Files
gocryptotrader/exchanges/gateio/gateio_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

844 lines
24 KiB
Go

package gateio
import (
"errors"
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"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 (g *Gateio) GetDefaultConfig() (*config.ExchangeConfig, error) {
g.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = g.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = g.BaseCurrencies
err := g.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if g.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = g.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default values for the exchange
func (g *Gateio) SetDefaults() {
g.Name = "GateIO"
g.Enabled = true
g.Verbose = true
g.API.CredentialsValidator.RequiresKey = true
g.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter}
configFmt := &currency.PairFormat{Delimiter: currency.UnderscoreDelimiter, Uppercase: true}
err := g.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
g.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
TradeFetching: true,
KlineFetching: true,
FullPayloadSubscribe: true,
AuthenticatedEndpoints: true,
MessageCorrelation: true,
GetOrder: true,
AccountBalance: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.NoFiatWithdrawals,
Kline: kline.ExchangeCapabilitiesSupported{
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,
},
},
},
}
g.Requester = request.New(g.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
g.API.Endpoints.URLDefault = gateioTradeURL
g.API.Endpoints.URL = g.API.Endpoints.URLDefault
g.API.Endpoints.URLSecondaryDefault = gateioMarketURL
g.API.Endpoints.URLSecondary = g.API.Endpoints.URLSecondaryDefault
g.API.Endpoints.WebsocketURL = gateioWebsocketEndpoint
g.Websocket = stream.New()
g.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
g.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
g.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets user configuration
func (g *Gateio) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
g.SetEnabled(false)
return nil
}
err := g.SetupDefaults(exch)
if err != nil {
return err
}
err = g.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: gateioWebsocketEndpoint,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: g.WsConnect,
Subscriber: g.Subscribe,
GenerateSubscriptions: g.GenerateDefaultSubscriptions,
Features: &g.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
})
if err != nil {
return err
}
return g.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: gateioWebsocketRateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the GateIO go routine
func (g *Gateio) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
g.Run()
wg.Done()
}()
}
// Run implements the GateIO wrapper
func (g *Gateio) Run() {
if g.Verbose {
g.PrintEnabledPairs()
}
if !g.GetEnabledFeatures().AutoPairUpdates {
return
}
err := g.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", g.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (g *Gateio) FetchTradablePairs(asset asset.Item) ([]string, error) {
return g.GetSymbols()
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (g *Gateio) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := g.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return g.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (g *Gateio) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
result, err := g.GetTickers()
if err != nil {
return nil, err
}
pairs, err := g.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
for i := range pairs {
for k := range result {
if !strings.EqualFold(k, pairs[i].String()) {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Last: result[k].Last,
High: result[k].High,
Low: result[k].Low,
Volume: result[k].BaseVolume,
QuoteVolume: result[k].QuoteVolume,
Open: result[k].Open,
Close: result[k].Close,
Pair: pairs[i],
ExchangeName: g.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
}
return ticker.GetTicker(g.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (g *Gateio) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(g.Name, p, assetType)
if err != nil {
return g.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (g *Gateio) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(g.Name, p, assetType)
if err != nil {
return g.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (g *Gateio) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: g.Name, Pair: p, AssetType: assetType}
curr, err := g.FormatExchangeCurrency(p, assetType)
if err != nil {
return book, err
}
orderbookNew, err := g.GetOrderbook(curr.String())
if err != nil {
return book, err
}
for x := range orderbookNew.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Bids[x].Amount,
Price: orderbookNew.Bids[x].Price,
})
}
for x := range orderbookNew.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Asks[x].Amount,
Price: orderbookNew.Asks[x].Price,
})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(g.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// ZB exchange
func (g *Gateio) UpdateAccountInfo() (account.Holdings, error) {
var info account.Holdings
var balances []account.Balance
if g.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
resp, err := g.wsGetBalance([]string{})
if err != nil {
return info, err
}
var currData []account.Balance
for k := range resp.Result {
currData = append(currData, account.Balance{
