mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* Websockets: Add keys to websocket subscriptions * This switches all RO uses of the mutex to use a RLock method. * The mutex used for discrete field access has had scope drift from name 'connectionMutex' so rename to more appropriate fieldsMutex * The mutex used for Set/CanUseAuthEndpoints moves from the subscriptions endpoint to the fieldsMutex * Add GetSubscription by key * Expose stream.Matcher type * Bitfinex: Subscribe and Unsubscribe atomicly * Fix Auth failures ignored * This change makes it so that Subscribe and Unsubscribe wait for success ** Tells the DataHandler about errors ** Errors are returned to consumers * Subscribes concurrently to the channels * It also simplifies the chanId to stream mapping * Removes unable to locate chanID: %d errors which are just noise * Paves the way for unified channelSubscription id handling * Adds support for subId for Book subscriptions, which is more robust * Vastly simplifies what we need to test TestWsSubscribedResponse This test was working to ensure that the various fancy key parsing mechanisms all worked. Now that we use subId, we just need a thorough test of that * Expose Match.Set in order to capture websocket incoming data Can't see another way of doing this. Doesn't seem too bad * Allow tests to run with auth or WS These flags made it difficult to run the tests whilst working on websockets * Enable API auth and WS in testconfig This change minimises the changes requires for a full test run against live endpoints, so that new contributors have a clearer testing path. I cannot see any reason to turn WS off and Auth endpoints off when we're not going to run API tests without Creds being set, and we're not going to do live fire tests without canManipulateRealOrders * TestWsSubscribe and various fixes ** Enables the websocket for live non-authed integration tests by default ** Adds an integration test for subscriptions ** Changes the Ws tests to respect canManipulateRealOrders ** Uses WsConnect instead of setupWs; fixes seqNo config not sent for WS tests ** Allows api creds to live in config/testdata.json which might be less likely to accidentally commit, and less obtrusive * Bitfinex: Support period and timeframe for Candles * Fixes manual Subscribe() symbol or key formatting * Unifies handling of params for DefaultSubscriptions and manual subsrciptions * Bitfinex: Handle conf and info WS channel events * Bitfinex: Better tests for subscriptions * fixup! Websockets: Add keys to websocket subscriptions * fixup! Bitfinex: Subscribe and Unsubscribe atomicly * fixup! Websockets: Add keys to websocket subscriptions * Websockets: Add Pending subscription status Add a status tracker so that Sub/Unsub can prevent duplicates, and also fixes when first message comes before we have added the sub to the tracker * Websockets: Add State instead of pending This change allows more clarity about the current state and checks for specifically already Unsubing * Bitfinex: Fix first sub message maybe lost The only link we have between a sub req and the sub resp is the subID. And the only link we have between a sub message and the sub is the chanID. We can't derive a link using Pair or anything else. This meant that by sending the resp and its chanID down the IncomingData channel, we allowed the channel reader to maybe process the next message, the first message on the channel, before the runtime executed the switch back to subscribeToChan waiting on the chan. To fix this, we key initially on subId.(string), and then replace it with chanId.(int64) when we have it *inside* the wsHandleData so we know we've procedurally handled it before the next message. subscribeToChan is then free to remove the subId keyed Sub regardless of error or not If there's an error, we don't need to inline handling because there won't be any second update. Expands test coverage to make sure those subId keyed subscriptions are removed. * Websocket: Validate state in SetChanState * fixup! Bitfinex: Fix first sub message maybe lost * Websockets: Rename RemoveUnsuccessfulSubs Implementation doesn't imply Unsuccessful or need to. This change supports the registering of Pending subs * Bitfinex: Fix race in Tests
1300 lines
37 KiB
Go
1300 lines
37 KiB
Go
package bitfinex
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import (
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"context"
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"errors"
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"fmt"
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"sort"
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"strconv"
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"strings"
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"sync"
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"time"
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"unicode"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
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"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// GetDefaultConfig returns a default exchange config
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func (b *Bitfinex) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
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b.SetDefaults()
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exchCfg, err := b.GetStandardConfig()
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if err != nil {
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return nil, err
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}
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err = b.SetupDefaults(exchCfg)
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if err != nil {
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return nil, err
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}
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if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = b.UpdateTradablePairs(ctx, true)
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if err != nil {
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return nil, err
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}
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}
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return exchCfg, nil
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}
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// SetDefaults sets the basic defaults for bitfinex
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func (b *Bitfinex) SetDefaults() {
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b.Name = "Bitfinex"
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b.Enabled = true
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b.Verbose = true
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b.API.CredentialsValidator.RequiresKey = true
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b.API.CredentialsValidator.RequiresSecret = true
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fmt1 := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{Uppercase: true},
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ConfigFormat: ¤cy.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter},
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}
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fmt2 := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{Uppercase: true},
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ConfigFormat: ¤cy.PairFormat{Uppercase: true, Delimiter: ":"},
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}
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err := b.StoreAssetPairFormat(asset.Spot, fmt1)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = b.StoreAssetPairFormat(asset.Margin, fmt2)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = b.StoreAssetPairFormat(asset.MarginFunding, fmt1)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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// Margin WS Currently not fully implemented and causes subscription collisions with spot
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err = b.DisableAssetWebsocketSupport(asset.Margin)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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// TODO: Implement Futures and Securities asset types.
