Files
gocryptotrader/exchanges/bitmex/bitmex_wrapper.go
Scott 63257ce4ca Improvement: Speeding up slow tests (#707)
* Speeds up tests

* Reduces time.Sleeps, lowers CreateTestBot complexity. Breaks things

* Removal of unecessary config reads. Parallel tests. Lower times

* Speeds up recent trades results

* mini update

* zoooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooom

* Removes the dupes

* Lint

* post cherrypick

* Fix rare kraken data race

* Fixes banking global issues. Fixes postgres trades

* rmline for appveyor test

* Expands timeout in event that channel is closed before send

* Fix data race

* No rows, no bows and definitely no shows

* Removes parallel from createsnapshot tests

* Extends timedmutext test a smidge. Exchange fatality

* Shorter end timeframe and bigger candle
2021-07-07 12:42:03 +10:00

820 lines
23 KiB
Go

package bitmex
import (
"errors"
"fmt"
"math"
"sort"
"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/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 (b *Bitmex) GetDefaultConfig() (*config.ExchangeConfig, error) {
b.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Bitmex
func (b *Bitmex) SetDefaults() {
b.Name = "Bitmex"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Uppercase: true}
configFmt := &currency.PairFormat{Uppercase: true}
err := b.SetGlobalPairsManager(requestFmt,
configFmt,
asset.PerpetualContract,
asset.Futures,
asset.Index)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.DisableAssetWebsocketSupport(asset.Index)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
SubmitOrders: true,
ModifyOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TradeFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
DeadMansSwitch: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.WithdrawCryptoWithEmail |
exchange.WithdrawCryptoWith2FA |
exchange.NoFiatWithdrawals,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: bitmexAPIURL,
exchange.WebsocketSpot: bitmexWSURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Websocket = stream.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *Bitmex) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err := b.SetupDefaults(exch)
if err != nil {
return err
}
wsEndpoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = b.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: bitmexWSURL,
ExchangeName: exch.Name,
RunningURL: wsEndpoint,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
UnSubscriber: b.Unsubscribe,
GenerateSubscriptions: b.GenerateDefaultSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
UpdateEntriesByID: true,
})
if err != nil {
return err
}
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the Bitmex go routine
func (b *Bitmex) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bitmex wrapper
func (b *Bitmex) Run() {
if b.Verbose {
wsEndpoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
log.Error(log.ExchangeSys, err)
}
log.Debugf(log.ExchangeSys,
"%s Websocket: %s. (url: %s).\n",
b.Name,
common.IsEnabled(b.Websocket.IsEnabled()),
wsEndpoint)
b.PrintEnabledPairs()
}
if !b.GetEnabledFeatures().AutoPairUpdates {
return
}
err := b.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", b.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Bitmex) FetchTradablePairs(asset asset.Item) ([]string, error) {
marketInfo, err := b.GetActiveAndIndexInstruments()
if err != nil {
return nil, err
}
var products []string
for x := range marketInfo {
products = append(products, marketInfo[x].Symbol.String())
}
return products, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Bitmex) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := b.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
// Zerovalue current list which will remove old asset pairs when contract
// types expire or become obsolete
var assetPairs = map[asset.Item][]string{
asset.Index: {},
asset.PerpetualContract: {},
asset.Futures: {},
}
for x := range pairs {
if strings.Contains(pairs[x], ".") {
assetPairs[asset.Index] = append(assetPairs[asset.Index], pairs[x])
continue
}
if strings.Contains(pairs[x], "USD") {
assetPairs[asset.PerpetualContract] = append(assetPairs[asset.PerpetualContract],
pairs[x])
continue
}
assetPairs[asset.Futures] = append(assetPairs[asset.Futures], pairs[x])
}
for a, values := range assetPairs {
p, err := currency.NewPairsFromStrings(values)
if err != nil {
return err
}
err = b.UpdatePairs(p, a, false, false)
if err != nil {
log.Warnf(log.ExchangeSys,
"%s failed to update available pairs. Err: %v",
b.Name,
err)
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitmex) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tick, err := b.GetActiveAndIndexInstruments()
if err != nil {
return nil, err
}
pairs, err := b.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
for j := range tick {
if !pairs.Contains(tick[j].Symbol, true) {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[j].LastPrice,
High: tick[j].HighPrice,
