Files
gocryptotrader/exchanges/btse/btse_wrapper.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

1027 lines
27 KiB
Go

package btse
import (
"errors"
"fmt"
"math"
"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/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 *BTSE) 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 BTSE
func (b *BTSE) SetDefaults() {
b.Name = "BTSE"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
fmt1 := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
},
}
err := b.StoreAssetPairFormat(asset.Spot, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
fmt2 := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
},
}
err = b.StoreAssetPairFormat(asset.Futures, fmt2)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TickerBatching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
OrderbookFetching: true,
TradeFetching: true,
Subscribe: true,
Unsubscribe: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.NoAPIWithdrawalMethods,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.ThreeMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.TwoHour.Word(): true,
kline.FourHour.Word(): true,
kline.SixHour.Word(): true,
kline.TwelveHour.Word(): true,
kline.OneDay.Word(): true,
kline.ThreeDay.Word(): true,
kline.OneWeek.Word(): true,
kline.OneMonth.Word(): true,
},
ResultLimit: 300,
},
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
b.API.Endpoints.URLDefault = btseAPIURL
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
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 *BTSE) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err := b.SetupDefaults(exch)
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: btseWebsocket,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
UnSubscriber: b.Unsubscribe,
GenerateSubscriptions: b.GenerateDefaultSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
})
if err != nil {
return err
}
err = b.seedOrderSizeLimits()
if err != nil {
return err
}
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the BTSE go routine
func (b *BTSE) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the BTSE wrapper
func (b *BTSE) Run() {
if b.Verbose {
b.PrintEnabledPairs()
}
if !b.GetEnabledFeatures().AutoPairUpdates {
return
}
err := b.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update tradable pairs. Error: %s", b.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *BTSE) FetchTradablePairs(a asset.Item) ([]string, error) {
var currencies []string
m, err := b.GetMarketSummary("", a == asset.Spot)
if err != nil {
return nil, err
}
for x := range m {
if !m[x].Active {
continue
}
currencies = append(currencies, m[x].Symbol)
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *BTSE) UpdateTradablePairs(forceUpdate bool) error {
a := b.GetAssetTypes()
for i := range a {
pairs, err := b.FetchTradablePairs(a[i])
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
err = b.UpdatePairs(p, a[i], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *BTSE) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickers, err := b.GetMarketSummary("", assetType == asset.Spot)
if err != nil {
return nil, err
}
for x := range tickers {
var pair currency.Pair
pair, err = currency.NewPairFromString(tickers[x].Symbol)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: pair,
Ask: tickers[x].LowestAsk,
Bid: tickers[x].HighestBid,
Low: tickers[x].Low24Hr,
Last: tickers[x].Last,
Volume: tickers[x].Volume,
High: tickers[x].High24Hr,
ExchangeName: b.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
return ticker.GetTicker(b.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *BTSE) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(b.Name, p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *BTSE) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(b.Name, p, assetType)
if err != nil {
return b.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *BTSE) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: b.Name, Pair: p, AssetType: assetType}
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
a, err := b.FetchOrderBook(fPair.String(), 0, 0, 0, assetType == asset.Spot)
if err != nil {
return book, err
}
for x := range a.BuyQuote {
book.Bids = append(book.Bids, orderbook.Item{
Price: a.BuyQuote[x].Price,
Amount: a.BuyQuote[x].Size})
}
for x := range a.SellQuote {
book.Asks = append(book.Asks, orderbook.Item{
Price: a.SellQuote[x].Price,
Amount: a.SellQuote[x].Size})
}
orderbook.Reverse(book.Asks) // Reverse asks for correct alignment
book.Pair = p
