Tick.Low,
Volume: tickerData.Tick.Volume,
Open: tickerData.Tick.Open,
Close: tickerData.Tick.Close,
Pair: p,
ExchangeName: h.Name,
AssetType: asset.Spot,
})
if err != nil {
return nil, err
}
case asset.CoinMarginedFutures:
marketData, err := h.GetSwapMarketOverview(ctx, p)
if err != nil {
return nil, err
}
if len(marketData.Tick.Bid) == 0 {
return nil, fmt.Errorf("invalid data for bid")
}
if len(marketData.Tick.Ask) == 0 {
return nil, fmt.Errorf("invalid data for Ask")
}
err = ticker.ProcessTicker(&ticker.Price{
High: marketData.Tick.High,
Low: marketData.Tick.Low,
Volume: marketData.Tick.Vol,
Open: marketData.Tick.Open,
Close: marketData.Tick.Close,
Pair: p,
Bid: marketData.Tick.Bid[0],
Ask: marketData.Tick.Ask[0],
ExchangeName: h.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
case asset.Futures:
marketData, err := h.FGetMarketOverviewData(ctx, p)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
High: marketData.Tick.High,
Low: marketData.Tick.Low,
Volume: marketData.Tick.Vol,
Open: marketData.Tick.Open,
Close: marketData.Tick.Close,
Pair: p,
Bid: marketData.Tick.Bid[0],
Ask: marketData.Tick.Ask[0],
ExchangeName: h.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
}
return ticker.GetTicker(h.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (h *HUOBI) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(h.Name, p, assetType)
if err != nil {
return h.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (h *HUOBI) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(h.Name, p, assetType)
if err != nil {
return h.UpdateOrderbook(ctx, p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (h *HUOBI) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: h.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: h.CanVerifyOrderbook,
}
var err error
switch assetType {
case asset.Spot:
var orderbookNew Orderbook
orderbookNew, err = h.GetDepth(ctx,
OrderBookDataRequestParams{
Symbol: p,
Type: OrderBookDataRequestParamsTypeStep0,
})
if err != nil {
return nil, err
}
for x := range orderbookNew.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Bids[x][1],
Price: orderbookNew.Bids[x][0],
})
}
for x := range orderbookNew.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Asks[x][1],
Price: orderbookNew.Asks[x][0],
})
}
case asset.Futures:
var orderbookNew OBData
orderbookNew, err = h.FGetMarketDepth(ctx, p, "step0")
if err != nil {
return nil, err
}
for x := range orderbookNew.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Asks[x].Quantity,
Price: orderbookNew.Asks[x].Price,
})
}
for y := range orderbookNew.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Bids[y].Quantity,
Price: orderbookNew.Bids[y].Price,
})
}
case asset.CoinMarginedFutures:
var orderbookNew SwapMarketDepthData
orderbookNew, err = h.GetSwapMarketDepth(ctx, p, "step0")
if err != nil {
return nil, err
}
for x := range orderbookNew.Tick.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Tick.Asks[x][1],
Price: orderbookNew.Tick.Asks[x][0],
})
}
for y := range orderbookNew.Tick.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Tick.Bids[y][1],
Price: orderbookNew.Tick.Bids[y][0],
})
}
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(h.Name, p, assetType)
}
// GetAccountID returns the account ID for trades
func (h *HUOBI) GetAccountID(ctx context.Context) ([]Account, error) {
acc, err := h.GetAccounts(ctx)
if err != nil {
return nil, err
}
if len(acc) < 1 {
return nil, errors.New("no account returned")
}
return acc, nil
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// HUOBI exchange - to-do
func (h *HUOBI) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var acc account.SubAccount
info.Exchange = h.Name
switch assetType {
case asset.Spot:
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
resp, err := h.wsGetAccountsList()
if err != nil {
return info, err
}
var currencyDetails []account.Balance