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b.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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TickerBatching: true,
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TickerFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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FiatWithdraw: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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SubmitOrders: true,
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DepositHistory: true,
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WithdrawalHistory: true,
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TradeFetching: true,
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UserTradeHistory: true,
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TradeFee: true,
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FiatDepositFee: true,
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FiatWithdrawalFee: true,
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CryptoDepositFee: true,
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CryptoWithdrawalFee: true,
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MultiChainDeposits: true,
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MultiChainWithdrawals: true,
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MultiChainDepositRequiresChainSet: true,
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},
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WebsocketCapabilities: protocol.Features{
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AccountBalance: true,
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CancelOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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ModifyOrder: true,
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TickerFetching: true,
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KlineFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AccountInfo: true,
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Subscribe: true,
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AuthenticatedEndpoints: true,
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MessageCorrelation: true,
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DeadMansSwitch: true,
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GetOrders: true,
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GetOrder: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
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exchange.AutoWithdrawFiatWithAPIPermission,
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Kline: kline.ExchangeCapabilitiesSupported{
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DateRanges: true,
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Intervals: true,
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},
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: kline.DeployExchangeIntervals(
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kline.IntervalCapacity{Interval: kline.OneMin},
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kline.IntervalCapacity{Interval: kline.FiveMin},
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kline.IntervalCapacity{Interval: kline.FifteenMin},
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kline.IntervalCapacity{Interval: kline.ThirtyMin},
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kline.IntervalCapacity{Interval: kline.OneHour},
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kline.IntervalCapacity{Interval: kline.ThreeHour},
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kline.IntervalCapacity{Interval: kline.SixHour},
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kline.IntervalCapacity{Interval: kline.TwelveHour},
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kline.IntervalCapacity{Interval: kline.OneDay},
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kline.IntervalCapacity{Interval: kline.OneWeek},
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kline.IntervalCapacity{Interval: kline.TwoWeek},
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kline.IntervalCapacity{Interval: kline.OneMonth},
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),
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GlobalResultLimit: 10000,
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},
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},
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}
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b.Requester, err = request.New(b.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(SetRateLimit()))
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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b.API.Endpoints = b.NewEndpoints()
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err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: bitfinexAPIURLBase,
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exchange.WebsocketSpot: publicBitfinexWebsocketEndpoint,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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b.Websocket = stream.New()
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b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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b.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup takes in the supplied exchange configuration details and sets params
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func (b *Bitfinex) Setup(exch *config.Exchange) error {
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err := exch.Validate()
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if err != nil {
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return err
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}
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if !exch.Enabled {
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b.SetEnabled(false)
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return nil
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}
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err = b.SetupDefaults(exch)
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if err != nil {
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return err
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}
