Files
gocryptotrader/exchanges/bitfinex/bitfinex.go
Ryan O'Hara-Reid eb0571cc9b exchange: binance orderbook fix (#599)
* port orderbook binance management from draft singular asset (spot) processing add additional updates to buffer management

* integrate port

* shifted burden of proof to exchange and remove repairing techniques that obfuscate issues and could caause artifacts

* WIP

* Update exchanges, update tests, update configuration so we can default off on buffer util.

* Add buffer enabled switching to all exchanges and some that are missing, default to off.

* lbtc set not aggregate books

* Addr linter issues

* EOD wip

* optimization and bug fix pass

* clean before test and benchmarking

* add testing/benchmarks to sorting/reversing functions, dropped pointer to slice as we aren't changing slice len or cap

* Add tests and removed ptr for main book as we just ammend amount

* addr exchange test issues

* ci issues

* addr glorious issues

* Addr MCB nits, fixed funding rate book for bitfinex and fixed potential panic on nil book return

* addr linter issues

* updated mistakes

* Fix more tests

* revert bypass

* Addr mcb nits

* fix zero price bug caused by exchange. Filted out bid result rather then unsubscribing. Updated orderbook to L2 so there is no aggregation.

* Allow for zero bid and ask books to be loaded and warn if found.

* remove authentication subscription conflicts as they do not have a channel ID return

* WIP - Batching outbound requests for kraken as they do not give you the partial if you subscribe to do many things.

* finalised outbound request for kraken

* filter zero value due to invalid returned data from exchange, add in max subscription amount and increased outbound batch limit

* expand to max allowed book length & fix issue where they were sending a zero length ask side when we sent a depth of zero

* Updated function comments and added in more realistic book sizing for sort cases

* change map ordering

* amalgamate maps in buffer

* Rm ln

* fix kraken linter issues

* add in buffer initialisation

* increase timout by 30seconds

* Coinbene: Add websocket orderbook length check.

* Engine: Improve switch statement for orderbook summary dissplay.

* Binance: Added tests, remove deadlock

* Exchanges: Change orderbook field -> IsFundingRate

* Orderbook Buffer: Added method to orderbookHolder

* Kraken: removed superfluous integer for sleep

* Bitmex: fixed error return

* cmd/gctcli: force 8 decimal place usage for orderbook streaming

* Kraken: Add checksum and fix bug where we were dropping returned data which was causing artifacts

* Kraken: As per orderbook documentation added in maxdepth field to update to filter depth that goes beyond current scope

* Bitfinex: Tracking down bug on margin-funding, added sequence and checksum validation websocket config on connect (WIP)

* Bitfinex: Complete implementation of checksum

* Bitfinex: Fix funding book insertion and checksum - Dropped updates and deleting items not on book are continuously occuring from stream

* Bitfinex: Fix linter issues

* Bitfinex: Fix even more linter issues.

* Bitmex: Populate orderbook base identification fields to be passed back when error occurrs

* OkGroup: Populate orderbook base identification fields to be passed back when error occurrs

* BTSE: Change string check to 'connect success' to capture multiple user successful strings

* Bitfinex: Updated handling of funding tickers

* Bitfinex: Fix undocumented alignment bug for funding rates

* Bitfinex: Updated error return with more information

* Bitfinex: Change REST fetching to Raw book to keep it in line with websocket implementation. Fix woopsy.

* Localbitcoins: Had to impose a rate limiter to stop errors, fixed return for easier error identification.

* Exchanges: Update failing tests

* LocalBitcoins: Addr nit and bumped time by 1 second for fetching books

* Kraken: Dynamically scale precision based on str return for checksum calculations

* Kraken: Add pair and asset type to validateCRC32 error reponse

* BTSE: Filter out zero amount orderbook price levels in websocket return

* Exchanges: Update orderbook functions to return orderbook base to differentiate errors.

* BTSE: Fix spelling

* Bitmex: Fix error return string

* BTSE: Add orderbook filtering function

* Coinbene: Change wording

* BTSE: Add test for filtering

* Binance: Addr nits, added in variables for buffers and worker amounts and fixed error log messages