for i := range resp.Data {
if len(resp.Data[i].List) == 0 {
continue
}
currData := account.Balance{
CurrencyName: currency.NewCode(resp.Data[i].List[0].Currency),
TotalValue: resp.Data[i].List[0].Balance,
}
if len(resp.Data[i].List) > 1 && resp.Data[i].List[1].Type == "frozen" {
currData.Hold = resp.Data[i].List[1].Balance
}
currencyDetails = append(currencyDetails, currData)
}
acc.Currencies = currencyDetails
} else {
accounts, err := h.GetAccountID(ctx)
if err != nil {
return info, err
}
for i := range accounts {
if accounts[i].Type != "spot" {
continue
}
acc.ID = strconv.FormatInt(accounts[i].ID, 10)
balances, err := h.GetAccountBalance(ctx, acc.ID)
if err != nil {
return info, err
}
var currencyDetails []account.Balance
balance:
for j := range balances {
frozen := balances[j].Type == "frozen"
for i := range currencyDetails {
if currencyDetails[i].CurrencyName.String() == balances[j].Currency {
if frozen {
currencyDetails[i].Hold = balances[j].Balance
} else {
currencyDetails[i].TotalValue = balances[j].Balance
}
continue balance
}
}
if frozen {
currencyDetails = append(currencyDetails,
account.Balance{
CurrencyName: currency.NewCode(balances[j].Currency),
Hold: balances[j].Balance,
})
} else {
currencyDetails = append(currencyDetails,
account.Balance{
CurrencyName: currency.NewCode(balances[j].Currency),
TotalValue: balances[j].Balance,
})
}
}
acc.Currencies = currencyDetails
}
}
case asset.CoinMarginedFutures:
// fetch swap account info
acctInfo, err := h.GetSwapAccountInfo(ctx, currency.Pair{})
if err != nil {
return info, err
}
var mainAcctBalances []account.Balance
for x := range acctInfo.Data {
mainAcctBalances = append(mainAcctBalances, account.Balance{
CurrencyName: currency.NewCode(acctInfo.Data[x].Symbol),
TotalValue: acctInfo.Data[x].MarginBalance,
Hold: acctInfo.Data[x].MarginFrozen,
})
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: mainAcctBalances,
AssetType: assetType,
})
// fetch subaccounts data
subAccsData, err := h.GetSwapAllSubAccAssets(ctx, currency.Pair{})
if err != nil {
return info, err
}
var currencyDetails []account.Balance
for x := range subAccsData.Data {
a, err := h.SwapSingleSubAccAssets(ctx,
currency.Pair{},
subAccsData.Data[x].SubUID)
if err != nil {
return info, err
}
for y := range a.Data {
currencyDetails = append(currencyDetails, account.Balance{
CurrencyName: currency.NewCode(a.Data[y].Symbol),
TotalValue: a.Data[y].MarginBalance,
Hold: a.Data[y].MarginFrozen,
})
}
}
acc.Currencies = currencyDetails
case asset.Futures:
// fetch main account data
mainAcctData, err := h.FGetAccountInfo(ctx, currency.Code{})
if err != nil {
return info, err
}
var mainAcctBalances []account.Balance
for x := range mainAcctData.AccData {
mainAcctBalances = append(mainAcctBalances, account.Balance{
CurrencyName: currency.NewCode(mainAcctData.AccData[x].Symbol),
TotalValue: mainAcctData.AccData[x].MarginBalance,
Hold: mainAcctData.AccData[x].MarginFrozen,
})
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: mainAcctBalances,
AssetType: assetType,
})
// fetch subaccounts data
subAccsData, err := h.FGetAllSubAccountAssets(ctx, currency.Code{})
if err != nil {
return info, err
}
var currencyDetails []account.Balance
for x := range subAccsData.Data {
a, err := h.FGetSingleSubAccountInfo(ctx,
"",
strconv.FormatInt(subAccsData.Data[x].SubUID, 10))
if err != nil {
return info, err
}
for y := range a.AssetsData {
currencyDetails = append(currencyDetails, account.Balance{
CurrencyName: currency.NewCode(a.AssetsData[y].Symbol),
TotalValue: a.AssetsData[y].MarginBalance,
Hold: a.AssetsData[y].MarginFrozen,
})
}
}
acc.Currencies = currencyDetails
}
acc.AssetType = assetType
info.Accounts = append(info.Accounts, acc)
if err := account.Process(&info); err != nil {
return info, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (h *HUOBI) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(h.Name, assetType)