Low: tick[j].LowPrice,
Bid: tick[j].BidPrice,
Ask: tick[j].AskPrice,
Volume: tick[j].Volume24h,
Close: tick[j].PrevClosePrice,
Pair: tick[j].Symbol,
LastUpdated: tick[j].Timestamp,
ExchangeName: b.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
return ticker.GetTicker(b.Name, fPair, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *Bitmex) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tickerNew, err := ticker.GetTicker(b.Name, fPair, assetType)
if err != nil {
return b.UpdateTicker(fPair, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *Bitmex) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
ob, err := orderbook.Get(b.Name, fPair, assetType)
if err != nil {
return b.UpdateOrderbook(fPair, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitmex) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: b.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: b.CanVerifyOrderbook,
}
if assetType == asset.Index {
return book, common.ErrFunctionNotSupported
}
fpair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := b.GetOrderbook(OrderBookGetL2Params{
Symbol: fpair.String(),
Depth: 500})
if err != nil {
return book, err
}
for i := range orderbookNew {
switch {
case strings.EqualFold(orderbookNew[i].Side, order.Sell.String()):
book.Asks = append(book.Asks, orderbook.Item{
Amount: float64(orderbookNew[i].Size),
Price: orderbookNew[i].Price})
case strings.EqualFold(orderbookNew[i].Side, order.Buy.String()):
book.Bids = append(book.Bids, orderbook.Item{
Amount: float64(orderbookNew[i].Size),
Price: orderbookNew[i].Price})
default:
return book,
fmt.Errorf("could not process orderbook, order side [%s] could not be matched",
orderbookNew[i].Side)
}
}
book.Asks.Reverse() // Reverse order of asks to ascending
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(b.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// Bitmex exchange
func (b *Bitmex) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
bal, err := b.GetAllUserMargin()
if err != nil {
return info, err
}
// Need to update to add Margin/Liquidity availibilty
var balances []account.Balance
for i := range bal {
balances = append(balances, account.Balance{
CurrencyName: currency.NewCode(bal[i].Currency),
TotalValue: float64(bal[i].WalletBalance),
})
}
info.Exchange = b.Name
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: balances,
})
err = account.Process(&info)
if err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *Bitmex) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(b.Name, assetType)
if err != nil {
return b.UpdateAccountInfo(assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bitmex) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrNotYetImplemented
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *Bitmex) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (b *Bitmex) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return b.GetHistoricTrades(p, assetType, time.Now().Add(-time.Minute*15), time.Now())
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (b *Bitmex) GetHistoricTrades(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
if assetType == asset.Index {
return nil, fmt.Errorf("asset type '%v' not supported", assetType)
}
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 = b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
limit := 1000
req := &GenericRequestParams{
Symbol: p.String(),
Count: int32(limit),
EndTime: timestampEnd.UTC().Format("2006-01-02T15:04:05.000Z"),
}
ts := timestampStart
var resp []trade.Data
allTrades:
for {
req.StartTime = ts.UTC().Format("2006-01-02T15:04:05.000Z")
var tradeData []Trade
tradeData, err = b.GetTrade(req)
if err != nil {
return nil, err
}
for i := range tradeData {
if tradeData[i].Timestamp.Before(timestampStart) || tradeData[i].Timestamp.After(timestampEnd) {
break allTrades
}
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Side)
if err != nil {
return nil, err
}
if tradeData[i].Price == 0 {
// Please note that indices (symbols starting with .) post trades at intervals to the trade feed.
// These have a size of 0 and are used only to indicate a changing price.
continue
}
resp = append(resp, trade.Data{
Exchange: b.Name,
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: float64(tradeData[i].Size),
Timestamp: tradeData[i].Timestamp,
TID: tradeData[i].TrdMatchID,
})
if i == len(tradeData)-1 {
if ts.Equal(tradeData[i].Timestamp) {
// reached end of trades to crawl
break allTrades
}
ts = tradeData[i].Timestamp
}
}
if len(tradeData) != limit {
break allTrades
}
}
err = b.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 (b *Bitmex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
if math.Mod(s.Amount, 1) != 0 {
return submitOrderResponse,
errors.New("order contract amount can not have decimals")
}
fPair, err := b.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return submitOrderResponse, err
}
var orderNewParams = OrderNewParams{
OrderType: s.Type.Title(),