* GolangCI: Remove excess 0

* Binance: Reduces double ups on asset and pair in errors

* Binance: Fix error checking
2021-01-04 17:19:55 +11:00

1368 lines
38 KiB
Go

package bitfinex
import (
"context"
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
const (
bitfinexAPIURLBase = "https://api.bitfinex.com"
// Version 1 API endpoints
bitfinexAPIVersion = "/v1/"
bitfinexStats = "stats/"
bitfinexAccountInfo = "account_infos"
bitfinexAccountFees = "account_fees"
bitfinexAccountSummary = "summary"
bitfinexDeposit = "deposit/new"
bitfinexBalances = "balances"
bitfinexTransfer = "transfer"
bitfinexWithdrawal = "withdraw"
bitfinexOrderNew = "order/new"
bitfinexOrderNewMulti = "order/new/multi"
bitfinexOrderCancel = "order/cancel"
bitfinexOrderCancelMulti = "order/cancel/multi"
bitfinexOrderCancelAll = "order/cancel/all"
bitfinexOrderCancelReplace = "order/cancel/replace"
bitfinexOrderStatus = "order/status"
bitfinexInactiveOrders = "orders/hist"
bitfinexOrders = "orders"
bitfinexPositions = "positions"
bitfinexClaimPosition = "position/claim"
bitfinexHistory = "history"
bitfinexHistoryMovements = "history/movements"
bitfinexTradeHistory = "mytrades"
bitfinexOfferNew = "offer/new"
bitfinexOfferCancel = "offer/cancel"
bitfinexActiveCredits = "credits"
bitfinexOffers = "offers"
bitfinexMarginActiveFunds = "taken_funds"
bitfinexMarginUnusedFunds = "unused_taken_funds"
bitfinexMarginTotalFunds = "total_taken_funds"
bitfinexMarginClose = "funding/close"
bitfinexLendbook = "lendbook/"
bitfinexLends = "lends/"
bitfinexLeaderboard = "rankings"
// Version 2 API endpoints
bitfinexAPIVersion2 = "/v2/"
bitfinexPlatformStatus = "platform/status"
bitfinexTickerBatch = "tickers"
bitfinexTicker = "ticker/"
bitfinexTrades = "trades/"
bitfinexOrderbook = "book/"
bitfinexStatistics = "stats1/"
bitfinexCandles = "candles/trade"
bitfinexKeyPermissions = "key_info"
bitfinexMarginInfo = "margin_infos"
bitfinexDepositMethod = "conf/pub:map:currency:label"
// Bitfinex platform status values
// When the platform is marked in maintenance mode bots should stop trading
// activity. Cancelling orders will be possible.
bitfinexMaintenanceMode = 0
bitfinexOperativeMode = 1
bitfinexChecksumFlag = 131072
bitfinexWsSequenceFlag = 65536
)
// Bitfinex is the overarching type across the bitfinex package
type Bitfinex struct {
exchange.Base
WebsocketSubdChannels map[int]WebsocketChanInfo
}
// GetPlatformStatus returns the Bifinex platform status
func (b *Bitfinex) GetPlatformStatus() (int, error) {
var response []int
err := b.SendHTTPRequest(b.API.Endpoints.URL+
bitfinexAPIVersion2+
bitfinexPlatformStatus,
&response,
platformStatus)
if err != nil {
return -1, err
}
switch response[0] {
case bitfinexOperativeMode:
return bitfinexOperativeMode, nil
case bitfinexMaintenanceMode:
return bitfinexMaintenanceMode, nil
}
return -1, fmt.Errorf("unexpected platform status value %d", response[0])
}
// GetTickerBatch returns all supported ticker information
func (b *Bitfinex) GetTickerBatch() (map[string]Ticker, error) {
var response [][]interface{}
path := b.API.Endpoints.URL +
bitfinexAPIVersion2 +
bitfinexTickerBatch +
"?symbols=ALL"
err := b.SendHTTPRequest(path, &response, tickerBatch)
if err != nil {
return nil, err
}
var tickers = make(map[string]Ticker)
for x := range response {
if len(response[x]) > 11 {
tickers[response[x][0].(string)] = Ticker{
FlashReturnRate: response[x][1].(float64),
Bid: response[x][2].(float64),
BidPeriod: int64(response[x][3].(float64)),
BidSize: response[x][4].(float64),
Ask: response[x][5].(float64),
AskPeriod: int64(response[x][6].(float64)),
AskSize: response[x][7].(float64),
DailyChange: response[x][8].(float64),
DailyChangePerc: response[x][9].(float64),
Last: response[x][10].(float64),
Volume: response[x][11].(float64),
High: response[x][12].(float64),
Low: response[x][13].(float64),
FFRAmountAvailable: response[x][16].(float64),
}
continue
}
tickers[response[x][0].(string)] = Ticker{
Bid: response[x][1].(float64),
BidSize: response[x][2].(float64),
Ask: response[x][3].(float64),
AskSize: response[x][4].(float64),
DailyChange: response[x][5].(float64),
DailyChangePerc: response[x][6].(float64),
Last: response[x][7].(float64),
Volume: response[x][8].(float64),
High: response[x][9].(float64),
Low: response[x][10].(float64),
}
}
return tickers, nil
}
// GetTicker returns ticker information for one symbol
func (b *Bitfinex) GetTicker(symbol string) (Ticker, error) {
var response []interface{}
path := b.API.Endpoints.URL +
bitfinexAPIVersion2 +
bitfinexTicker +
symbol
err := b.SendHTTPRequest(path, &response, tickerFunction)
if err != nil {
return Ticker{}, err
}
if len(response) > 10 {
return Ticker{
FlashReturnRate: response[0].(float64),
Bid: response[1].(float64),
BidPeriod: int64(response[2].(float64)),
BidSize: response[3].(float64),
Ask: response[4].(float64),
AskPeriod: int64(response[5].(float64)),
AskSize: response[6].(float64),
DailyChange: response[7].(float64),