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wsEndpoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
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if err != nil {
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return err
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}
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err = b.Websocket.Setup(&stream.WebsocketSetup{
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ExchangeConfig: exch,
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DefaultURL: publicBitfinexWebsocketEndpoint,
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RunningURL: wsEndpoint,
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Connector: b.WsConnect,
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Subscriber: b.Subscribe,
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Unsubscriber: b.Unsubscribe,
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GenerateSubscriptions: b.GenerateDefaultSubscriptions,
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Features: &b.Features.Supports.WebsocketCapabilities,
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OrderbookBufferConfig: buffer.Config{
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UpdateEntriesByID: true,
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},
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})
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if err != nil {
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return err
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}
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err = b.Websocket.SetupNewConnection(stream.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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URL: publicBitfinexWebsocketEndpoint,
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})
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if err != nil {
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return err
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}
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return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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URL: authenticatedBitfinexWebsocketEndpoint,
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Authenticated: true,
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})
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}
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// Start starts the Bitfinex go routine
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func (b *Bitfinex) Start(ctx context.Context, wg *sync.WaitGroup) error {
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if wg == nil {
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return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
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}
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wg.Add(1)
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go func() {
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b.Run(ctx)
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wg.Done()
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}()
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return nil
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}
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// Run implements the Bitfinex wrapper
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func (b *Bitfinex) Run(ctx context.Context) {
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if b.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s.",
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b.Name,
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common.IsEnabled(b.Websocket.IsEnabled()))
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b.PrintEnabledPairs()
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}
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if b.GetEnabledFeatures().AutoPairUpdates {
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if err := b.UpdateTradablePairs(ctx, false); err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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b.Name,
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err)
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}
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}
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for _, a := range b.GetAssetTypes(true) {
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if err := b.UpdateOrderExecutionLimits(ctx, a); err != nil && err != common.ErrNotYetImplemented {
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log.Errorln(log.ExchangeSys, err.Error())
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}
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}
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err := b.UpdateTradablePairs(ctx, false)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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b.Name,
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err)
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}
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (b *Bitfinex) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
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items, err := b.GetPairs(ctx, a)
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if err != nil {
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return nil, err
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}
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pairs := make(currency.Pairs, 0, len(items))
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for x := range items {
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if strings.Contains(items[x], "TEST") {
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continue
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}
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var pair currency.Pair
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if a == asset.MarginFunding {
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pair, err = currency.NewPairFromStrings(items[x], "")
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} else {
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pair, err = currency.NewPairFromString(items[x])
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}