book.ExchangeName = b.Name
book.AssetType = assetType
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
// BTSE exchange
func (b *BTSE) UpdateAccountInfo() (account.Holdings, error) {
var a account.Holdings
balance, err := b.GetWalletInformation()
if err != nil {
return a, err
}
var currencies []account.Balance
for b := range balance {
currencies = append(currencies,
account.Balance{
CurrencyName: currency.NewCode(balance[b].Currency),
TotalValue: balance[b].Total,
Hold: balance[b].Available,
},
)
}
a.Exchange = b.Name
a.Accounts = []account.SubAccount{
{
Currencies: currencies,
},
}
err = account.Process(&a)
if err != nil {
return account.Holdings{}, err
}
return a, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *BTSE) FetchAccountInfo() (account.Holdings, error) {
acc, err := account.GetHoldings(b.Name)
if err != nil {
return b.UpdateAccountInfo()
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *BTSE) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
func (b *BTSE) withinLimits(pair currency.Pair, amount float64) bool {
val, found := OrderSizeLimits(pair.String())
if !found {
return false
}
return (math.Mod(amount, val.MinSizeIncrement) == 0) ||
amount < val.MinOrderSize ||
amount > val.MaxOrderSize
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *BTSE) 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 *BTSE) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var resp []trade.Data
limit := 500
var tradeData []Trade
tradeData, err = b.GetTrades(p.String(),
time.Time{}, time.Time{},
0, 0, limit,
false,
assetType == asset.Spot)
if err != nil {
return nil, err
}
for i := range tradeData {
tradeTimestamp := time.Unix(tradeData[i].Time/1000, 0)
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Side)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: b.Name,
TID: strconv.FormatInt(tradeData[i].SerialID, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: tradeTimestamp,
})
}
err = b.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 (b *BTSE) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (b *BTSE) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var resp order.SubmitResponse
if err := s.Validate(); err != nil {
return resp, err
}
fPair, err := b.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return resp, err
}
inLimits := b.withinLimits(fPair, s.Amount)
if !inLimits {
return resp, errors.New("order outside of limits")
}
r, err := b.CreateOrder(s.ClientID, 0.0,
false,
s.Price, s.Side.String(), s.Amount, 0, 0,
fPair.String(), goodTillCancel,
0.0, s.TriggerPrice,
"", s.Type.String())
if err != nil {
return resp, err
}
resp.IsOrderPlaced = true
resp.OrderID = r[0].OrderID
if s.Type == order.Market {
resp.FullyMatched = true
}
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *BTSE) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *BTSE) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
fPair, err := b.FormatExchangeCurrency(o.Pair,
o.AssetType)
if err != nil {
return err
}
_, err = b.CancelExistingOrder(o.ID, fPair.String(), o.ClientOrderID)
if err != nil {
return err
}
return nil
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *BTSE) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
// If product ID is sent, all orders of that specified market will be cancelled
// If not specified, all orders of all markets will be cancelled
func (b *BTSE) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
if err := orderCancellation.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
var resp order.CancelAllResponse
fPair, err := b.FormatExchangeCurrency(orderCancellation.Pair,
orderCancellation.AssetType)
if err != nil {
return resp, err
}
allOrders, err := b.CancelExistingOrder("", fPair.String(), "")
if err != nil {
return resp, nil
}
resp.Status = make(map[string]string)
for x := range allOrders {
if allOrders[x].Status == orderCancelled {
resp.Status[allOrders[x].OrderID] = order.Cancelled.String()
}
}
return resp, nil
}
func orderIntToType(i int) order.Type {
if i == 77 {
return order.Market
} else if i == 76 {
return order.Limit
}
return order.UnknownType
}
// GetOrderInfo returns order information based on order ID
func (b *BTSE) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
o, err := b.GetOrders("", orderID, "")
if err != nil {
return order.Detail{}, err
}
var od order.Detail
if len(o) == 0 {
return od, errors.New("no orders found")
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return order.Detail{}, err
}
for i := range o {
if o[i].OrderID != orderID {
continue
}