if err != nil {
return h.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (h *HUOBI) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (h *HUOBI) 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 (h *HUOBI) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
var tradeData []TradeHistory
tradeData, err = h.GetTradeHistory(ctx, p, 2000)
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData {
for j := range tradeData[i].Trades {
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Trades[j].Direction)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: h.Name,
TID: strconv.FormatFloat(tradeData[i].Trades[j].TradeID, 'f', -1, 64),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Trades[j].Price,
Amount: tradeData[i].Trades[j].Amount,
Timestamp: time.UnixMilli(tradeData[i].Timestamp),
})
}
}
err = h.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (h *HUOBI) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (h *HUOBI) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
switch s.AssetType {
case asset.Spot:
accountID, err := strconv.ParseInt(s.ClientID, 10, 64)
if err != nil {
return submitOrderResponse, err
}
var formattedType SpotNewOrderRequestParamsType
var params = SpotNewOrderRequestParams{
Amount: s.Amount,
Source: "api",
Symbol: s.Pair,
AccountID: int(accountID),
}
switch {
case s.Side == order.Buy && s.Type == order.Market:
formattedType = SpotNewOrderRequestTypeBuyMarket
case s.Side == order.Sell && s.Type == order.Market:
formattedType = SpotNewOrderRequestTypeSellMarket
case s.Side == order.Buy && s.Type == order.Limit:
formattedType = SpotNewOrderRequestTypeBuyLimit
params.Price = s.Price
case s.Side == order.Sell && s.Type == order.Limit:
formattedType = SpotNewOrderRequestTypeSellLimit
params.Price = s.Price
}
params.Type = formattedType
response, err := h.SpotNewOrder(ctx, &params)
if err != nil {
return submitOrderResponse, err
}
if response > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response, 10)
}
submitOrderResponse.IsOrderPlaced = true
if s.Type == order.Market {
submitOrderResponse.FullyMatched = true
}
case asset.CoinMarginedFutures:
var oDirection string
switch s.Side {
case order.Buy:
oDirection = "BUY"
case order.Sell:
oDirection = "SELL"
}
var oType string
switch s.Type {
case order.Limit:
oType = "limit"
case order.PostOnly:
oType = "post_only"
}
order, err := h.PlaceSwapOrders(ctx,
s.Pair,
s.ClientOrderID,
oDirection,
s.Offset,
oType,
s.Price,
s.Amount,
s.Leverage)
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = order.Data.OrderIDString
submitOrderResponse.IsOrderPlaced = true
case asset.Futures:
var oDirection string
switch s.Side {
case order.Buy:
oDirection = "BUY"
case order.Sell:
oDirection = "SELL"
}
var oType string
switch s.Type {
case order.Limit:
oType = "limit"
case order.PostOnly:
oType = "post_only"
}
order, err := h.FOrder(ctx,
s.Pair,
"",
"",
s.ClientOrderID,
oDirection,
s.Offset,
oType,
s.Price,
s.Amount,
s.Leverage)
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = order.Data.OrderIDStr
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (h *HUOBI) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) {
return order.Modify{}, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (h *HUOBI) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
var err error
switch o.AssetType {
case asset.Spot:
var orderIDInt int64
orderIDInt, err = strconv.ParseInt(o.ID, 10, 64)
if err != nil {
return err
}
_, err = h.CancelExistingOrder(ctx, orderIDInt)
case asset.CoinMarginedFutures:
_, err = h.CancelSwapOrder(ctx, o.ID, o.ClientID, o.Pair)
case asset.Futures:
_, err = h.FCancelOrder(ctx, o.Symbol, o.ClientID, o.ClientOrderID)
default:
return fmt.Errorf("%v assetType not supported", o.AssetType)
}