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, pair)
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}
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return pairs, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (b *Bitfinex) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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assets := b.CurrencyPairs.GetAssetTypes(false)
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for i := range assets {
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pairs, err := b.FetchTradablePairs(ctx, assets[i])
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if err != nil {
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return err
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}
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err = b.UpdatePairs(pairs, assets[i], false, forceUpdate)
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if err != nil {
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return err
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}
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}
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return b.EnsureOnePairEnabled()
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}
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// UpdateOrderExecutionLimits sets exchange execution order limits for an asset type
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func (b *Bitfinex) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
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if a != asset.Spot {
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return common.ErrNotYetImplemented
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}
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limits, err := b.GetSiteInfoConfigData(ctx, a)
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if err != nil {
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return err
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}
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if err := b.LoadLimits(limits); err != nil {
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return fmt.Errorf("%s Error loading exchange limits: %v", b.Name, err)
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}
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return nil
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}
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// UpdateTickers updates the ticker for all currency pairs of a given asset type
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func (b *Bitfinex) UpdateTickers(ctx context.Context, a asset.Item) error {
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tickerNew, err := b.GetTickerBatch(ctx)
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if err != nil {
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return err
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}
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for key, val := range tickerNew {
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pair, enabled, err := b.MatchSymbolCheckEnabled(key[1:], a, true)
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if err != nil {
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if !errors.Is(err, currency.ErrPairNotFound) {
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return err
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}
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}
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if !enabled {
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continue
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: val.Last,
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High: val.High,
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Low: val.Low,
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Bid: val.Bid,
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Ask: val.Ask,
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Volume: val.Volume,
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Pair: pair,
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AssetType: a,
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ExchangeName: b.Name})
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if err != nil {
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return err
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}
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}
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return nil
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (b *Bitfinex) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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if err := b.UpdateTickers(ctx, a); err != nil {
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return nil, err
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}
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return ticker.GetTicker(b.Name, p, a)
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}
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// FetchTicker returns the ticker for a currency pair
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func (b *Bitfinex) FetchTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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fPair, err := b.FormatExchangeCurrency(p, a)
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if err != nil {
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return nil, err
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}
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DFPair := fPair
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b.appendOptionalDelimiter(&DFPair)
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tick, err := ticker.GetTicker(b.Name, DFPair, a)
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if err != nil {
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return b.UpdateTicker(ctx, fPair, a)
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}
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return tick, nil
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}
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// FetchOrderbook returns the orderbook for a currency pair