DailyChangePerc: response[8].(float64),
Last: response[9].(float64),
Volume: response[10].(float64),
High: response[11].(float64),
Low: response[12].(float64),
FFRAmountAvailable: response[15].(float64),
}, nil
}
return Ticker{
Bid: response[0].(float64),
BidSize: response[1].(float64),
Ask: response[2].(float64),
AskSize: response[3].(float64),
DailyChange: response[4].(float64),
DailyChangePerc: response[5].(float64),
Last: response[6].(float64),
Volume: response[7].(float64),
High: response[8].(float64),
Low: response[9].(float64),
}, nil
}
// GetTrades gets historic trades that occurred on the exchange
//
// currencyPair e.g. "tBTCUSD"
// timestampStart is a millisecond timestamp
// timestampEnd is a millisecond timestamp
// reOrderResp reorders the returned data.
func (b *Bitfinex) GetTrades(currencyPair string, limit, timestampStart, timestampEnd int64, reOrderResp bool) ([]Trade, error) {
v := url.Values{}
if limit > 0 {
v.Set("limit", strconv.FormatInt(limit, 10))
}
if timestampStart > 0 {
v.Set("start", strconv.FormatInt(timestampStart, 10))
}
if timestampEnd > 0 {
v.Set("end", strconv.FormatInt(timestampEnd, 10))
}
sortVal := "0"
if reOrderResp {
sortVal = "1"
}
v.Set("sort", sortVal)
path := b.API.Endpoints.URL +
bitfinexAPIVersion2 +
bitfinexTrades +
currencyPair +
"/hist" +
"?" +
v.Encode()
var resp [][]interface{}
err := b.SendHTTPRequest(path, &resp, tradeRateLimit)
if err != nil {
return nil, err
}
var history []Trade
for i := range resp {
amount := resp[i][2].(float64)
side := order.Buy.String()
if amount < 0 {
side = order.Sell.String()
amount *= -1
}
if len(resp[i]) > 4 {
history = append(history, Trade{
TID: int64(resp[i][0].(float64)),
Timestamp: int64(resp[i][1].(float64)),
Amount: amount,
Rate: resp[i][3].(float64),
Period: int64(resp[i][4].(float64)),
Type: side,
})
continue
}
history = append(history, Trade{
TID: int64(resp[i][0].(float64)),
Timestamp: int64(resp[i][1].(float64)),
Amount: amount,
Price: resp[i][3].(float64),
Type: side,
})
}
return history, nil
}
// GetOrderbook retieves the orderbook bid and ask price points for a currency
// pair - By default the response will return 25 bid and 25 ask price points.
// symbol - Example "tBTCUSD"
// precision - P0,P1,P2,P3,R0
// Values can contain limit amounts for both the asks and bids - Example
// "len" = 100
func (b *Bitfinex) GetOrderbook(symbol, precision string, limit int64) (Orderbook, error) {
var u = url.Values{}
if limit > 0 {
u.Set("len", strconv.FormatInt(limit, 10))
}
path := b.API.Endpoints.URL +
bitfinexAPIVersion2 +
bitfinexOrderbook +
symbol +
"/" +
precision +
"?" +
u.Encode()
var response [][]interface{}
err := b.SendHTTPRequest(path, &response, orderbookFunction)
if err != nil {
return Orderbook{}, err
}
var o Orderbook
if precision == "R0" {
// Raw book changes the return
for x := range response {
var b Book
if len(response[x]) > 3 {
// Funding currency
b.Amount = response[x][3].(float64)
b.Rate = response[x][2].(float64)
b.Period = response[x][1].(float64)
b.OrderID = int64(response[x][0].(float64))
if b.Amount > 0 {
o.Asks = append(o.Asks, b)
} else {
b.Amount *= -1
o.Bids = append(o.Bids, b)
}
} else {
// Trading currency
b.Amount = response[x][2].(float64)
b.Price = response[x][1].(float64)
b.OrderID = int64(response[x][0].(float64))
if b.Amount > 0 {
o.Bids = append(o.Bids, b)
} else {
b.Amount *= -1
o.Asks = append(o.Asks, b)
}
}
}
} else {
for x := range response {
var b Book
if len(response[x]) > 3 {
// Funding currency
b.Amount = response[x][3].(float64)
b.Count = int64(response[x][2].(float64))
b.Period = response[x][1].(float64)
b.Rate = response[x][0].(float64)
if b.Amount > 0 {
o.Asks = append(o.Asks, b)
} else {
b.Amount *= -1
o.Bids = append(o.Bids, b)
}
} else {
// Trading currency
b.Amount = response[x][2].(float64)
b.Count = int64(response[x][1].(float64))
b.Price = response[x][0].(float64)
if b.Amount > 0 {
o.Bids = append(o.Bids, b)
} else {
b.Amount *= -1
o.Asks = append(o.Asks, b)
}
}
}
}
return o, nil
}
// GetStats returns various statistics about the requested pair
func (b *Bitfinex) GetStats(symbol string) ([]Stat, error) {
var response []Stat
path := b.API.Endpoints.URL + bitfinexAPIVersion + bitfinexStats + symbol
return response, b.SendHTTPRequest(path, &response, statsV1)
}
// GetFundingBook the entire margin funding book for both bids and asks sides
// per currency string
// symbol - example "USD"
// WARNING: Orderbook now has this support, will be deprecated once a full
// conversion to full V2 API update is done.
func (b *Bitfinex) GetFundingBook(symbol string) (FundingBook, error) {
response := FundingBook{}
path := b.API.Endpoints.URL + bitfinexAPIVersion + bitfinexLendbook + symbol
if err := b.SendHTTPRequest(path, &response, fundingbook); err != nil {
return response, err
}
return response, nil
}
// GetLends returns a list of the most recent funding data for the given
// currency: total amount provided and Flash Return Rate (in % by 365 days)