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (h *HUOBI) 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 (h *HUOBI) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
if err := orderCancellation.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
var cancelAllOrdersResponse order.CancelAllResponse
cancelAllOrdersResponse.Status = make(map[string]string)
switch orderCancellation.AssetType {
case asset.Spot:
enabledPairs, err := h.GetEnabledPairs(asset.Spot)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range enabledPairs {
resp, err := h.CancelOpenOrdersBatch(ctx,
orderCancellation.AccountID,
enabledPairs[i])
if err != nil {
return cancelAllOrdersResponse, err
}
if resp.Data.FailedCount > 0 {
return cancelAllOrdersResponse,
fmt.Errorf("%v orders failed to cancel",
resp.Data.FailedCount)
}
if resp.Status == "error" {
return cancelAllOrdersResponse, errors.New(resp.ErrorMessage)
}
}
case asset.CoinMarginedFutures:
if orderCancellation.Pair.IsEmpty() {
enabledPairs, err := h.GetEnabledPairs(asset.CoinMarginedFutures)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range enabledPairs {
a, err := h.CancelAllSwapOrders(ctx, enabledPairs[i])
if err != nil {
return cancelAllOrdersResponse, err
}
split := strings.Split(a.Successes, ",")
for x := range split {
cancelAllOrdersResponse.Status[split[x]] = "success"
}
for y := range a.Errors {
cancelAllOrdersResponse.Status[a.Errors[y].OrderID] = fmt.Sprintf("fail: %s", a.Errors[y].ErrMsg)
}
}
} else {
a, err := h.CancelAllSwapOrders(ctx, orderCancellation.Pair)
if err != nil {
return cancelAllOrdersResponse, err
}
split := strings.Split(a.Successes, ",")
for x := range split {
cancelAllOrdersResponse.Status[split[x]] = "success"
}
for y := range a.Errors {
cancelAllOrdersResponse.Status[a.Errors[y].OrderID] = fmt.Sprintf("fail: %s", a.Errors[y].ErrMsg)
}
}
case asset.Futures:
if orderCancellation.Pair.IsEmpty() {
enabledPairs, err := h.GetEnabledPairs(asset.Futures)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range enabledPairs {
a, err := h.FCancelAllOrders(ctx, enabledPairs[i], "", "")
if err != nil {
return cancelAllOrdersResponse, err
}
split := strings.Split(a.Data.Successes, ",")
for x := range split {
cancelAllOrdersResponse.Status[split[x]] = "success"
}
for y := range a.Data.Errors {
cancelAllOrdersResponse.Status[strconv.FormatInt(a.Data.Errors[y].OrderID, 10)] = fmt.Sprintf("fail: %s", a.Data.Errors[y].ErrMsg)
}
}
} else {
a, err := h.FCancelAllOrders(ctx, orderCancellation.Pair, "", "")
if err != nil {
return cancelAllOrdersResponse, err
}
split := strings.Split(a.Data.Successes, ",")
for x := range split {
cancelAllOrdersResponse.Status[split[x]] = "success"
}
for y := range a.Data.Errors {
cancelAllOrdersResponse.Status[strconv.FormatInt(a.Data.Errors[y].OrderID, 10)] = fmt.Sprintf("fail: %s", a.Data.Errors[y].ErrMsg)
}
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (h *HUOBI) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
switch assetType {
case asset.Spot:
var respData *OrderInfo
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
resp, err := h.wsGetOrderDetails(orderID)
if err != nil {
return orderDetail, err
}
respData = &resp.Data
} else {
oID, err := strconv.ParseInt(orderID, 10, 64)
if err != nil {
return orderDetail, err
}
resp, err := h.GetOrder(ctx, oID)
if err != nil {
return orderDetail, err
}
respData = &resp
}
if respData.ID == 0 {
return orderDetail, fmt.Errorf("%s - order not found for orderid %s", h.Name, orderID)
}
var responseID = strconv.FormatInt(respData.ID, 10)
if responseID != orderID {
return orderDetail, errors.New(h.Name + " - GetOrderInfo orderID mismatch. Expected: " +
orderID + " Received: " + responseID)
}
typeDetails := strings.Split(respData.Type, "-")
orderSide, err := order.StringToOrderSide(typeDetails[0])
if err != nil {
if h.Websocket.IsConnected() {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
} else {