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func (b *Bitfinex) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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fPair, err := b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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DFPair := fPair
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b.appendOptionalDelimiter(&DFPair)
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ob, err := orderbook.Get(b.Name, DFPair, assetType)
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if err != nil {
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return b.UpdateOrderbook(ctx, fPair, assetType)
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}
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return ob, nil
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (b *Bitfinex) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
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if p.IsEmpty() {
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return nil, currency.ErrCurrencyPairEmpty
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}
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if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
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return nil, err
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}
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o := &orderbook.Base{
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Exchange: b.Name,
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Pair: p,
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Asset: assetType,
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PriceDuplication: true,
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VerifyOrderbook: b.CanVerifyOrderbook,
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}
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|
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fPair, err := b.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return o, err
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}
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if assetType != asset.Spot && assetType != asset.Margin && assetType != asset.MarginFunding {
|
|
return o, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
b.appendOptionalDelimiter(&fPair)
|
|
var prefix = "t"
|
|
if assetType == asset.MarginFunding {
|
|
prefix = "f"
|
|
}
|
|
|
|
orderbookNew, err := b.GetOrderbook(ctx, prefix+fPair.String(), "R0", 100)
|
|
if err != nil {
|
|
return o, err
|
|
}
|
|
if assetType == asset.MarginFunding {
|
|
o.IsFundingRate = true
|
|
o.Asks = make(orderbook.Items, len(orderbookNew.Asks))
|
|
for x := range orderbookNew.Asks {
|
|
o.Asks[x] = orderbook.Item{
|
|
ID: orderbookNew.Asks[x].OrderID,
|
|
Price: orderbookNew.Asks[x].Rate,
|
|
Amount: orderbookNew.Asks[x].Amount,
|
|
Period: int64(orderbookNew.Asks[x].Period),
|
|
}
|
|
}
|
|
o.Bids = make(orderbook.Items, len(orderbookNew.Bids))
|
|
for x := range orderbookNew.Bids {
|
|
o.Bids[x] = orderbook.Item{
|
|
ID: orderbookNew.Bids[x].OrderID,
|
|
Price: orderbookNew.Bids[x].Rate,
|
|
Amount: orderbookNew.Bids[x].Amount,
|
|
Period: int64(orderbookNew.Bids[x].Period),
|
|
}
|
|
}
|
|
} else {
|
|
o.Asks = make(orderbook.Items, len(orderbookNew.Asks))
|
|
for x := range orderbookNew.Asks {
|
|
o.Asks[x] = orderbook.Item{
|
|
ID: orderbookNew.Asks[x].OrderID,
|
|
Price: orderbookNew.Asks[x].Price,
|
|
Amount: orderbookNew.Asks[x].Amount,
|
|
}
|
|
}
|
|
o.Bids = make(orderbook.Items, len(orderbookNew.Bids))
|
|
for x := range orderbookNew.Bids {
|
|
o.Bids[x] = orderbook.Item{
|
|
ID: orderbookNew.Bids[x].OrderID,
|
|
Price: orderbookNew.Bids[x].Price,
|
|
Amount: orderbookNew.Bids[x].Amount,
|
|
}
|
|
}
|
|
}
|
|
err = o.Process()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return orderbook.Get(b.Name, fPair, assetType)
|
|
}
|
|
|
|
// UpdateAccountInfo retrieves balances for all enabled currencies on the
|
|
// Bitfinex exchange
|
|
func (b *Bitfinex) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
var response account.Holdings
|
|
response.Exchange = b.Name
|
|
|
|
accountBalance, err := b.GetAccountBalance(ctx)
|
|
if err != nil {
|
|
return response, err
|
|
}
|
|
|
|
var Accounts = []account.SubAccount{
|
|
{ID: "deposit", AssetType: assetType},
|
|
{ID: "exchange", AssetType: assetType},
|
|
{ID: "trading", AssetType: assetType},
|
|
{ID: "margin", AssetType: assetType},
|
|
{ID: "funding", AssetType: assetType},
|
|
}
|
|
|
|
for x := range accountBalance {
|
|
for i := range Accounts {
|
|
if Accounts[i].ID == accountBalance[x].Type {
|
|
Accounts[i].Currencies = append(Accounts[i].Currencies,
|
|
account.Balance{
|
|
Currency: currency.NewCode(accountBalance[x].Currency),
|
|
Total: accountBalance[x].Amount,
|
|
Hold: accountBalance[x].Amount - accountBalance[x].Available,
|
|
Free: accountBalance[x].Available,
|
|
})
|
|
}
|
|
}
|
|
}
|
|
|
|
response.Accounts = Accounts
|
|
creds, err := b.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
err = account.Process(&response, creds)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
|
|
return response, nil
|
|
}
|
|
|
|
// FetchAccountInfo retrieves balances for all enabled currencies
|
|
func (b *Bitfinex) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
creds, err := b.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
acc, err := account.GetHoldings(b.Name, creds, assetType)
|
|
if err != nil {
|
|
return b.UpdateAccountInfo(ctx, assetType)
|
|
}
|
|
return acc, nil
|
|
}
|
|
|
|
// GetAccountFundingHistory returns funding history, deposits and
|
|
// withdrawals
|
|
func (b *Bitfinex) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (b *Bitfinex) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
|
|
history, err := b.GetMovementHistory(ctx, c.String(), "", time.Date(2012, 0, 0, 0, 0, 0, 0, time.Local), time.Now(), 0)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]exchange.WithdrawalHistory, len(history))
|
|
for i := range history {
|
|
resp[i] = exchange.WithdrawalHistory{
|
|
Status: history[i].Status,
|
|
TransferID: strconv.FormatInt(history[i].ID, 10),
|
|
Description: history[i].Description,
|
|
Timestamp: time.UnixMilli(int64(history[i].Timestamp)),
|
|
Currency: history[i].Currency,
|
|
Amount: history[i].Amount,
|
|
Fee: history[i].Fee,
|
|
TransferType: history[i].Type,
|
|
CryptoToAddress: history[i].Address,
|
|
CryptoTxID: history[i].TxID,
