Files
gocryptotrader/exchanges/coinbene/coinbene_wrapper.go
Vazha fab9d934fe Getting closed orders implementation, fixed Binance MARKET order creation, expanded SubmitOrder response (#572)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-10-22 11:54:24 +11:00

887 lines
24 KiB
Go

package coinbene
import (
"errors"
"fmt"
"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/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (c *Coinbene) GetDefaultConfig() (*config.ExchangeConfig, error) {
c.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = c.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = c.BaseCurrencies
err := c.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if c.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = c.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Coinbene
func (c *Coinbene) SetDefaults() {
c.Name = "Coinbene"
c.Enabled = true
c.Verbose = true
c.API.CredentialsValidator.RequiresKey = true
c.API.CredentialsValidator.RequiresSecret = true
err := c.StoreAssetPairFormat(asset.Spot, currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.ForwardSlashDelimiter,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.ForwardSlashDelimiter,
},
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = c.StoreAssetPairFormat(asset.PerpetualSwap, currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.ForwardSlashDelimiter,
},
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
c.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerFetching: true,
TradeFetching: true,
OrderbookFetching: true,
AccountBalance: true,
AutoPairUpdates: true,
GetOrder: true,
GetOrders: true,
CancelOrder: true,
CancelOrders: true,
SubmitOrder: true,
TradeFee: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
AccountBalance: true,
AccountInfo: true,
OrderbookFetching: true,
TradeFetching: true,
KlineFetching: true,
Subscribe: true,
Unsubscribe: true,
AuthenticatedEndpoints: true,
GetOrders: true,
GetOrder: true,
},
WithdrawPermissions: exchange.NoFiatWithdrawals |
exchange.WithdrawCryptoViaWebsiteOnly,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.ThreeMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.TwoHour.Word(): true,
kline.FourHour.Word(): true,
kline.SixHour.Word(): true,
kline.TwelveHour.Word(): true,
kline.OneDay.Word(): true,
kline.ThreeDay.Word(): true,
kline.OneWeek.Word(): true,
},
},
},
}
c.Requester = request.New(c.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
c.API.Endpoints.URLDefault = coinbeneAPIURL
c.API.Endpoints.URL = c.API.Endpoints.URLDefault
c.API.Endpoints.WebsocketURL = wsContractURL
c.Websocket = stream.New()
c.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
c.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
c.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup takes in the supplied exchange configuration details and sets params
func (c *Coinbene) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
c.SetEnabled(false)
return nil
}
err := c.SetupDefaults(exch)
if err != nil {
return err
}
err = c.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: wsContractURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: c.WsConnect,
Subscriber: c.Subscribe,
UnSubscriber: c.Unsubscribe,
GenerateSubscriptions: c.GenerateDefaultSubscriptions,
Features: &c.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.WebsocketOrderbookBufferLimit,
BufferEnabled: true,
SortBuffer: true,
})
if err != nil {
return err
}
return c.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the Coinbene go routine
func (c *Coinbene) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
c.Run()
wg.Done()
}()
}
// Run implements the Coinbene wrapper
func (c *Coinbene) Run() {
if c.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s. (url: %s).\n",
c.Name,
common.IsEnabled(c.Websocket.IsEnabled()),
c.Websocket.GetWebsocketURL(),
)
c.PrintEnabledPairs()
}
if !c.GetEnabledFeatures().AutoPairUpdates {
return
}
err := c.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s Failed to update tradable pairs. Error: %s",
c.Name,
err)
}
}
// FetchTradablePairs returns a list of exchange tradable pairs
func (c *Coinbene) FetchTradablePairs(a asset.Item) ([]string, error) {
if !c.SupportsAsset(a) {
return nil, fmt.Errorf("%s does not support asset type %s", c.Name, a)
}
var currencies []string
switch a {
case asset.Spot:
pairs, err := c.GetAllPairs()
if err != nil {
return nil, err
}
for x := range pairs {
currencies = append(currencies, pairs[x].Symbol)
}
case asset.PerpetualSwap:
format, err := c.GetPairFormat(a, false)
if err != nil {
return nil, err
}
tickers, err := c.GetSwapTickers()
if err != nil {
return nil, err
}
for t := range tickers {
idx := strings.Index(t, currency.USDT.String())
if idx == 0 {
return nil,
fmt.Errorf("%s SWAP currency does not contain USDT", c.Name)
}
currencies = append(currencies,
t[0:idx]+format.Delimiter+t[idx:])
}
}