// over time
// Symbol - example "USD"
func (b *Bitfinex) GetLends(symbol string, values url.Values) ([]Lends, error) {
var response []Lends
path := common.EncodeURLValues(b.API.Endpoints.URL+
bitfinexAPIVersion+
bitfinexLends+
symbol,
values)
return response, b.SendHTTPRequest(path, &response, lends)
}
// GetCandles returns candle chart data
// timeFrame values: '1m', '5m', '15m', '30m', '1h', '3h', '6h', '12h', '1D',
// '7D', '14D', '1M'
// section values: last or hist
func (b *Bitfinex) GetCandles(symbol, timeFrame string, start, end int64, limit uint32, historic bool) ([]Candle, error) {
var fundingPeriod string
if symbol[0] == 'f' {
fundingPeriod = ":p30"
}
var path = b.API.Endpoints.URL +
bitfinexAPIVersion2 +
bitfinexCandles +
":" +
timeFrame +
":" +
symbol +
fundingPeriod
if historic {
v := url.Values{}
if start > 0 {
v.Set("start", strconv.FormatInt(start, 10))
}
if end > 0 {
v.Set("end", strconv.FormatInt(end, 10))
}
if limit > 0 {
v.Set("limit", strconv.FormatInt(int64(limit), 10))
}
path += "/hist"
if len(v) > 0 {
path += "?" + v.Encode()
}
var response [][]interface{}
err := b.SendHTTPRequest(path, &response, candle)
if err != nil {
return nil, err
}
var c []Candle
for i := range response {
c = append(c, Candle{
Timestamp: time.Unix(int64(response[i][0].(float64)/1000), 0),
Open: response[i][1].(float64),
Close: response[i][2].(float64),
High: response[i][3].(float64),
Low: response[i][4].(float64),
Volume: response[i][5].(float64),
})
}
return c, nil
}
path += "/last"
var response []interface{}
err := b.SendHTTPRequest(path, &response, candle)
if err != nil {
return nil, err
}
if len(response) == 0 {
return nil, errors.New("no data returned")
}
return []Candle{{
Timestamp: time.Unix(int64(response[0].(float64))/1000, 0),
Open: response[1].(float64),
Close: response[2].(float64),
High: response[3].(float64),
Low: response[4].(float64),
Volume: response[5].(float64),
}}, nil
}
// GetConfigurations fetchs currency and symbol site configuration data.
func (b *Bitfinex) GetConfigurations() error {
return common.ErrNotYetImplemented
}
// GetStatus returns different types of platform information - currently
// supports derivatives pair status only.
func (b *Bitfinex) GetStatus() error {
return common.ErrNotYetImplemented
}
// GetLiquidationFeed returns liquidations. By default it will retrieve the most
// recent liquidations, but time-specific data can be retrieved using
// timestamps.
func (b *Bitfinex) GetLiquidationFeed() error {
return common.ErrNotYetImplemented
}
// GetLeaderboard returns leaderboard standings for unrealized profit (period
// delta), unrealized profit (inception), volume, and realized profit.
// Allowed key values: "plu_diff" for unrealized profit (period delta), "plu"
// for unrealized profit (inception); "vol" for volume; "plr" for realized
// profit
// Allowed time frames are 3h, 1w and 1M
// Allowed symbols are trading pairs (e.g. tBTCUSD, tETHUSD and tGLOBAL:USD)
func (b *Bitfinex) GetLeaderboard(key, timeframe, symbol string, sort, limit int, start, end string) ([]LeaderboardEntry, error) {
validLeaderboardKey := func(input string) bool {
switch input {
case LeaderboardUnrealisedProfitPeriodDelta,
LeaderboardUnrealisedProfitInception,
LeaderboardVolume,
LeaderbookRealisedProfit:
return true
default:
return false
}
}
if !validLeaderboardKey(key) {
return nil, errors.New("invalid leaderboard key")
}
path := fmt.Sprintf("%s/%s:%s:%s/hist", b.API.Endpoints.URL+bitfinexAPIVersion2+bitfinexLeaderboard,
key,
timeframe,
symbol)
vals := url.Values{}
if sort != 0 {
vals.Set("sort", strconv.Itoa(sort))
}
if limit != 0 {
vals.Set("limit", strconv.Itoa(limit))
}
if start != "" {
vals.Set("start", start)
}
if end != "" {
vals.Set("end", end)
}
path = common.EncodeURLValues(path, vals)
var resp []interface{}
if err := b.SendHTTPRequest(path, &resp, leaderBoardReqRate); err != nil {
return nil, err
}
parseTwitterHandle := func(i interface{}) string {
r, ok := i.(string)
if !ok {
return ""
}
return r
}
var result []LeaderboardEntry
for x := range resp {
r := resp[x].([]interface{})
result = append(result, LeaderboardEntry{
Timestamp: time.Unix(0, int64(r[0].(float64))*int64(time.Millisecond)),
Username: r[2].(string),
Ranking: int(r[3].(float64)),
Value: r[6].(float64),
TwitterHandle: parseTwitterHandle(r[9]),
})
}
return result, nil
}
// GetMarketAveragePrice calculates the average execution price for Trading or
// rate for Margin funding
func (b *Bitfinex) GetMarketAveragePrice() error {
return common.ErrNotYetImplemented
}
// GetForeignExchangeRate calculates the exchange rate between two currencies
func (b *Bitfinex) GetForeignExchangeRate() error {
return common.ErrNotYetImplemented
}
// GetAccountFees returns information about your account trading fees
func (b *Bitfinex) GetAccountFees() ([]AccountInfo, error) {
var responses []AccountInfo
return responses, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexAccountInfo,
nil,
&responses,