return orderDetail, err
}
}
orderType, err := order.StringToOrderType(typeDetails[1])
if err != nil {
if h.Websocket.IsConnected() {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
} else {
return orderDetail, err
}
}
orderStatus, err := order.StringToOrderStatus(respData.State)
if err != nil {
if h.Websocket.IsConnected() {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
} else {
return orderDetail, err
}
}
var p currency.Pair
var a asset.Item
p, a, err = h.GetRequestFormattedPairAndAssetType(respData.Symbol)
if err != nil {
return orderDetail, err
}
orderDetail = order.Detail{
Exchange: h.Name,
ID: orderID,
AccountID: strconv.FormatInt(respData.AccountID, 10),
Pair: p,
Type: orderType,
Side: orderSide,
Date: time.UnixMilli(respData.CreatedAt),
Status: orderStatus,
Price: respData.Price,
Amount: respData.Amount,
ExecutedAmount: respData.FilledAmount,
Fee: respData.FilledFees,
AssetType: a,
}
case asset.CoinMarginedFutures:
orderInfo, err := h.GetSwapOrderInfo(ctx, pair, orderID, "")
if err != nil {
return orderDetail, err
}
var orderVars OrderVars
for x := range orderInfo.Data {
orderVars, err = compatibleVars(orderInfo.Data[x].Direction, orderInfo.Data[x].OrderPriceType, orderInfo.Data[x].Status)
if err != nil {
return orderDetail, err
}
maker := true
if orderVars.OrderType == order.Limit || orderVars.OrderType == order.PostOnly {
maker = false
}
orderDetail.Trades = append(orderDetail.Trades, order.TradeHistory{
Price: orderInfo.Data[x].Price,
Amount: orderInfo.Data[x].Volume,
Fee: orderInfo.Data[x].Fee,
Exchange: h.Name,
TID: orderInfo.Data[x].OrderIDString,
Type: orderVars.OrderType,
Side: orderVars.Side,
IsMaker: maker,
})
}
case asset.Futures:
orderInfo, err := h.FGetOrderInfo(ctx, "", orderID, "")
if err != nil {
return orderDetail, err
}
var orderVars OrderVars
for x := range orderInfo.Data {
orderVars, err = compatibleVars(orderInfo.Data[x].Direction, orderInfo.Data[x].OrderPriceType, orderInfo.Data[x].Status)
if err != nil {
return orderDetail, err
}
orderDetail.Trades = append(orderDetail.Trades, order.TradeHistory{
Price: orderInfo.Data[x].Price,
Amount: orderInfo.Data[x].Volume,
Fee: orderInfo.Data[x].Fee,
Exchange: h.Name,
TID: orderInfo.Data[x].OrderIDString,
Type: orderVars.OrderType,
Side: orderVars.Side,
IsMaker: orderVars.OrderType == order.Limit || orderVars.OrderType == order.PostOnly,
})
}
}
return orderDetail, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (h *HUOBI) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
resp, err := h.QueryDepositAddress(ctx, cryptocurrency)
if err != nil {
return nil, err
}
for x := range resp {
if chain != "" && strings.EqualFold(resp[x].Chain, chain) {
return &deposit.Address{
Address: resp[x].Address,
Tag: resp[x].AddressTag,
}, nil
} else if chain == "" && strings.EqualFold(resp[x].Currency, cryptocurrency.String()) {
return &deposit.Address{
Address: resp[x].Address,
Tag: resp[x].AddressTag,
}, nil
}
}
return nil, fmt.Errorf("unable to match deposit address currency or chain")
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (h *HUOBI) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
resp, err := h.Withdraw(ctx,
withdrawRequest.Currency,
withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
withdrawRequest.Crypto.Chain,
withdrawRequest.Amount,
withdrawRequest.Crypto.FeeAmount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: strconv.FormatInt(resp, 10),
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (h *HUOBI) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (h *HUOBI) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (h *HUOBI) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if !h.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return h.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (h *HUOBI) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var orders []order.Detail