return currencies, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them
func (c *Coinbene) UpdateTradablePairs(forceUpdate bool) error {
assets := c.GetAssetTypes()
for x := range assets {
pairs, err := c.FetchTradablePairs(assets[x])
if err != nil {
return err
}
p, err := currency.NewPairsFromStrings(pairs)
if err != nil {
return err
}
err = c.UpdatePairs(p, assets[x], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (c *Coinbene) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
if !c.SupportsAsset(assetType) {
return nil,
fmt.Errorf("%s does not support asset type %s", c.Name, assetType)
}
allPairs, err := c.GetEnabledPairs(assetType)
if err != nil {
return nil, err
}
switch assetType {
case asset.Spot:
tickers, err := c.GetTickers()
if err != nil {
return nil, err
}
for i := range tickers {
var newP currency.Pair
newP, err = currency.NewPairFromString(tickers[i].Symbol)
if err != nil {
return nil, err
}
if !allPairs.Contains(newP, true) {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: newP,
Last: tickers[i].LatestPrice,
High: tickers[i].DailyHigh,
Low: tickers[i].DailyLow,
Bid: tickers[i].BestBid,
Ask: tickers[i].BestAsk,
Volume: tickers[i].DailyVolume,
ExchangeName: c.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
case asset.PerpetualSwap:
tickers, err := c.GetSwapTickers()
if err != nil {
return nil, err
}
for x := range allPairs {
fpair, err := c.FormatExchangeCurrency(allPairs[x], assetType)
if err != nil {
return nil, err
}
tick, ok := tickers[fpair.String()]
if !ok {
log.Warnf(log.ExchangeSys,
"%s SWAP ticker item was not found",
c.Name)
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Pair: allPairs[x],
Last: tick.LastPrice,
High: tick.High24Hour,
Low: tick.Low24Hour,
Bid: tick.BestBidPrice,
Ask: tick.BestAskPrice,
Volume: tick.Volume24Hour,
LastUpdated: tick.Timestamp,
ExchangeName: c.Name,
AssetType: assetType})
if err != nil {
return nil, err
}
}
}
return ticker.GetTicker(c.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (c *Coinbene) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
if !c.SupportsAsset(assetType) {
return nil,
fmt.Errorf("%s does not support asset type %s", c.Name, assetType)
}
tickerNew, err := ticker.GetTicker(c.Name, p, assetType)
if err != nil {
return c.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (c *Coinbene) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
if !c.SupportsAsset(assetType) {
return nil,
fmt.Errorf("%s does not support asset type %s", c.Name, assetType)
}
ob, err := orderbook.Get(c.Name, p, assetType)
if err != nil {
return c.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (c *Coinbene) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
resp := new(orderbook.Base)
if !c.SupportsAsset(assetType) {
return nil,
fmt.Errorf("%s does not support asset type %s", c.Name, assetType)
}
fpair, err := c.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
var tempResp Orderbook
switch assetType {
case asset.Spot:
tempResp, err = c.GetOrderbook(fpair.String(),
100, // TO-DO: Update this once we support configurable orderbook depth
)
case asset.PerpetualSwap:
tempResp, err = c.GetSwapOrderbook(fpair.String(),
100, // TO-DO: Update this once we support configurable orderbook depth
)
}
if err != nil {
return nil, err
}
resp.ExchangeName = c.Name
resp.Pair = p
resp.AssetType = assetType
for x := range tempResp.Asks {
item := orderbook.Item{
Price: tempResp.Asks[x].Price,
Amount: tempResp.Asks[x].Amount,
}
if assetType == asset.PerpetualSwap {
item.OrderCount = tempResp.Asks[x].Count
}
resp.Asks = append(resp.Asks, item)
}
for x := range tempResp.Bids {
item := orderbook.Item{
Price: tempResp.Bids[x].Price,
Amount: tempResp.Bids[x].Amount,
}
if assetType == asset.PerpetualSwap {
item.OrderCount = tempResp.Bids[x].Count
}
resp.Bids = append(resp.Bids, item)
}
err = resp.Process()
if err != nil {
return nil, err
}
return orderbook.Get(c.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// Coinbene exchange
func (c *Coinbene) UpdateAccountInfo() (account.Holdings, error) {
var info account.Holdings
balance, err := c.GetAccountBalances()
if err != nil {
return info, err
}
var acc account.SubAccount
for key := range balance {
c := currency.NewCode(balance[key].Asset)
hold := balance[key].Reserved
available := balance[key].Available
acc.Currencies = append(acc.Currencies,
account.Balance{
CurrencyName: c,
TotalValue: hold + available,
Hold: hold,
})
}
info.Accounts = append(info.Accounts, acc)
info.Exchange = c.Name
err = account.Process(&info)
if err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (c *Coinbene) FetchAccountInfo() (account.Holdings, error) {
acc, err := account.GetHoldings(c.Name)
if err != nil {
return c.UpdateAccountInfo()
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (c *Coinbene) GetFundingHistory() ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data within the timeframe provided.