getAccountFees)
}
// GetWithdrawalFees - Gets all fee rates for withdrawals
func (b *Bitfinex) GetWithdrawalFees() (AccountFees, error) {
response := AccountFees{}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexAccountFees,
nil,
&response,
getWithdrawalFees)
}
// GetAccountSummary returns a 30-day summary of your trading volume and return
// on margin funding
func (b *Bitfinex) GetAccountSummary() (AccountSummary, error) {
response := AccountSummary{}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexAccountSummary,
nil,
&response,
getAccountSummary)
}
// NewDeposit returns a new deposit address
// Method - Example methods accepted: “bitcoin”, “litecoin”, “ethereum”,
// “tethers", "ethereumc", "zcash", "monero", "iota", "bcash"
// WalletName - accepted: “trading”, “exchange”, “deposit”
// renew - Default is 0. If set to 1, will return a new unused deposit address
func (b *Bitfinex) NewDeposit(method, walletName string, renew int) (DepositResponse, error) {
if !common.StringDataCompare(AcceptedWalletNames, walletName) {
return DepositResponse{},
fmt.Errorf("walletname: [%s] is not allowed, supported: %s",
walletName,
AcceptedWalletNames)
}
response := DepositResponse{}
req := make(map[string]interface{})
req["method"] = method
req["wallet_name"] = walletName
req["renew"] = renew
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexDeposit,
req,
&response,
newDepositAddress)
}
// GetKeyPermissions checks the permissions of the key being used to generate
// this request.
func (b *Bitfinex) GetKeyPermissions() (KeyPermissions, error) {
response := KeyPermissions{}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexKeyPermissions,
nil,
&response,
getAccountFees)
}
// GetMarginInfo shows your trading wallet information for margin trading
func (b *Bitfinex) GetMarginInfo() ([]MarginInfo, error) {
var response []MarginInfo
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginInfo,
nil,
&response,
getMarginInfo)
}
// GetAccountBalance returns full wallet balance information
func (b *Bitfinex) GetAccountBalance() ([]Balance, error) {
var response []Balance
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexBalances,
nil,
&response,
getAccountBalance)
}
// WalletTransfer move available balances between your wallets
// Amount - Amount to move
// Currency - example "BTC"
// WalletFrom - example "exchange"
// WalletTo - example "deposit"
func (b *Bitfinex) WalletTransfer(amount float64, currency, walletFrom, walletTo string) (WalletTransfer, error) {
var response []WalletTransfer
req := make(map[string]interface{})
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["currency"] = currency
req["walletfrom"] = walletFrom
req["walletto"] = walletTo
err := b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexTransfer,
req,
&response,
walletTransfer)
if err != nil {
return WalletTransfer{}, err
}
if response[0].Status == "error" {
return WalletTransfer{}, errors.New(response[0].Message)
}
return response[0], nil
}
// WithdrawCryptocurrency requests a withdrawal from one of your wallets.
// For FIAT, use WithdrawFIAT
func (b *Bitfinex) WithdrawCryptocurrency(wallet, address, paymentID string, amount float64, c currency.Code) (Withdrawal, error) {
var response []Withdrawal
req := make(map[string]interface{})
req["withdraw_type"] = b.ConvertSymbolToWithdrawalType(c)
req["walletselected"] = wallet
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["address"] = address
if paymentID != "" {
req["payment_id"] = paymentID
}
err := b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexWithdrawal,
req,
&response,
withdrawV1)
if err != nil {
return Withdrawal{}, err
}
if response[0].Status == "error" {
return Withdrawal{}, errors.New(response[0].Message)
}
return response[0], nil
}
// WithdrawFIAT Sends an authenticated request to withdraw FIAT currency
func (b *Bitfinex) WithdrawFIAT(withdrawalType, walletType string, withdrawRequest *withdraw.Request) (Withdrawal, error) {
var response []Withdrawal
req := make(map[string]interface{})
req["withdraw_type"] = withdrawalType
req["walletselected"] = walletType
req["amount"] = strconv.FormatFloat(withdrawRequest.Amount, 'f', -1, 64)
req["account_name"] = withdrawRequest.Fiat.Bank.AccountName
req["account_number"] = withdrawRequest.Fiat.Bank.AccountNumber
req["bank_name"] = withdrawRequest.Fiat.Bank.BankName
req["bank_address"] = withdrawRequest.Fiat.Bank.BankAddress
req["bank_city"] = withdrawRequest.Fiat.Bank.BankPostalCity
req["bank_country"] = withdrawRequest.Fiat.Bank.BankCountry
req["expressWire"] = withdrawRequest.Fiat.IsExpressWire
req["swift"] = withdrawRequest.Fiat.Bank.SWIFTCode
req["detail_payment"] = withdrawRequest.Description
req["currency"] = withdrawRequest.Currency
req["account_address"] = withdrawRequest.Fiat.Bank.BankAddress
if withdrawRequest.Fiat.RequiresIntermediaryBank {
req["intermediary_bank_name"] = withdrawRequest.Fiat.IntermediaryBankName
req["intermediary_bank_address"] = withdrawRequest.Fiat.IntermediaryBankAddress