switch req.AssetType {
case asset.Spot:
if len(req.Pairs) == 0 {
return nil, errors.New("currency must be supplied")
}
side := ""
if req.Side == order.AnySide || req.Side == "" {
side = ""
} else if req.Side == order.Sell {
side = req.Side.Lower()
}
if h.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for i := range req.Pairs {
resp, err := h.wsGetOrdersList(-1, req.Pairs[i])
if err != nil {
return orders, err
}
for j := range resp.Data {
sideData := strings.Split(resp.Data[j].OrderState, "-")
side = sideData[0]
var orderID = strconv.FormatInt(resp.Data[j].OrderID, 10)
orderSide, err := order.StringToOrderSide(side)
if err != nil {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
}
orderType, err := order.StringToOrderType(sideData[1])
if err != nil {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
}
orderStatus, err := order.StringToOrderStatus(resp.Data[j].OrderState)
if err != nil {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
}
orders = append(orders, order.Detail{
Exchange: h.Name,
AccountID: strconv.FormatInt(resp.Data[j].AccountID, 10),
ID: orderID,
Pair: req.Pairs[i],
Type: orderType,
Side: orderSide,
Date: time.UnixMilli(resp.Data[j].CreatedAt),
Status: orderStatus,
Price: resp.Data[j].Price,
Amount: resp.Data[j].OrderAmount,
ExecutedAmount: resp.Data[j].FilledAmount,
RemainingAmount: resp.Data[j].UnfilledAmount,
Fee: resp.Data[j].FilledFees,
})
}
}
} else {
for i := range req.Pairs {
resp, err := h.GetOpenOrders(ctx,
req.Pairs[i],
h.API.Credentials.ClientID,
side,
500)
if err != nil {
return nil, err
}
for x := range resp {
orderDetail := order.Detail{
ID: strconv.FormatInt(resp[x].ID, 10),
Price: resp[x].Price,
Amount: resp[x].Amount,
ExecutedAmount: resp[x].FilledAmount,
RemainingAmount: resp[x].Amount - resp[x].FilledAmount,
Pair: req.Pairs[i],
Exchange: h.Name,
Date: time.UnixMilli(resp[x].CreatedAt),
AccountID: strconv.FormatInt(resp[x].AccountID, 10),
Fee: resp[x].FilledFees,
}
setOrderSideStatusAndType(resp[x].State, resp[x].Type, &orderDetail)
orders = append(orders, orderDetail)
}
}
}
case asset.CoinMarginedFutures:
for x := range req.Pairs {
var currentPage int64
for done := false; !done; {
openOrders, err := h.GetSwapOpenOrders(ctx,
req.Pairs[x], currentPage, 50)
if err != nil {
return orders, err
}
var orderVars OrderVars
for x := range openOrders.Data.Orders {
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
openOrders.Data.Orders[x].OrderPriceType,
openOrders.Data.Orders[x].Status)
if err != nil {
return orders, err
}
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
PostOnly: (orderVars.OrderType == order.PostOnly),
Leverage: openOrders.Data.Orders[x].LeverageRate,
Price: openOrders.Data.Orders[x].Price,
Amount: openOrders.Data.Orders[x].Volume,
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
Fee: openOrders.Data.Orders[x].Fee,
Exchange: h.Name,
AssetType: req.AssetType,
ID: openOrders.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
})
}
currentPage++
done = currentPage == openOrders.Data.TotalPage
}
}
case asset.Futures:
for x := range req.Pairs {
var currentPage int64
for done := false; !done; {
openOrders, err := h.FGetOpenOrders(ctx,
req.Pairs[x].Base, currentPage, 50)
if err != nil {
return orders, err
}
var orderVars OrderVars
for x := range openOrders.Data.Orders {
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
openOrders.Data.Orders[x].OrderPriceType,
openOrders.Data.Orders[x].Status)
if err != nil {
return orders, err
}
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
PostOnly: (orderVars.OrderType == order.PostOnly),
Leverage: openOrders.Data.Orders[x].LeverageRate,
Price: openOrders.Data.Orders[x].Price,
Amount: openOrders.Data.Orders[x].Volume,
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
Fee: openOrders.Data.Orders[x].Fee,
Exchange: h.Name,
AssetType: req.AssetType,