CurrencyName: currency.NewCode(k),
TotalValue: resp.Result[k].Available + resp.Result[k].Freeze,
Hold: resp.Result[k].Freeze,
})
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: currData,
})
} else {
balance, err := g.GetBalances()
if err != nil {
return info, err
}
switch l := balance.Locked.(type) {
case map[string]interface{}:
for x := range l {
lockedF, err := strconv.ParseFloat(l[x].(string), 64)
if err != nil {
return info, err
}
balances = append(balances, account.Balance{
CurrencyName: currency.NewCode(x),
Hold: lockedF,
})
}
default:
break
}
switch v := balance.Available.(type) {
case map[string]interface{}:
for x := range v {
availAmount, err := strconv.ParseFloat(v[x].(string), 64)
if err != nil {
return info, err
}
var updated bool
for i := range balances {
if balances[i].CurrencyName == currency.NewCode(x) {
balances[i].TotalValue = balances[i].Hold + availAmount
updated = true
break
}
}
if !updated {
balances = append(balances, account.Balance{
CurrencyName: currency.NewCode(x),
TotalValue: availAmount,
})
}
}
default:
break
}
info.Accounts = append(info.Accounts, account.SubAccount{
Currencies: balances,
})
}
info.Exchange = g.Name
err := account.Process(&info)
if err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (g *Gateio) FetchAccountInfo() (account.Holdings, error) {
acc, err := account.GetHoldings(g.Name)
if err != nil {
return g.UpdateAccountInfo()
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (g *Gateio) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (g *Gateio) 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 (g *Gateio) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var err error
p, err = g.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var tradeData TradeHistory
tradeData, err = g.GetTrades(p.String())
if err != nil {
return nil, err
}
var resp []trade.Data
for i := range tradeData.Data {
var side order.Side
side, err = order.StringToOrderSide(tradeData.Data[i].Type)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: g.Name,
TID: tradeData.Data[i].TradeID,
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData.Data[i].Rate,
Amount: tradeData.Data[i].Amount,
Timestamp: time.Unix(tradeData.Data[i].Timestamp, 0),
})
}
err = g.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 (g *Gateio) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
// TODO: support multiple order types (IOC)
func (g *Gateio) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
var orderTypeFormat string
if s.Side == order.Buy {
orderTypeFormat = order.Buy.Lower()
} else {
orderTypeFormat = order.Sell.Lower()
}
fPair, err := g.FormatExchangeCurrency(s.Pair, s.AssetType)
if err != nil {
return submitOrderResponse, err
}
var spotNewOrderRequestParams = SpotNewOrderRequestParams{
Amount: s.Amount,
Price: s.Price,
Symbol: fPair.String(),
Type: orderTypeFormat,
}
response, err := g.SpotNewOrder(spotNewOrderRequestParams)
if err != nil {
return submitOrderResponse, err
}
if response.OrderNumber > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response.OrderNumber, 10)
}
if response.LeftAmount == 0 {
submitOrderResponse.FullyMatched = true
}
submitOrderResponse.IsOrderPlaced = true
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (g *Gateio) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (g *Gateio) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
orderIDInt, err := strconv.ParseInt(o.ID, 10, 64)
if err != nil {
return err
}
fpair, err := g.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return err
}
_, err = g.CancelExistingOrder(orderIDInt, fpair.String())
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (g *Gateio) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (g *Gateio) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
openOrders, err := g.GetOpenOrders("")
if err != nil {
return cancelAllOrdersResponse, err
}
uniqueSymbols := make(map[string]int)
for i := range openOrders.Orders {
uniqueSymbols[openOrders.Orders[i].CurrencyPair]++
}
for unique := range uniqueSymbols {
err = g.CancelAllExistingOrders(-1, unique)
if err != nil {
cancelAllOrdersResponse.Status[unique] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (g *Gateio) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
orders, err := g.GetOpenOrders("")
if err != nil {
return orderDetail, errors.New("failed to get open orders")
}
if assetType == "" {
assetType = asset.Spot
}
format, err := g.GetPairFormat(assetType, false)
if err != nil {
return orderDetail, err
}
for x := range orders.Orders {
if orders.Orders[x].OrderNumber != orderID {
continue
}
orderDetail.Exchange = g.Name
orderDetail.ID = orders.Orders[x].OrderNumber
orderDetail.RemainingAmount = orders.Orders[x].InitialAmount - orders.Orders[x].FilledAmount
orderDetail.ExecutedAmount = orders.Orders[x].FilledAmount
orderDetail.Amount = orders.Orders[x].InitialAmount
orderDetail.Date = time.Unix(orders.Orders[x].Timestamp, 0)
orderDetail.Status = order.Status(orders.Orders[x].Status)
orderDetail.Price = orders.Orders[x].Rate
orderDetail.Pair, err = currency.NewPairDelimiter(orders.Orders[x].CurrencyPair,
format.Delimiter)
if err != nil {
return orderDetail, err
}
if strings.EqualFold(orders.Orders[x].Type, order.Ask.String()) {
orderDetail.Side = order.Ask
} else if strings.EqualFold(orders.Orders[x].Type, order.Bid.String()) {
orderDetail.Side = order.Buy
}
return orderDetail, nil