req["intermediary_bank_city"] = withdrawRequest.Fiat.IntermediaryBankCity
req["intermediary_bank_country"] = withdrawRequest.Fiat.IntermediaryBankCountry
req["intermediary_bank_account"] = strconv.FormatFloat(withdrawRequest.Fiat.IntermediaryBankAccountNumber, 'f', -1, 64)
req["intermediary_bank_swift"] = withdrawRequest.Fiat.IntermediarySwiftCode
}
err := b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexWithdrawal,
req,
&response,
withdrawV1)
if err != nil {
return Withdrawal{}, err
}
if response[0].Status == "error" {
return Withdrawal{}, errors.New(response[0].Message)
}
return response[0], nil
}
// NewOrder submits a new order and returns a order information
// Major Upgrade needed on this function to include all query params
func (b *Bitfinex) NewOrder(currencyPair, orderType string, amount, price float64, buy, hidden bool) (Order, error) {
if !common.StringDataCompare(AcceptedOrderType, orderType) {
return Order{}, fmt.Errorf("order type %s not accepted", orderType)
}
response := Order{}
req := make(map[string]interface{})
req["symbol"] = currencyPair
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["price"] = strconv.FormatFloat(price, 'f', -1, 64)
req["type"] = orderType
req["is_hidden"] = hidden
req["side"] = order.Sell.Lower()
if buy {
req["side"] = order.Buy.Lower()
}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderNew,
req,
&response,
orderV1)
}
// NewOrderMulti allows several new orders at once
func (b *Bitfinex) NewOrderMulti(orders []PlaceOrder) (OrderMultiResponse, error) {
response := OrderMultiResponse{}
req := make(map[string]interface{})
req["orders"] = orders
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderNewMulti,
req,
&response,
orderMulti)
}
// CancelExistingOrder cancels a single order by OrderID
func (b *Bitfinex) CancelExistingOrder(orderID int64) (Order, error) {
response := Order{}
req := make(map[string]interface{})
req["order_id"] = orderID
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderCancel,
req,
&response,
orderMulti)
}
// CancelMultipleOrders cancels multiple orders
func (b *Bitfinex) CancelMultipleOrders(orderIDs []int64) (string, error) {
response := GenericResponse{}
req := make(map[string]interface{})
req["order_ids"] = orderIDs
return response.Result, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderCancelMulti,
req,
nil,
orderMulti)
}
// CancelAllExistingOrders cancels all active and open orders
func (b *Bitfinex) CancelAllExistingOrders() (string, error) {
response := GenericResponse{}
return response.Result, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderCancelAll,
nil,
nil,
orderMulti)
}
// ReplaceOrder replaces an older order with a new order
func (b *Bitfinex) ReplaceOrder(orderID int64, symbol string, amount, price float64, buy bool, orderType string, hidden bool) (Order, error) {
response := Order{}
req := make(map[string]interface{})
req["order_id"] = orderID
req["symbol"] = symbol
req["amount"] = strconv.FormatFloat(amount, 'f', -1, 64)
req["price"] = strconv.FormatFloat(price, 'f', -1, 64)
req["exchange"] = "bitfinex"
req["type"] = orderType
req["is_hidden"] = hidden
if buy {
req["side"] = order.Buy.Lower()
} else {
req["side"] = order.Sell.Lower()
}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderCancelReplace,
req,
&response,
orderMulti)
}
// GetOrderStatus returns order status information
func (b *Bitfinex) GetOrderStatus(orderID int64) (Order, error) {
orderStatus := Order{}
req := make(map[string]interface{})
req["order_id"] = orderID
return orderStatus, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderStatus,
req,
&orderStatus,
orderMulti)
}
// GetInactiveOrders returns order status information
func (b *Bitfinex) GetInactiveOrders() ([]Order, error) {
var response []Order
req := make(map[string]interface{})
req["limit"] = "100"
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexInactiveOrders,
req,
&response,
orderMulti)
}
// GetOpenOrders returns all active orders and statuses
func (b *Bitfinex) GetOpenOrders() ([]Order, error) {
var response []Order
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrders,
nil,
&response,
orderMulti)
}
// GetActivePositions returns an array of active positions
func (b *Bitfinex) GetActivePositions() ([]Position, error) {
var response []Position
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexPositions,
nil,
&response,
orderMulti)
}
// ClaimPosition allows positions to be claimed
func (b *Bitfinex) ClaimPosition(positionID int) (Position, error) {
response := Position{}
req := make(map[string]interface{})
req["position_id"] = positionID
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexClaimPosition,
nil,
nil,
orderMulti)
}
// GetBalanceHistory returns balance history for the account
func (b *Bitfinex) GetBalanceHistory(symbol string, timeSince, timeUntil time.Time, limit int, wallet string) ([]BalanceHistory, error) {
var response []BalanceHistory