var side = order.Buy
if strings.EqualFold(o[i].Side, order.Ask.String()) {
side = order.Sell
}
od.Pair, err = currency.NewPairDelimiter(o[i].Symbol,
format.Delimiter)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetOrderInfo unable to parse currency pair: %s\n",
b.Name,
err)
}
od.Exchange = b.Name
od.Amount = o[i].Size
od.ID = o[i].OrderID
od.Date = time.Unix(o[i].Timestamp, 0)
od.Side = side
od.Type = orderIntToType(o[i].OrderType)
od.Price = o[i].Price
od.Status = order.Status(o[i].OrderState)
th, err := b.TradeHistory("",
time.Time{}, time.Time{},
0, 0, 0,
false,
"", orderID)
if err != nil {
return od,
fmt.Errorf("unable to get order fills for orderID %s", orderID)
}
for i := range th {
createdAt, err := parseOrderTime(th[i].TradeID)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetOrderInfo unable to parse time: %s\n", b.Name, err)
}
od.Trades = append(od.Trades, order.TradeHistory{
Timestamp: createdAt,
TID: th[i].TradeID,
Price: th[i].Price,
Amount: th[i].Size,
Exchange: b.Name,
Side: order.Side(th[i].Side),
Fee: th[i].FeeAmount,
})
}
}
return od, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *BTSE) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
address, err := b.GetWalletAddress(cryptocurrency.String())
if err != nil {
return "", err
}
if len(address) == 0 {
addressCreate, err := b.CreateWalletAddress(cryptocurrency.String())
if err != nil {
return "", err
}
if len(addressCreate) != 0 {
return addressCreate[0].Address, nil
}
return "", errors.New("address not found")
}
return address[0].Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *BTSE) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
amountToString := strconv.FormatFloat(withdrawRequest.Amount, 'f', 8, 64)
resp, err := b.WalletWithdrawal(withdrawRequest.Currency.String(),
withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
amountToString)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
Name: b.Name,
ID: resp.WithdrawID,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *BTSE) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (b *BTSE) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetActiveOrders retrieves any orders that are active/open
func (b *BTSE) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
if len(req.Pairs) == 0 {
return nil, errors.New("no pair provided")
}
var orders []order.Detail
for x := range req.Pairs {
formattedPair, err := b.FormatExchangeCurrency(req.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
resp, err := b.GetOrders(formattedPair.String(), "", "")
if err != nil {
return nil, err
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
for i := range resp {
var side = order.Buy
if strings.EqualFold(resp[i].Side, order.Ask.String()) {
side = order.Sell
}
p, err := currency.NewPairDelimiter(resp[i].Symbol,
format.Delimiter)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetActiveOrders unable to parse currency pair: %s\n",
b.Name,
err)
}
openOrder := order.Detail{
Pair: p,
Exchange: b.Name,
Amount: resp[i].Size,
ID: resp[i].OrderID,
Date: time.Unix(resp[i].Timestamp, 0),
Side: side,
Price: resp[i].Price,
Status: order.Status(resp[i].OrderState),
}
if resp[i].OrderType == 77 {
openOrder.Type = order.Market
} else if resp[i].OrderType == 76 {
openOrder.Type = order.Limit
}
fills, err := b.TradeHistory(
"",
time.Time{}, time.Time{},
0, 0, 0,
false,
"", resp[i].OrderID)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s: Unable to get order fills for orderID %s",
b.Name,
resp[i].OrderID)
continue
}
for i := range fills {
createdAt, err := parseOrderTime(fills[i].Timestamp)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetActiveOrders unable to parse time: %s\n",
b.Name,
err)
}
openOrder.Trades = append(openOrder.Trades, order.TradeHistory{
Timestamp: createdAt,
TID: fills[i].TradeID,
Price: fills[i].Price,
Amount: fills[i].Size,
Exchange: b.Name,
Side: order.Side(fills[i].Side),
Fee: fills[i].FeeAmount,
})
}
orders = append(orders, openOrder)
}
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
func matchType(input int, required order.Type) bool {
if (required == order.AnyType) || (input == 76 && required == order.Limit) || input == 77 && required == order.Market {
return true
}
return false
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *BTSE) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
if err := getOrdersRequest.Validate(); err != nil {
return nil, err
}
var resp []order.Detail
if len(getOrdersRequest.Pairs) == 0 {
var err error
getOrdersRequest.Pairs, err = b.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