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetRecentTrades returns the most recent trades for a currency and asset
|
|
func (b *Bitfinex) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
|
|
return b.GetHistoricTrades(ctx, p, assetType, time.Now().Add(-time.Minute*15), time.Now())
|
|
}
|
|
|
|
// GetHistoricTrades returns historic trade data within the timeframe provided
|
|
func (b *Bitfinex) GetHistoricTrades(ctx context.Context, p currency.Pair, a asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
|
|
if a == asset.MarginFunding {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil {
|
|
return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err)
|
|
}
|
|
var err error
|
|
p, err = b.FormatExchangeCurrency(p, a)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var currString string
|
|
currString, err = b.fixCasing(p, a)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var resp []trade.Data
|
|
ts := timestampEnd
|
|
limit := 10000
|
|
allTrades:
|
|
for {
|
|
var tradeData []Trade
|
|
tradeData, err = b.GetTrades(ctx,
|
|
currString, int64(limit), 0, ts.Unix()*1000, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range tradeData {
|
|
tradeTS := time.UnixMilli(tradeData[i].Timestamp)
|
|
if tradeTS.Before(timestampStart) && !timestampStart.IsZero() {
|
|
break allTrades
|
|
}
|
|
tID := strconv.FormatInt(tradeData[i].TID, 10)
|
|
resp = append(resp, trade.Data{
|
|
TID: tID,
|
|
Exchange: b.Name,
|
|
CurrencyPair: p,
|
|
AssetType: a,
|
|
Price: tradeData[i].Price,
|
|
Amount: tradeData[i].Amount,
|
|
Timestamp: time.UnixMilli(tradeData[i].Timestamp),
|
|
})
|
|
if i == len(tradeData)-1 {
|
|
if ts.Equal(tradeTS) {
|
|
// reached end of trades to crawl
|
|
break allTrades
|
|
}
|
|
ts = tradeTS
|
|
}
|
|
}
|
|
if len(tradeData) != limit {
|
|
break allTrades
|
|
}
|
|
}
|
|
|
|
err = b.AddTradesToBuffer(resp...)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
sort.Sort(trade.ByDate(resp))
|
|
return trade.FilterTradesByTime(resp, timestampStart, timestampEnd), nil
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (b *Bitfinex) SubmitOrder(ctx context.Context, o *order.Submit) (*order.SubmitResponse, error) {
|
|
if err := o.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
fPair, err := b.FormatExchangeCurrency(o.Pair, o.AssetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orderID string
|
|
status := order.New
|
|
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
symbolStr, err := b.fixCasing(fPair, o.AssetType) //nolint:govet // intentional shadow of err
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderType := strings.ToUpper(o.Type.String())
|
|
if o.AssetType == asset.Spot {
|
|
orderType = "EXCHANGE " + orderType
|
|
}
|
|
req := &WsNewOrderRequest{
|
|
Type: orderType,
|
|
Symbol: symbolStr,
|
|
Amount: o.Amount,
|
|
Price: o.Price,
|
|
}
|
|
if o.Side.IsShort() && o.Amount > 0 {
|
|
// All v2 apis use negatives for Short side
|
|
req.Amount *= -1
|
|
}
|
|
orderID, err = b.WsNewOrder(req)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
} else {
|
|
var response Order
|
|
b.appendOptionalDelimiter(&fPair)
|
|
orderType := o.Type.Lower()
|
|
if o.AssetType == asset.Spot {
|
|
orderType = "exchange " + orderType
|
|
}
|
|
response, err = b.NewOrder(ctx,
|
|
fPair.String(),
|
|
orderType,
|
|
o.Amount,
|
|
o.Price,
|
|
o.Side.IsLong(),
|
|
false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderID = strconv.FormatInt(response.ID, 10)
|
|
|
|
if response.RemainingAmount == 0 {
|
|
status = order.Filled
|
|
}
|
|
}
|
|
resp, err := o.DeriveSubmitResponse(orderID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp.Status = status
|
|
return resp, nil
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (b *Bitfinex) ModifyOrder(ctx context.Context, action *order.Modify) (*order.ModifyResponse, error) {
|
|
if err := action.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if b.Websocket.IsEnabled() && b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
orderIDInt, err := strconv.ParseInt(action.OrderID, 10, 64)
|
|
if err != nil {
|
|
return &order.ModifyResponse{OrderID: action.OrderID}, err
|
|
}
|
|
|
|
wsRequest := WsUpdateOrderRequest{
|
|
OrderID: orderIDInt,
|
|
Price: action.Price,
|
|
Amount: action.Amount,
|
|
}
|
|
if action.Side.IsShort() && action.Amount > 0 {
|
|
wsRequest.Amount *= -1
|
|
}
|
|
err = b.WsModifyOrder(&wsRequest)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return action.DeriveModifyResponse()
|
|
}
|
|
|
|
_, err := b.OrderUpdate(ctx, action.OrderID, "", action.ClientOrderID, action.Amount, action.Price, -1)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return action.DeriveModifyResponse()
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (b *Bitfinex) CancelOrder(ctx context.Context, o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
|
|
orderIDInt, err := strconv.ParseInt(o.OrderID, 10, 64)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
err = b.WsCancelOrder(orderIDInt)
|
|
} else {
|
|
_, err = b.CancelExistingOrder(ctx, orderIDInt)
|
|
}
|
|
return err
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (b *Bitfinex) CancelBatchOrders(_ context.Context, _ []order.Cancel) (*order.CancelBatchResponse, error) {
|
|
// While bitfinex supports cancelling multiple orders, it is
|
|
// done in a way that is not helpful for GCT, and it would be better instead
|
|
// to use CancelAllOrders or CancelOrder
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (b *Bitfinex) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
|
|
var err error
|
|
if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
err = b.WsCancelAllOrders()
|
|
} else {
|
|
_, err = b.CancelAllExistingOrders(ctx)
|
|
}
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
|
|
func (b *Bitfinex) parseOrderToOrderDetail(o *Order) (*order.Detail, error) {
|
|
side, err := order.StringToOrderSide(o.Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var timestamp float64
|
|
timestamp, err = strconv.ParseFloat(o.Timestamp, 64)
|
|
if err != nil {
|
|
log.Warnf(log.ExchangeSys,
|
|
"%s Unable to convert timestamp '%s', leaving blank",
|
|
b.Name, o.Timestamp)
|
|
}
|
|
|
|
var pair currency.Pair
|
|
pair, err = currency.NewPairFromString(o.Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orderDetail := &order.Detail{
|
|
Amount: o.OriginalAmount,
|
|
Date: time.Unix(int64(timestamp), 0),
|
|
Exchange: b.Name,
|
|