ID: openOrders.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
})
}
currentPage++
done = currentPage == openOrders.Data.TotalPage
}
}
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (h *HUOBI) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var orders []order.Detail
switch req.AssetType {
case asset.Spot:
if len(req.Pairs) == 0 {
return nil, errors.New("currency must be supplied")
}
states := "partial-canceled,filled,canceled"
for i := range req.Pairs {
resp, err := h.GetOrders(ctx,
req.Pairs[i],
"",
"",
"",
states,
"",
"",
"")
if err != nil {
return nil, err
}
for x := range resp {
orderDetail := order.Detail{
ID: strconv.FormatInt(resp[x].ID, 10),
Price: resp[x].Price,
Amount: resp[x].Amount,
ExecutedAmount: resp[x].FilledAmount,
RemainingAmount: resp[x].Amount - resp[x].FilledAmount,
Cost: resp[x].FilledCashAmount,
CostAsset: req.Pairs[i].Quote,
Pair: req.Pairs[i],
Exchange: h.Name,
Date: time.UnixMilli(resp[x].CreatedAt),
CloseTime: time.UnixMilli(resp[x].FinishedAt),
AccountID: strconv.FormatInt(resp[x].AccountID, 10),
Fee: resp[x].FilledFees,
}
setOrderSideStatusAndType(resp[x].State, resp[x].Type, &orderDetail)
orderDetail.InferCostsAndTimes()
orders = append(orders, orderDetail)
}
}
case asset.CoinMarginedFutures:
for x := range req.Pairs {
var currentPage int64
for done := false; !done; {
orderHistory, err := h.GetSwapOrderHistory(ctx,
req.Pairs[x],
"all",
"all",
[]order.Status{order.AnyStatus},
int64(req.EndTime.Sub(req.StartTime).Hours()/24),
currentPage,
50)
if err != nil {
return orders, err
}
var orderVars OrderVars
for x := range orderHistory.Data.Orders {
p, err := currency.NewPairFromString(orderHistory.Data.Orders[x].ContractCode)
if err != nil {
return orders, err
}
orderVars, err = compatibleVars(orderHistory.Data.Orders[x].Direction,
orderHistory.Data.Orders[x].OrderPriceType,
orderHistory.Data.Orders[x].Status)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
PostOnly: (orderVars.OrderType == order.PostOnly),
Leverage: orderHistory.Data.Orders[x].LeverageRate,
Price: orderHistory.Data.Orders[x].Price,
Amount: orderHistory.Data.Orders[x].Volume,
ExecutedAmount: orderHistory.Data.Orders[x].TradeVolume,
RemainingAmount: orderHistory.Data.Orders[x].Volume - orderHistory.Data.Orders[x].TradeVolume,
Fee: orderHistory.Data.Orders[x].Fee,
Exchange: h.Name,
AssetType: req.AssetType,
ID: orderHistory.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
})
}
currentPage++
done = currentPage == orderHistory.Data.TotalPage
}
}
case asset.Futures:
for x := range req.Pairs {
var currentPage int64
for done := false; !done; {
openOrders, err := h.FGetOrderHistory(ctx,
req.Pairs[x],
"",
"all",
"all",
"limit",
[]order.Status{order.AnyStatus},
int64(req.EndTime.Sub(req.StartTime).Hours()/24),
currentPage,
50)
if err != nil {
return orders, err
}
var orderVars OrderVars
for x := range openOrders.Data.Orders {
orderVars, err = compatibleVars(openOrders.Data.Orders[x].Direction,
openOrders.Data.Orders[x].OrderPriceType,
openOrders.Data.Orders[x].Status)
if err != nil {
return orders, err
}
if req.Side != orderVars.Side {
continue
}
if req.Type != orderVars.OrderType {
continue
}
orderCreateTime := time.Unix(openOrders.Data.Orders[x].CreateDate, 0)
p, err := currency.NewPairFromString(openOrders.Data.Orders[x].ContractCode)
if err != nil {
return orders, err
}
orders = append(orders, order.Detail{
PostOnly: (orderVars.OrderType == order.PostOnly),
Leverage: openOrders.Data.Orders[x].LeverageRate,
Price: openOrders.Data.Orders[x].Price,
Amount: openOrders.Data.Orders[x].Volume,
ExecutedAmount: openOrders.Data.Orders[x].TradeVolume,
RemainingAmount: openOrders.Data.Orders[x].Volume - openOrders.Data.Orders[x].TradeVolume,
Fee: openOrders.Data.Orders[x].Fee,
Exchange: h.Name,
AssetType: req.AssetType,
ID: openOrders.Data.Orders[x].OrderIDString,
Side: orderVars.Side,
Type: orderVars.OrderType,