Symbol: fPair.String(),
OrderQuantity: s.Amount,
Side: s.Side.Title(),
}
if s.Type == order.Limit {
orderNewParams.Price = s.Price
}
response, err := b.CreateOrder(&orderNewParams)
if err != nil {
return submitOrderResponse, err
}
if response.OrderID != "" {
submitOrderResponse.OrderID = response.OrderID
}
if s.Type == order.Market {
submitOrderResponse.FullyMatched = true
}
submitOrderResponse.IsOrderPlaced = true
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitmex) ModifyOrder(action *order.Modify) (string, error) {
if err := action.Validate(); err != nil {
return "", err
}
var params OrderAmendParams
if math.Mod(action.Amount, 1) != 0 {
return "", errors.New("contract amount can not have decimals")
}
params.OrderID = action.ID
params.OrderQty = int32(action.Amount)
params.Price = action.Price
order, err := b.AmendOrder(&params)
if err != nil {
return "", err
}
return order.OrderID, nil
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bitmex) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
var params = OrderCancelParams{
OrderID: o.ID,
}
_, err := b.CancelOrders(&params)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *Bitmex) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bitmex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
var emptyParams OrderCancelAllParams
orders, err := b.CancelAllExistingOrders(emptyParams)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range orders {
if orders[i].OrdRejReason != "" {
cancelAllOrdersResponse.Status[orders[i].OrderID] = orders[i].OrdRejReason
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (b *Bitmex) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bitmex) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
return b.GetCryptoDepositAddress(cryptocurrency.String())
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bitmex) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
var r = UserRequestWithdrawalParams{
Address: withdrawRequest.Crypto.Address,
Amount: withdrawRequest.Amount,
Currency: withdrawRequest.Currency.String(),
OtpToken: withdrawRequest.OneTimePassword,
}
if withdrawRequest.Crypto.FeeAmount > 0 {
r.Fee = withdrawRequest.Crypto.FeeAmount
}
resp, err := b.UserRequestWithdrawal(r)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
Status: resp.Text,
ID: resp.Tx,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bitmex) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bitmex) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bitmex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !b.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
// This function is not concurrency safe due to orderSide/orderType maps
func (b *Bitmex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var orders []order.Detail
params := OrdersRequest{}
params.Filter = "{\"open\":true}"
resp, err := b.GetOrders(&params)
if err != nil {
return nil, err
}
format, err := b.GetPairFormat(asset.PerpetualContract, false)
if err != nil {
return nil, err
}
for i := range resp {
orderSide := orderSideMap[resp[i].Side]
orderType := orderTypeMap[resp[i].OrdType]
if orderType == "" {
orderType = order.UnknownType
}
orderDetail := order.Detail{
Date: resp[i].Timestamp,
Price: resp[i].Price,
Amount: float64(resp[i].OrderQty),
Exchange: b.Name,
ID: resp[i].OrderID,
Side: orderSide,
Type: orderType,
Status: order.Status(resp[i].OrdStatus),
Pair: currency.NewPairWithDelimiter(resp[i].Symbol,
resp[i].SettlCurrency,
format.Delimiter),
}
orders = append(orders, orderDetail)
}
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
// This function is not concurrency safe due to orderSide/orderType maps
func (b *Bitmex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var orders []order.Detail
params := OrdersRequest{}
resp, err := b.GetOrders(&params)
if err != nil {
return nil, err
}
format, err := b.GetPairFormat(asset.PerpetualContract, false)
if err != nil {
return nil, err
}
for i := range resp {
orderSide := orderSideMap[resp[i].Side]
orderType := orderTypeMap[resp[i].OrdType]
if orderType == "" {
orderType = order.UnknownType
}
orderDetail := order.Detail{
Price: resp[i].Price,
Amount: float64(resp[i].OrderQty),
Exchange: b.Name,
ID: resp[i].OrderID,
Side: orderSide,
Type: orderType,
Status: order.Status(resp[i].OrdStatus),
Pair: currency.NewPairWithDelimiter(resp[i].Symbol,
resp[i].SettlCurrency,
format.Delimiter),
}
orders = append(orders, orderDetail)
}
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
return orders, nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (b *Bitmex) AuthenticateWebsocket() error {
return b.websocketSendAuth()
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *Bitmex) ValidateCredentials(assetType asset.Item) error {
_, err := b.UpdateAccountInfo(assetType)
return b.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *Bitmex) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *Bitmex) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}