OrderID: strconv.FormatInt(o.ID, 10),
|
|
Side: side,
|
|
Price: o.Price,
|
|
RemainingAmount: o.RemainingAmount,
|
|
Pair: pair,
|
|
ExecutedAmount: o.ExecutedAmount,
|
|
}
|
|
|
|
switch {
|
|
case o.IsLive:
|
|
orderDetail.Status = order.Active
|
|
case o.IsCancelled:
|
|
orderDetail.Status = order.Cancelled
|
|
case o.IsHidden:
|
|
orderDetail.Status = order.Hidden
|
|
default:
|
|
orderDetail.Status = order.UnknownStatus
|
|
}
|
|
|
|
// API docs discrepancy. Example contains prefixed "exchange "
|
|
// Return type suggests “market” / “limit” / “stop” / “trailing-stop”
|
|
orderType := strings.Replace(o.Type, "exchange ", "", 1)
|
|
if orderType == "trailing-stop" {
|
|
orderDetail.Type = order.TrailingStop
|
|
} else {
|
|
orderDetail.Type, err = order.StringToOrderType(orderType)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
|
|
}
|
|
}
|
|
|
|
return orderDetail, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (b *Bitfinex) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error) {
|
|
if pair.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
id, err := strconv.ParseInt(orderID, 10, 64)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
b.appendOptionalDelimiter(&pair)
|
|
var cf string
|
|
cf, err = b.fixCasing(pair, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp, err := b.GetInactiveOrders(ctx, cf, id)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range resp {
|
|
if resp[i].OrderID != id {
|
|
continue
|
|
}
|
|
var o *order.Detail
|
|
o, err = b.parseOrderToOrderDetail(&resp[i])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return o, nil
|
|
}
|
|
resp, err = b.GetOpenOrders(ctx, id)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range resp {
|
|
if resp[i].OrderID != id {
|
|
continue
|
|
}
|
|
var o *order.Detail
|
|
o, err = b.parseOrderToOrderDetail(&resp[i])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return o, nil
|
|
}
|
|
return nil, fmt.Errorf("%w %v", order.ErrOrderNotFound, orderID)
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (b *Bitfinex) GetDepositAddress(ctx context.Context, c currency.Code, accountID, chain string) (*deposit.Address, error) {
|
|
if accountID == "" {
|
|
accountID = "funding"
|
|
}
|
|
|
|
if c.Equal(currency.USDT) {
|
|
// USDT is UST on Bitfinex
|
|
c = currency.NewCode("UST")
|
|
}
|
|
|
|
if err := b.PopulateAcceptableMethods(ctx); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
methods := acceptableMethods.lookup(c)
|
|
if len(methods) == 0 {
|
|
return nil, currency.ErrCurrencyNotSupported
|
|
}
|
|
method := methods[0]
|
|
if len(methods) > 1 && chain != "" {
|
|
method = chain
|
|
} else if len(methods) > 1 && chain == "" {
|
|
return nil, fmt.Errorf("a chain must be specified, %s available", methods)
|
|
}
|
|
|
|
resp, err := b.NewDeposit(ctx, method, accountID, 0)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &deposit.Address{
|
|
Address: resp.Address,
|
|
Tag: resp.PoolAddress,
|
|
}, err
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
|
|
func (b *Bitfinex) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if err := b.PopulateAcceptableMethods(ctx); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
tmpCurr := withdrawRequest.Currency
|
|
if tmpCurr.Equal(currency.USDT) {
|
|
// USDT is UST on Bitfinex
|
|
tmpCurr = currency.NewCode("UST")
|
|
}
|
|
|
|
methods := acceptableMethods.lookup(tmpCurr)
|
|
if len(methods) == 0 {
|
|
return nil, errors.New("no transfer methods returned for currency")
|
|
}
|
|
method := methods[0]
|
|
if len(methods) > 1 && withdrawRequest.Crypto.Chain != "" {
|
|
if !common.StringDataCompareInsensitive(methods, withdrawRequest.Crypto.Chain) {
|
|
return nil, fmt.Errorf("invalid chain %s supplied, %v available", withdrawRequest.Crypto.Chain, methods)
|
|
}
|
|
method = withdrawRequest.Crypto.Chain
|
|
} else if len(methods) > 1 && withdrawRequest.Crypto.Chain == "" {
|
|
return nil, fmt.Errorf("a chain must be specified, %s available", methods)
|
|
}
|
|
|
|
// Bitfinex has support for three types, exchange, margin and deposit
|
|
// As this is for trading, I've made the wrapper default 'exchange'
|
|
// TODO: Discover an automated way to make the decision for wallet type to withdraw from
|
|
walletType := "exchange"
|
|
resp, err := b.WithdrawCryptocurrency(ctx,
|
|
walletType,
|
|
withdrawRequest.Crypto.Address,
|
|
withdrawRequest.Crypto.AddressTag,
|
|
method,
|
|
withdrawRequest.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &withdraw.ExchangeResponse{
|
|
ID: strconv.FormatInt(resp.WithdrawalID, 10),
|
|
Status: resp.Status,
|
|
}, err
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is submitted
|
|
// Returns comma delimited withdrawal IDs
|
|
func (b *Bitfinex) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
withdrawalType := "wire"
|
|
// Bitfinex has support for three types, exchange, margin and deposit
|
|
// As this is for trading, I've made the wrapper default 'exchange'
|
|
// TODO: Discover an automated way to make the decision for wallet type to withdraw from
|
|
walletType := "exchange"
|
|
resp, err := b.WithdrawFIAT(ctx, withdrawalType, walletType, withdrawRequest)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return &withdraw.ExchangeResponse{
|
|
ID: strconv.FormatInt(resp.WithdrawalID, 10),
|
|
Status: resp.Status,
|
|
}, err
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is submitted
|
|
// Returns comma delimited withdrawal IDs
|
|
func (b *Bitfinex) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
v, err := b.WithdrawFiatFunds(ctx, withdrawRequest)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: v.ID,
|
|
Status: v.Status,
|
|
}, nil
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (b *Bitfinex) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if feeBuilder == nil {
|
|
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
|
|
}
|
|
if !b.AreCredentialsValid(ctx) && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return b.GetFee(ctx, feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (b *Bitfinex) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp, err := b.GetOpenOrders(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orders := make([]order.Detail, len(resp))
|
|
for i := range resp {
|
|
var orderDetail *order.Detail
|
|
orderDetail, err = b.parseOrderToOrderDetail(&resp[i])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orders[i] = *orderDetail
|
|
}
|
|