req := make(map[string]interface{})
req["currency"] = symbol
if !timeSince.IsZero() {
req["since"] = timeSince
}
if !timeUntil.IsZero() {
req["until"] = timeUntil
}
if limit > 0 {
req["limit"] = limit
}
if len(wallet) > 0 {
req["wallet"] = wallet
}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexHistory,
req,
&response,
orderMulti)
}
// GetMovementHistory returns an array of past deposits and withdrawals
func (b *Bitfinex) GetMovementHistory(symbol, method string, timeSince, timeUntil time.Time, limit int) ([]MovementHistory, error) {
var response []MovementHistory
req := make(map[string]interface{})
req["currency"] = symbol
if len(method) > 0 {
req["method"] = method
}
if !timeSince.IsZero() {
req["since"] = timeSince
}
if !timeUntil.IsZero() {
req["until"] = timeUntil
}
if limit > 0 {
req["limit"] = limit
}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexHistoryMovements,
req,
&response,
orderMulti)
}
// GetTradeHistory returns past executed trades
func (b *Bitfinex) GetTradeHistory(currencyPair string, timestamp, until time.Time, limit, reverse int) ([]TradeHistory, error) {
var response []TradeHistory
req := make(map[string]interface{})
req["currency"] = currencyPair
req["timestamp"] = timestamp
if !until.IsZero() {
req["until"] = until
}
if limit > 0 {
req["limit"] = limit
}
if reverse > 0 {
req["reverse"] = reverse
}
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexTradeHistory,
req,
&response,
orderMulti)
}
// NewOffer submits a new offer
func (b *Bitfinex) NewOffer(symbol string, amount, rate float64, period int64, direction string) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["currency"] = symbol
req["amount"] = amount
req["rate"] = rate
req["period"] = period
req["direction"] = direction
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOfferNew,
req,
&response,
orderMulti)
}
// CancelOffer cancels offer by offerID
func (b *Bitfinex) CancelOffer(offerID int64) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["offer_id"] = offerID
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOfferCancel,
req,
&response,
orderMulti)
}
// GetOfferStatus checks offer status whether it has been cancelled, execute or
// is still active
func (b *Bitfinex) GetOfferStatus(offerID int64) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["offer_id"] = offerID
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOrderStatus,
req,
&response,
orderMulti)
}
// GetActiveCredits returns all available credits
func (b *Bitfinex) GetActiveCredits() ([]Offer, error) {
var response []Offer
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexActiveCredits,
nil,
&response,
orderMulti)
}
// GetActiveOffers returns all current active offers
func (b *Bitfinex) GetActiveOffers() ([]Offer, error) {
var response []Offer
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexOffers,
nil,
&response,
orderMulti)
}
// GetActiveMarginFunding returns an array of active margin funds
func (b *Bitfinex) GetActiveMarginFunding() ([]MarginFunds, error) {
var response []MarginFunds
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginActiveFunds,
nil,
&response,
orderMulti)
}
// GetUnusedMarginFunds returns an array of funding borrowed but not currently
// used
func (b *Bitfinex) GetUnusedMarginFunds() ([]MarginFunds, error) {
var response []MarginFunds
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginUnusedFunds,
nil,
&response,
orderMulti)
}
// GetMarginTotalTakenFunds returns an array of active funding used in a
// position
func (b *Bitfinex) GetMarginTotalTakenFunds() ([]MarginTotalTakenFunds, error) {
var response []MarginTotalTakenFunds
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginTotalFunds,
nil,
&response,
orderMulti)
}
// CloseMarginFunding closes an unused or used taken fund
func (b *Bitfinex) CloseMarginFunding(swapID int64) (Offer, error) {
response := Offer{}
req := make(map[string]interface{})
req["swap_id"] = swapID
return response, b.SendAuthenticatedHTTPRequest(http.MethodPost,
bitfinexMarginClose,
req,
&response,
closeFunding)
}
// SendHTTPRequest sends an unauthenticated request
func (b *Bitfinex) SendHTTPRequest(path string, result interface{}, e request.EndpointLimit) error {
return b.SendPayload(context.Background(), &request.Item{
Method: http.MethodGet,
Path: path,
Result: result,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording,
Endpoint: e})
}
// SendAuthenticatedHTTPRequest sends an autheticated http request and json
// unmarshals result to a supplied variable
func (b *Bitfinex) SendAuthenticatedHTTPRequest(method, path string, params map[string]interface{}, result interface{}, endpoint request.EndpointLimit) error {
if !b.AllowAuthenticatedRequest() {
return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet,
b.Name)
}
n := b.Requester.GetNonce(true)
req := make(map[string]interface{})
req["request"] = bitfinexAPIVersion + path
req["nonce"] = n.String()
for key, value := range params {
req[key] = value
}
