mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* 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
871 lines
24 KiB
Go
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 := ¤cy.PairFormat{Uppercase: true}
|
|
configFmt := ¤cy.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
|
|
}
|