Status: orderVars.Status,
Pair: p,
Date: orderCreateTime,
})
}
currentPage++
done = currentPage == openOrders.Data.TotalPage
}
}
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}
func setOrderSideStatusAndType(orderState, requestType string, orderDetail *order.Detail) {
var err error
if orderDetail.Status, err = order.StringToOrderStatus(orderState); err != nil {
log.Errorf(log.ExchangeSys, "%s %v", orderDetail.Exchange, err)
}
switch SpotNewOrderRequestParamsType(requestType) {
case SpotNewOrderRequestTypeBuyMarket:
orderDetail.Side = order.Buy
orderDetail.Type = order.Market
case SpotNewOrderRequestTypeSellMarket:
orderDetail.Side = order.Sell
orderDetail.Type = order.Market
case SpotNewOrderRequestTypeBuyLimit:
orderDetail.Side = order.Buy
orderDetail.Type = order.Limit
case SpotNewOrderRequestTypeSellLimit:
orderDetail.Side = order.Sell
orderDetail.Type = order.Limit
}
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (h *HUOBI) AuthenticateWebsocket(_ context.Context) error {
return h.wsLogin()
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (h *HUOBI) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := h.UpdateAccountInfo(ctx, assetType)
return h.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (h *HUOBI) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin, kline.FiveMin, kline.FifteenMin, kline.ThirtyMin:
return in.Short() + "in"
case kline.FourHour:
return "4hour"
case kline.OneDay:
return "1day"
case kline.OneMonth:
return "1mon"
case kline.OneWeek:
return "1week"
case kline.OneYear:
return "1year"
}
return ""
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (h *HUOBI) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := h.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
klineParams := KlinesRequestParams{
Period: h.FormatExchangeKlineInterval(interval),
Symbol: pair,
}
candles, err := h.GetSpotKline(ctx, klineParams)
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: h.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
for x := range candles {
if time.Unix(candles[x].ID, 0).Before(start) ||
time.Unix(candles[x].ID, 0).After(end) {
continue
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: time.Unix(candles[x].ID, 0),
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
})
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (h *HUOBI) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return h.GetHistoricCandles(ctx, pair, a, start, end, interval)
}
// compatibleVars gets compatible variables for order vars
func compatibleVars(side, orderPriceType string, status int64) (OrderVars, error) {
var resp OrderVars
switch side {
case "buy":
resp.Side = order.Buy
case "sell":
resp.Side = order.Sell
default:
return resp, fmt.Errorf("invalid orderSide")
}
switch orderPriceType {
case "limit":
resp.OrderType = order.Limit
case "opponent":
resp.OrderType = order.Market
case "post_only":
resp.OrderType = order.PostOnly
default:
return resp, fmt.Errorf("invalid orderPriceType")
}
switch status {
case 1, 2, 11:
resp.Status = order.UnknownStatus
case 3:
resp.Status = order.Active
case 4:
resp.Status = order.PartiallyFilled
case 5:
resp.Status = order.PartiallyCancelled
case 6:
resp.Status = order.Filled
case 7:
resp.Status = order.Cancelled
default:
return resp, fmt.Errorf("invalid orderStatus")
}
return resp, nil
}
// GetAvailableTransferChains returns the available transfer blockchains for the specific
// cryptocurrency
func (h *HUOBI) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
chains, err := h.GetCurrenciesIncludingChains(ctx, cryptocurrency)
if err != nil {
return nil, err
}
if len(chains) == 0 {
return nil, errors.New("chain data isn't populated")
}
var availableChains []string
for x := range chains[0].ChainData {
availableChains = append(availableChains, chains[0].ChainData[x].Chain)
}
return availableChains, nil
}