Files
gocryptotrader/exchanges/hitbtc/hitbtc_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

871 lines
24 KiB
Go

package hitbtc
import (
"errors"
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (h *HitBTC) GetDefaultConfig() (*config.ExchangeConfig, error) {
h.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = h.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = h.BaseCurrencies
err := h.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if h.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = h.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default settings for hitbtc
func (h *HitBTC) SetDefaults() {
h.Name = "HitBTC"
h.Enabled = true
h.Verbose = true
h.API.CredentialsValidator.RequiresKey = true
h.API.CredentialsValidator.RequiresSecret = true
requestFmt := &currency.PairFormat{Uppercase: true}
configFmt := &currency.PairFormat{Delimiter: currency.DashDelimiter, Uppercase: true}
err := h.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
h.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,
ModifyOrder: true,
UserTradeHistory: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
TradeFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
OrderbookFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
SubmitOrder: true,
CancelOrder: true,
MessageSequenceNumbers: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.NoFiatWithdrawals,
Kline: kline.ExchangeCapabilitiesSupported{
Intervals: true,
DateRanges: 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.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.FourHour.Word(): true,
kline.OneDay.Word(): true,
kline.SevenDay.Word(): true,
},
ResultLimit: 1000,
},
},
}
h.Requester = request.New(h.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
h.API.Endpoints.URLDefault = apiURL
h.API.Endpoints.URL = h.API.Endpoints.URLDefault
h.API.Endpoints.WebsocketURL = hitbtcWebsocketAddress
h.Websocket = stream.New()
h.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
h.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
h.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets user exchange configuration settings
func (h *HitBTC) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
h.SetEnabled(false)
return nil
}
err := h.SetupDefaults(exch)
if err != nil {
return err
}
err = h.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: hitbtcWebsocketAddress,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: h.WsConnect,
Subscriber: h.Subscribe,
UnSubscriber: h.Unsubscribe,
GenerateSubscriptions: h.GenerateDefaultSubscriptions,
Features: &h.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: exch.WebsocketOrderbookBufferEnabled,
SortBuffer: true,
SortBufferByUpdateIDs: true,
})
if err != nil {
return err
}
return h.Websocket.SetupNewConnection(stream.ConnectionSetup{
RateLimit: rateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the HitBTC go routine
func (h *HitBTC) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
h.Run()
wg.Done()
}()
}
// Run implements the HitBTC wrapper
func (h *HitBTC) Run() {
if h.Verbose {
log.Debugf(log.ExchangeSys, "%s Websocket: %s (url: %s).\n", h.Name, common.IsEnabled(h.Websocket.IsEnabled()), hitbtcWebsocketAddress)
h.PrintEnabledPairs()
}
forceUpdate := false
format, err := h.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
h.Name,
err)
return
}
enabled, err := h.GetEnabledPairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
h.Name,
err)
return
}
avail, err := h.GetAvailablePairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
h.Name,
err)
return
}
if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) {
enabledPairs := []string{currency.BTC.String() + format.Delimiter + currency.USD.String()}
log.Warn(log.ExchangeSys,
"Available pairs for HitBTC reset due to config upgrade, please enable the ones you would like again.")
forceUpdate = true
var p currency.Pairs
p, err = currency.NewPairsFromStrings(enabledPairs)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
h.Name,
err)
return
}
err = h.UpdatePairs(p, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update enabled currencies.\n",
h.Name)
}
}
if !h.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = h.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
h.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (h *HitBTC) FetchTradablePairs(asset asset.Item) ([]string, error) {
symbols, err := h.GetSymbolsDetailed()
if err != nil {
return nil, err
}
format, err := h.GetPairFormat(asset, false)
if err != nil {
return nil, err
}
var pairs []string
for x := range symbols {
pairs = append(pairs, symbols[x].BaseCurrency+