}
orderDeref := *getOrdersRequest
for x := range orderDeref.Pairs {
fPair, err := b.FormatExchangeCurrency(orderDeref.Pairs[x], asset.Spot)
if err != nil {
return nil, err
}
currentOrder, err := b.GetOrders(fPair.String(), "", "")
if err != nil {
return nil, err
}
for y := range currentOrder {
if !matchType(currentOrder[y].OrderType, orderDeref.Type) {
continue
}
tempOrder := order.Detail{
Price: currentOrder[y].Price,
Amount: currentOrder[y].Size,
Side: order.Side(currentOrder[y].Side),
Pair: orderDeref.Pairs[x],
}
switch currentOrder[x].OrderState {
case "STATUS_ACTIVE":
tempOrder.Status = order.Active
case "ORDER_CANCELLED":
tempOrder.Status = order.Cancelled
case "ORDER_FULLY_TRANSACTED":
tempOrder.Status = order.Filled
case "ORDER_PARTIALLY_TRANSACTED":
tempOrder.Status = order.PartiallyFilled
default:
tempOrder.Status = order.UnknownStatus
}
resp = append(resp, tempOrder)
}
}
return resp, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *BTSE) 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)
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *BTSE) ValidateCredentials() error {
_, err := b.UpdateAccountInfo()
return b.CheckTransientError(err)
}
// FormatExchangeKlineInterval formats kline interval to exchange requested type
func (b *BTSE) FormatExchangeKlineInterval(in kline.Interval) string {
return strconv.FormatFloat(in.Duration().Minutes(), 'f', 0, 64)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *BTSE) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := b.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
fPair, err := b.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
intervalInt, err := strconv.Atoi(b.FormatExchangeKlineInterval(interval))
if err != nil {
return kline.Item{}, err
}
klineRet := kline.Item{
Exchange: b.Name,
Pair: fPair,
Asset: a,
Interval: interval,
}
switch a {
case asset.Spot:
req, err := b.OHLCV(fPair.String(),
start,
end,
intervalInt)
if err != nil {
return kline.Item{}, err
}
for x := range req {
klineRet.Candles = append(klineRet.Candles, kline.Candle{
Time: time.Unix(int64(req[x][0]), 0),
Open: req[x][1],
High: req[x][2],
Low: req[x][3],
Close: req[x][4],
Volume: req[x][5],
})
}
case asset.Futures:
return kline.Item{}, common.ErrNotYetImplemented
default:
return kline.Item{}, fmt.Errorf("asset %v not supported", a.String())
}
klineRet.SortCandlesByTimestamp(false)
return klineRet, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *BTSE) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := b.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
if kline.TotalCandlesPerInterval(start, end, interval) > b.Features.Enabled.Kline.ResultLimit {
return kline.Item{}, errors.New(kline.ErrRequestExceedsExchangeLimits)
}
fPair, err := b.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
intervalInt, err := strconv.Atoi(b.FormatExchangeKlineInterval(interval))
if err != nil {
return kline.Item{}, err
}
klineRet := kline.Item{
Exchange: b.Name,
Pair: fPair,
Asset: a,
Interval: interval,
}
switch a {
case asset.Spot:
req, err := b.OHLCV(fPair.String(),
start,
end,
intervalInt)
if err != nil {
return kline.Item{}, err
}
for x := range req {
klineRet.Candles = append(klineRet.Candles, kline.Candle{
Time: time.Unix(int64(req[x][0]), 0),
Open: req[x][1],
High: req[x][2],
Low: req[x][3],
Close: req[x][4],
Volume: req[x][5],
})
}
case asset.Futures:
return kline.Item{}, common.ErrNotYetImplemented
default:
return kline.Item{}, fmt.Errorf("asset %v not supported", a.String())
}
klineRet.SortCandlesByTimestamp(false)
return klineRet, nil
}
func (b *BTSE) seedOrderSizeLimits() error {
pairs, err := b.GetMarketSummary("", true)
if err != nil {
return err
}
for x := range pairs {
tempValues := OrderSizeLimit{
MinOrderSize: pairs[x].MinOrderSize,
MaxOrderSize: pairs[x].MaxOrderSize,
MinSizeIncrement: pairs[x].MinSizeIncrement,
}
orderSizeLimitMap.Store(pairs[x].Symbol, tempValues)
}
pairs, err = b.GetMarketSummary("", false)
if err != nil {
return err
}
for x := range pairs {
tempValues := OrderSizeLimit{
MinOrderSize: pairs[x].MinOrderSize,
MaxOrderSize: pairs[x].MaxOrderSize,
MinSizeIncrement: pairs[x].MinSizeIncrement,
}
orderSizeLimitMap.Store(pairs[x].Symbol, tempValues)
}
return nil
}
// OrderSizeLimits looks up currency pair in orderSizeLimitMap and returns OrderSizeLimit
func OrderSizeLimits(pair string) (limits OrderSizeLimit, found bool) {
resp, ok := orderSizeLimitMap.Load(pair)
if !ok {
return
}
val, ok := resp.(OrderSizeLimit)
return val, ok
}