PayloadJSON, err := json.Marshal(req)
if err != nil {
return errors.New("sendAuthenticatedAPIRequest: unable to JSON request")
}
if b.Verbose {
log.Debugf(log.ExchangeSys, "Request JSON: %s\n", PayloadJSON)
}
PayloadBase64 := crypto.Base64Encode(PayloadJSON)
hmac := crypto.GetHMAC(crypto.HashSHA512_384, []byte(PayloadBase64),
[]byte(b.API.Credentials.Secret))
headers := make(map[string]string)
headers["X-BFX-APIKEY"] = b.API.Credentials.Key
headers["X-BFX-PAYLOAD"] = PayloadBase64
headers["X-BFX-SIGNATURE"] = crypto.HexEncodeToString(hmac)
return b.SendPayload(context.Background(), &request.Item{
Method: method,
Path: b.API.Endpoints.URL + bitfinexAPIVersion + path,
Headers: headers,
Result: result,
AuthRequest: true,
NonceEnabled: true,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording,
Endpoint: endpoint})
}
// GetFee returns an estimate of fee based on type of transaction
func (b *Bitfinex) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
accountInfos, err := b.GetAccountFees()
if err != nil {
return 0, err
}
fee, err = b.CalculateTradingFee(accountInfos,
feeBuilder.PurchasePrice,
feeBuilder.Amount,
feeBuilder.Pair.Base,
feeBuilder.IsMaker)
if err != nil {
return 0, err
}
case exchange.CyptocurrencyDepositFee:
//TODO: fee is charged when < $1000USD is transferred, need to infer value in some way
fee = 0
case exchange.CryptocurrencyWithdrawalFee:
acc, err := b.GetWithdrawalFees()
if err != nil {
return 0, err
}
fee, err = b.GetCryptocurrencyWithdrawalFee(feeBuilder.Pair.Base, acc)
if err != nil {
return 0, err
}
case exchange.InternationalBankDepositFee:
fee = getInternationalBankDepositFee(feeBuilder.Amount)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.Amount)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
// does not require an API request, requires manual updating
func getOfflineTradeFee(price, amount float64) float64 {
return 0.001 * price * amount
}
// GetCryptocurrencyWithdrawalFee returns an estimate of fee based on type of transaction
func (b *Bitfinex) GetCryptocurrencyWithdrawalFee(c currency.Code, accountFees AccountFees) (fee float64, err error) {
switch result := accountFees.Withdraw[c.String()].(type) {
case string:
fee, err = strconv.ParseFloat(result, 64)
if err != nil {
return 0, err
}
case float64:
fee = result
}
return fee, nil
}
func getInternationalBankDepositFee(amount float64) float64 {
return 0.001 * amount
}
func getInternationalBankWithdrawalFee(amount float64) float64 {
return 0.001 * amount
}
// CalculateTradingFee returns an estimate of fee based on type of whether is maker or taker fee
func (b *Bitfinex) CalculateTradingFee(i []AccountInfo, purchasePrice, amount float64, c currency.Code, isMaker bool) (fee float64, err error) {
for x := range i {
for y := range i[x].Fees {
if c.String() == i[x].Fees[y].Pairs {
if isMaker {
fee = i[x].Fees[y].MakerFees
} else {
fee = i[x].Fees[y].TakerFees
}
break
}
}
if fee > 0 {
break
}
}
return (fee / 100) * purchasePrice * amount, err
}
// ConvertSymbolToWithdrawalType You need to have specific withdrawal types to withdraw from Bitfinex
func (b *Bitfinex) ConvertSymbolToWithdrawalType(c currency.Code) string {
switch c {
case currency.BTC:
return "bitcoin"
case currency.LTC:
return "litecoin"
case currency.ETH:
return "ethereum"
case currency.ETC:
return "ethereumc"
case currency.USDT:
return "tetheruso"
case currency.ZEC:
return "zcash"
case currency.XMR:
return "monero"
case currency.DSH:
return "dash"
case currency.XRP:
return "ripple"
case currency.SAN:
return "santiment"
case currency.OMG:
return "omisego"
case currency.BCH:
return "bcash"
case currency.ETP:
return "metaverse"
case currency.AVT:
return "aventus"
case currency.EDO:
return "eidoo"
case currency.BTG:
return "bgold"
case currency.DATA:
return "datacoin"
case currency.GNT:
return "golem"
case currency.SNT:
return "status"
default:
return c.Lower().String()
}
}
// ConvertSymbolToDepositMethod returns a converted currency deposit method
func (b *Bitfinex) ConvertSymbolToDepositMethod(c currency.Code) (string, error) {
if err := b.PopulateAcceptableMethods(); err != nil {
return "", err
}
method, ok := AcceptableMethods[c.String()]
if !ok {
return "", fmt.Errorf("currency %s not supported in method list",
c)
}
return strings.ToLower(method), nil
}
// PopulateAcceptableMethods retrieves all accepted currency strings and
// populates a map to check
func (b *Bitfinex) PopulateAcceptableMethods() error {
if len(AcceptableMethods) == 0 {
var response [][][2]string
err := b.SendHTTPRequest(b.API.Endpoints.URL+
bitfinexAPIVersion2+
bitfinexDepositMethod,
&response,
configs)
if err != nil {
return err
}
if len(response) == 0 {
return errors.New("response contains no data cannot populate acceptable method map")
}
for i := range response[0] {
if len(response[0][i]) != 2 {
return errors.New("response contains no data cannot populate acceptable method map")
}
AcceptableMethods[response[0][i][0]] = response[0][i][1]
}
}
return nil
}