format.Delimiter+
symbols[x].QuoteCurrency)
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (h *HitBTC) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := h.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
return h.UpdatePairs(p, asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (h *HitBTC) UpdateTicker(p currency.Pair, a asset.Item) (*ticker.Price, error) {
tick, err := h.GetTickers()
if err != nil {
return nil, err
}
pairs, err := h.GetEnabledPairs(a)
if err != nil {
return nil, err
}
for i := range pairs {
for j := range tick {
pairFmt, err := h.FormatExchangeCurrency(pairs[i], a)
if err != nil {
return nil, err
}
if tick[j].Symbol != pairFmt.String() {
found := false
if strings.Contains(tick[j].Symbol, "USDT") {
if pairFmt.String() == tick[j].Symbol[0:len(tick[j].Symbol)-1] {
found = true
}
}
if !found {
continue
}
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[j].Last,
High: tick[j].High,
Low: tick[j].Low,
Bid: tick[j].Bid,
Ask: tick[j].Ask,
Volume: tick[j].Volume,
QuoteVolume: tick[j].VolumeQuote,
Open: tick[j].Open,
Pair: pairs[i],
LastUpdated: tick[j].Timestamp,
ExchangeName: h.Name,
AssetType: a})
if err != nil {
return nil, err
}
}
}
return ticker.GetTicker(h.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (h *HitBTC) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerNew, err := ticker.GetTicker(h.Name, p, assetType)
if err != nil {
return h.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (h *HitBTC) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(h.Name, p, assetType)
if err != nil {
return h.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (h *HitBTC) UpdateOrderbook(c currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{ExchangeName: h.Name, Pair: c, AssetType: assetType}
fpair, err := h.FormatExchangeCurrency(c, assetType)
if err != nil {
return book, err
}
orderbookNew, err := h.GetOrderbook(fpair.String(), 1000)
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(h.Name, c, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// HitBTC exchange
func (h *HitBTC) UpdateAccountInfo() (account.Holdings, error) {
var response account.Holdings
response.Exchange = h.Name
accountBalance, err := h.GetBalances()
if err != nil {
return response, err
}
var currencies []account.Balance
for i := range accountBalance {
var exchangeCurrency account.Balance
exchangeCurrency.CurrencyName = currency.NewCode(accountBalance[i].Currency)
exchangeCurrency.TotalValue = accountBalance[i].Available
exchangeCurrency.Hold = accountBalance[i].Reserved
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, account.SubAccount{
Currencies: currencies,
})
err = account.Process(&response)
if err != nil {
return account.Holdings{}, err
}
return response, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (h *HitBTC) FetchAccountInfo() (account.Holdings, error) {
acc, err := account.GetHoldings(h.Name)
if err != nil {
return h.UpdateAccountInfo()
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (h *HitBTC) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (h *HitBTC) 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 (h *HitBTC) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return h.GetHistoricTrades(p, assetType, time.Now().Add(-time.Hour), time.Now())
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (h *HitBTC) GetHistoricTrades(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
if timestampEnd.After(time.Now()) || timestampEnd.Before(timestampStart) {
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v", timestampStart, timestampEnd)
}
var err error
p, err = h.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
ts := timestampStart
var resp []trade.Data
limit := 1000
allTrades:
for {
var tradeData []TradeHistory
tradeData, err = h.GetTrades(p.String(), "", "", ts.UnixNano()/int64(time.Millisecond), timestampEnd.UnixNano()/int64(time.Millisecond), int64(limit), 0)
if err != nil {
return nil, err
}
for i := range tradeData {
if tradeData[i].Timestamp.Before(timestampStart) || tradeData[i].Timestamp.After(timestampEnd) {
break allTrades
}
var side order.Side
side, err = order.StringToOrderSide(tradeData[i].Side)
if err != nil {
return nil, err
}
resp = append(resp, trade.Data{
Exchange: h.Name,
TID: strconv.FormatInt(tradeData[i].ID, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Quantity,
Timestamp: tradeData[i].Timestamp,
})
if i == len(tradeData)-1 {
if ts.Equal(tradeData[i].Timestamp) {
// reached end of trades to crawl
break allTrades
}
ts = tradeData[i].Timestamp
}
}
if len(tradeData) != limit {
break allTrades
}
}
err = h.AddTradesToBuffer(resp...)