return req.Filter(b.Name, orders), nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (b *Bitfinex) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orders []order.Detail
|
|
for i := range req.Pairs {
|
|
b.appendOptionalDelimiter(&req.Pairs[i])
|
|
var cf string
|
|
cf, err = b.fixCasing(req.Pairs[i], req.AssetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var resp []Order
|
|
resp, err = b.GetInactiveOrders(ctx, cf)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for j := range resp {
|
|
var orderDetail *order.Detail
|
|
orderDetail, err = b.parseOrderToOrderDetail(&resp[j])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orders = append(orders, *orderDetail)
|
|
}
|
|
}
|
|
|
|
return req.Filter(b.Name, orders), nil
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (b *Bitfinex) AuthenticateWebsocket(ctx context.Context) error {
|
|
return b.WsSendAuth(ctx)
|
|
}
|
|
|
|
// appendOptionalDelimiter ensures that a delimiter is present for long character currencies
|
|
func (b *Bitfinex) appendOptionalDelimiter(p *currency.Pair) {
|
|
if (len(p.Base.String()) > 3 && len(p.Quote.String()) > 0) ||
|
|
len(p.Quote.String()) > 3 {
|
|
p.Delimiter = ":"
|
|
}
|
|
}
|
|
|
|
// ValidateAPICredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (b *Bitfinex) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := b.UpdateAccountInfo(ctx, assetType)
|
|
return b.CheckTransientError(err)
|
|
}
|
|
|
|
// FormatExchangeKlineInterval returns Interval to exchange formatted string
|
|
func (b *Bitfinex) FormatExchangeKlineInterval(in kline.Interval) (string, error) {
|
|
switch in {
|
|
case kline.OneMin:
|
|
return "1m", nil
|
|
case kline.FiveMin:
|
|
return "5m", nil
|
|
case kline.FifteenMin:
|
|
return "15m", nil
|
|
case kline.ThirtyMin:
|
|
return "30m", nil
|
|
case kline.OneHour:
|
|
return "1h", nil
|
|
case kline.ThreeHour:
|
|
return "3h", nil
|
|
case kline.SixHour:
|
|
return "6h", nil
|
|
case kline.TwelveHour:
|
|
return "12h", nil
|
|
case kline.OneDay:
|
|
return "1D", nil
|
|
case kline.OneWeek:
|
|
return "7D", nil
|
|
case kline.OneWeek * 2:
|
|
return "14D", nil
|
|
case kline.OneMonth:
|
|
return "1M", nil
|
|
default:
|
|
return "", fmt.Errorf("%w %v", kline.ErrInvalidInterval, in)
|
|
}
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (b *Bitfinex) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := b.GetKlineRequest(pair, a, interval, start, end, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
cf, err := b.fixCasing(req.Pair, req.Asset)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
fInterval, err := b.FormatExchangeKlineInterval(req.ExchangeInterval)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
candles, err := b.GetCandles(ctx, cf, fInterval, req.Start.UnixMilli(), req.End.UnixMilli(), uint32(req.RequestLimit), true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
timeSeries := make([]kline.Candle, len(candles))
|
|
for x := range candles {
|
|
timeSeries[x] = kline.Candle{
|
|
Time: candles[x].Timestamp,
|
|
Open: candles[x].Open,
|
|
High: candles[x].High,
|
|
Low: candles[x].Low,
|
|
Close: candles[x].Close,
|
|
Volume: candles[x].Volume,
|
|
}
|
|
}
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (b *Bitfinex) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := b.GetKlineExtendedRequest(pair, a, interval, start, end)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
cf, err := b.fixCasing(req.Pair, req.Asset)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
fInterval, err := b.FormatExchangeKlineInterval(req.ExchangeInterval)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
timeSeries := make([]kline.Candle, 0, req.Size())
|
|
for x := range req.RangeHolder.Ranges {
|
|
var candles []Candle
|
|
candles, err = b.GetCandles(ctx, cf, fInterval, req.RangeHolder.Ranges[x].Start.Time.UnixMilli(), req.RangeHolder.Ranges[x].End.Time.UnixMilli(), uint32(req.RequestLimit), true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for i := range candles {
|
|
timeSeries = append(timeSeries, kline.Candle{
|
|
Time: candles[i].Timestamp,
|
|
Open: candles[i].Open,
|
|
High: candles[i].High,
|
|
Low: candles[i].Low,
|
|
Close: candles[i].Close,
|
|
Volume: candles[i].Volume,
|
|
})
|
|
}
|
|
}
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
func (b *Bitfinex) fixCasing(in currency.Pair, a asset.Item) (string, error) {
|
|
if in.IsEmpty() || in.Base.IsEmpty() {
|
|
return "", currency.ErrCurrencyPairEmpty
|
|
}
|
|
var checkString [2]byte
|
|
if a == asset.Spot || a == asset.Margin {
|
|
checkString[0] = 't'
|
|
checkString[1] = 'T'
|
|
} else if a == asset.MarginFunding {
|
|
checkString[0] = 'f'
|
|
checkString[1] = 'F'
|
|
}
|
|
|
|
cFmt, err := b.FormatExchangeCurrency(in, a)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
|
|
y := in.Base.String()
|
|
if (y[0] != checkString[0] && y[0] != checkString[1]) ||
|
|
(y[0] == checkString[1] && y[1] == checkString[1]) || in.Base.Equal(currency.TNB) {
|
|
if cFmt.Quote.IsEmpty() {
|
|
return string(checkString[0]) + cFmt.Base.Upper().String(), nil
|
|
}
|
|
return string(checkString[0]) + cFmt.Upper().String(), nil
|
|
}
|
|
|
|
runes := []rune(cFmt.Upper().String())
|
|
if cFmt.Quote.IsEmpty() {
|
|
runes = []rune(cFmt.Base.Upper().String())
|
|
}
|
|
runes[0] = unicode.ToLower(runes[0])
|
|
return string(runes), nil
|
|
}
|
|
|
|
// GetAvailableTransferChains returns the available transfer blockchains for the specific
|
|
// cryptocurrency
|
|
func (b *Bitfinex) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
|
|
if err := b.PopulateAcceptableMethods(ctx); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if cryptocurrency.Equal(currency.USDT) {
|
|
// USDT is UST on Bitfinex
|
|
cryptocurrency = currency.NewCode("UST")
|
|
}
|
|
|
|
availChains := acceptableMethods.lookup(cryptocurrency)
|
|
if len(availChains) == 0 {
|
|
return nil, fmt.Errorf("unable to find any available chains")
|
|
}
|
|
return availChains, nil
|
|
}
|
|
|
|
// GetServerTime returns the current exchange server time.
|
|
func (b *Bitfinex) GetServerTime(_ context.Context, _ asset.Item) (time.Time, error) {
|
|
return time.Time{}, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetFuturesContractDetails returns all contracts from the exchange by asset type
|
|
func (b *Bitfinex) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.Contract, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|