}
return orderDetail, fmt.Errorf("no order found with id %v", orderID)
}
// GetDepositAddress returns a deposit address for a specified currency
func (g *Gateio) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
addr, err := g.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
if addr == gateioGenerateAddress {
return "",
errors.New("new deposit address is being generated, please retry again shortly")
}
return addr, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (g *Gateio) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
return g.WithdrawCrypto(withdrawRequest.Currency.String(),
withdrawRequest.Crypto.Address,
withdrawRequest.Amount)
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gateio) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gateio) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (g *Gateio) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !g.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return g.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (g *Gateio) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var orders []order.Detail
var currPair string
if len(req.Pairs) == 1 {
fPair, err := g.FormatExchangeCurrency(req.Pairs[0], asset.Spot)
if err != nil {
return nil, err
}
currPair = fPair.String()
}
if g.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
for i := 0; ; i += 100 {
resp, err := g.wsGetOrderInfo(req.Type.String(), i, 100)
if err != nil {
return orders, err
}
for j := range resp.WebSocketOrderQueryRecords {
orderSide := order.Buy
if resp.WebSocketOrderQueryRecords[j].Type == 1 {
orderSide = order.Sell
}
orderType := order.Market
if resp.WebSocketOrderQueryRecords[j].OrderType == 1 {
orderType = order.Limit
}
p, err := currency.NewPairFromString(resp.WebSocketOrderQueryRecords[j].Market)
if err != nil {
return nil, err
}
orders = append(orders, order.Detail{
Exchange: g.Name,
AccountID: strconv.FormatInt(resp.WebSocketOrderQueryRecords[j].User, 10),
ID: strconv.FormatInt(resp.WebSocketOrderQueryRecords[j].ID, 10),
Pair: p,
Side: orderSide,
Type: orderType,
Date: convert.TimeFromUnixTimestampDecimal(resp.WebSocketOrderQueryRecords[j].Ctime),
Price: resp.WebSocketOrderQueryRecords[j].Price,
Amount: resp.WebSocketOrderQueryRecords[j].Amount,
ExecutedAmount: resp.WebSocketOrderQueryRecords[j].FilledAmount,
RemainingAmount: resp.WebSocketOrderQueryRecords[j].Left,
Fee: resp.WebSocketOrderQueryRecords[j].DealFee,
})
}
if len(resp.WebSocketOrderQueryRecords) < 100 {
break
}
}
} else {
resp, err := g.GetOpenOrders(currPair)
if err != nil {
return nil, err
}
format, err := g.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
for i := range resp.Orders {
if resp.Orders[i].Status != "open" {
continue
}
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(resp.Orders[i].CurrencyPair,
format.Delimiter)
if err != nil {
return nil, err
}
side := order.Side(strings.ToUpper(resp.Orders[i].Type))
orderDate := time.Unix(resp.Orders[i].Timestamp, 0)
orders = append(orders, order.Detail{
ID: resp.Orders[i].OrderNumber,
Amount: resp.Orders[i].Amount,
Price: resp.Orders[i].Rate,
RemainingAmount: resp.Orders[i].FilledAmount,
Date: orderDate,
Side: side,
Exchange: g.Name,
Pair: symbol,
Status: order.Status(resp.Orders[i].Status),
})
}
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (g *Gateio) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
var trades []TradesResponse
for i := range req.Pairs {
resp, err := g.GetTradeHistory(req.Pairs[i].String())
if err != nil {
return nil, err
}
trades = append(trades, resp.Trades...)
}
format, err := g.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range trades {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(trades[i].Pair, format.Delimiter)
if err != nil {
return nil, err
}
side := order.Side(strings.ToUpper(trades[i].Type))
orderDate := time.Unix(trades[i].TimeUnix, 0)
orders = append(orders, order.Detail{
ID: strconv.FormatInt(trades[i].OrderID, 10),
Amount: trades[i].Amount,
Price: trades[i].Rate,
Date: orderDate,
Side: side,
Exchange: g.Name,
Pair: symbol,
})
}
order.FilterOrdersByTickRange(&orders, req.StartTicks, req.EndTicks)
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (g *Gateio) AuthenticateWebsocket() error {
return g.wsServerSignIn()
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (g *Gateio) ValidateCredentials() error {
_, err := g.UpdateAccountInfo()
return g.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (g *Gateio) FormatExchangeKlineInterval(in kline.Interval) string {
return strconv.FormatFloat(in.Duration().Seconds(), 'f', 0, 64)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (g *Gateio) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := g.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
hours := end.Sub(start).Hours()
formattedPair, err := g.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
params := KlinesRequestParams{
Symbol: formattedPair.String(),
GroupSec: g.FormatExchangeKlineInterval(interval),
HourSize: int(hours),
}
klineData, err := g.GetSpotKline(params)
if err != nil {
return kline.Item{}, err
}
klineData.Interval = interval
klineData.Pair = pair
klineData.Asset = a
klineData.SortCandlesByTimestamp(false)
return klineData, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (g *Gateio) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return g.GetHistoricCandles(pair, a, start, end, interval)
}