if err != nil {
return nil, err
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// SubmitOrder submits a new order
func (h *HitBTC) SubmitOrder(o *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
err := o.Validate()
if err != nil {
return submitOrderResponse, err
}
if h.Websocket.IsConnected() && h.Websocket.CanUseAuthenticatedEndpoints() {
var response *WsSubmitOrderSuccessResponse
response, err = h.wsPlaceOrder(o.Pair, o.Side.String(), o.Amount, o.Price)
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = strconv.FormatInt(response.ID, 10)
if response.Result.CumQuantity == o.Amount {
submitOrderResponse.FullyMatched = true
}
} else {
fPair, err := h.FormatExchangeCurrency(o.Pair, o.AssetType)
if err != nil {
return submitOrderResponse, err
}
var response OrderResponse
response, err = h.PlaceOrder(fPair.String(),
o.Price,
o.Amount,
strings.ToLower(o.Type.String()),
strings.ToLower(o.Side.String()))
if err != nil {
return submitOrderResponse, err
}
if response.OrderNumber > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response.OrderNumber, 10)
}
if o.Type == order.Market {
submitOrderResponse.FullyMatched = true
}
}
submitOrderResponse.IsOrderPlaced = true
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (h *HitBTC) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (h *HitBTC) 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
}
_, err = h.CancelExistingOrder(orderIDInt)
return err
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (h *HitBTC) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (h *HitBTC) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) {
cancelAllOrdersResponse := order.CancelAllResponse{
Status: make(map[string]string),
}
resp, err := h.CancelAllExistingOrders()
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range resp {
if resp[i].Status != "canceled" {
cancelAllOrdersResponse.Status[strconv.FormatInt(resp[i].ID, 10)] =
fmt.Sprintf("Could not cancel order %v. Status: %v",
resp[i].ID,
resp[i].Status)
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns order information based on order ID
func (h *HitBTC) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var orderDetail order.Detail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (h *HitBTC) GetDepositAddress(currency currency.Code, _ string) (string, error) {
resp, err := h.GetDepositAddresses(currency.String())
if err != nil {
return "", err
}
return resp.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (h *HitBTC) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
v, err := h.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.Crypto.Address, withdrawRequest.Amount)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
Status: common.IsEnabled(v),
}, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (h *HitBTC) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (h *HitBTC) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (h *HitBTC) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !h.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return h.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (h *HitBTC) 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("currency must be supplied")
}
var allOrders []OrderHistoryResponse
for i := range req.Pairs {
resp, err := h.GetOpenOrders(req.Pairs[i].String())
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp...)
}
format, err := h.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range allOrders {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(allOrders[i].Symbol,
format.Delimiter)
if err != nil {
return nil, err
}
side := order.Side(strings.ToUpper(allOrders[i].Side))
orders = append(orders, order.Detail{
ID: allOrders[i].ID,
Amount: allOrders[i].Quantity,
Exchange: h.Name,
Price: allOrders[i].Price,
Date: allOrders[i].CreatedAt,
Side: side,
Pair: symbol,
})
}
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 (h *HitBTC) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
if len(req.Pairs) == 0 {
return nil, errors.New("currency must be supplied")
}
var allOrders []OrderHistoryResponse
for i := range req.Pairs {
resp, err := h.GetOrders(req.Pairs[i].String())
if err != nil {
return nil, err
}
allOrders = append(allOrders, resp...)
}
format, err := h.GetPairFormat(asset.Spot, false)
if err != nil {
return nil, err
}
var orders []order.Detail
for i := range allOrders {
var symbol currency.Pair
symbol, err = currency.NewPairDelimiter(allOrders[i].Symbol,
format.Delimiter)
if err != nil {
return nil, err
}
side := order.Side(strings.ToUpper(allOrders[i].Side))
orders = append(orders, order.Detail{
ID: allOrders[i].ID,
Amount: allOrders[i].Quantity,
Exchange: h.Name,
Price: allOrders[i].Price,
Date: allOrders[i].CreatedAt,
Side: side,
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 (h *HitBTC) AuthenticateWebsocket() error {
return h.wsLogin()
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (h *HitBTC) ValidateCredentials() error {
_, err := h.UpdateAccountInfo()
return h.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (h *HitBTC) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin, kline.ThreeMin,
kline.FiveMin, kline.FifteenMin, kline.ThirtyMin:
return "M" + in.Short()[:len(in.Short())-1]
case kline.OneDay:
return "D1"
case kline.SevenDay:
return "D7"
}
return ""
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (h *HitBTC) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := h.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
formattedPair, err := h.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
data, err := h.GetCandles(formattedPair.String(),
strconv.FormatInt(int64(h.Features.Enabled.Kline.ResultLimit), 10),
h.FormatExchangeKlineInterval(interval),
start, end)
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: h.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
for x := range data {
ret.Candles = append(ret.Candles, kline.Candle{
Time: data[x].Timestamp,
Open: data[x].Open,
High: data[x].Max,
Low: data[x].Min,
Close: data[x].Close,
Volume: data[x].Volume,
})
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (h *HitBTC) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := h.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: h.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
dates := kline.CalcDateRanges(start, end, interval, h.Features.Enabled.Kline.ResultLimit)
formattedPair, err := h.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
}
for y := range dates {
data, err := h.GetCandles(formattedPair.String(),
strconv.FormatInt(int64(h.Features.Enabled.Kline.ResultLimit), 10),
h.FormatExchangeKlineInterval(interval),
dates[y].Start, dates[y].End)
if err != nil {
return kline.Item{}, err
}
for i := range data {
ret.Candles = append(ret.Candles, kline.Candle{
Time: data[i].Timestamp,
Open: data[i].Open,
High: data[i].Max,
Low: data[i].Min,
Close: data[i].Close,
Volume: data[i].Volume,
})
}
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}