func (c *Coinbene) GetExchangeHistory(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]exchange.TradeHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// SubmitOrder submits a new order
func (c *Coinbene) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) {
var resp order.SubmitResponse
if err := s.Validate(); err != nil {
return resp, err
}
if s.Side != order.Buy && s.Side != order.Sell {
return resp,
fmt.Errorf("%s orderside is not supported by this exchange",
s.Side)
}
fpair, err := c.FormatExchangeCurrency(s.Pair, asset.Spot)
if err != nil {
return resp, err
}
tempResp, err := c.PlaceSpotOrder(s.Price,
s.Amount,
fpair.String(),
s.Side.String(),
s.Type.String(),
s.ClientID,
0)
if err != nil {
return resp, err
}
resp.IsOrderPlaced = true
resp.OrderID = tempResp.OrderID
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (c *Coinbene) ModifyOrder(action *order.Modify) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (c *Coinbene) CancelOrder(o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
_, err := c.CancelSpotOrder(o.ID)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (c *Coinbene) CancelAllOrders(orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
if err := orderCancellation.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
var resp order.CancelAllResponse
fpair, err := c.FormatExchangeCurrency(orderCancellation.Pair,
orderCancellation.AssetType)
if err != nil {
return resp, err
}
orders, err := c.FetchOpenSpotOrders(fpair.String())
if err != nil {
return resp, err
}
tempMap := make(map[string]string)
for x := range orders {
_, err := c.CancelSpotOrder(orders[x].OrderID)
if err != nil {
tempMap[orders[x].OrderID] = "Failed"
} else {
tempMap[orders[x].OrderID] = "Success"
}
}
resp.Status = tempMap
return resp, nil
}
// GetOrderInfo returns order information based on order ID
func (c *Coinbene) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var resp order.Detail
tempResp, err := c.FetchSpotOrderInfo(orderID)
if err != nil {
return resp, err
}
resp.Exchange = c.Name
resp.ID = orderID
resp.Pair = currency.NewPairWithDelimiter(tempResp.BaseAsset,
"/",
tempResp.QuoteAsset)
resp.Price = tempResp.OrderPrice
resp.Date = tempResp.OrderTime
resp.ExecutedAmount = tempResp.FilledAmount
resp.Fee = tempResp.TotalFee
return resp, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (c *Coinbene) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (c *Coinbene) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is
// submitted
func (c *Coinbene) WithdrawFiatFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (c *Coinbene) WithdrawFiatFundsToInternationalBank(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetActiveOrders retrieves any orders that are active/open
func (c *Coinbene) GetActiveOrders(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
if err := getOrdersRequest.Validate(); err != nil {
return nil, err
}
if len(getOrdersRequest.Pairs) == 0 {
allPairs, err := c.GetAllPairs()
if err != nil {
return nil, err
}
for a := range allPairs {
p, err := currency.NewPairFromString(allPairs[a].Symbol)
if err != nil {
return nil, err
}
getOrdersRequest.Pairs = append(getOrdersRequest.Pairs, p)
}
}
var resp []order.Detail
for x := range getOrdersRequest.Pairs {
fpair, err := c.FormatExchangeCurrency(getOrdersRequest.Pairs[x],
asset.Spot)
if err != nil {
return nil, err
}
var tempData OrdersInfo
tempData, err = c.FetchOpenSpotOrders(fpair.String())
if err != nil {
return nil, err
}
for y := range tempData {
var tempResp order.Detail
tempResp.Exchange = c.Name
tempResp.Pair = getOrdersRequest.Pairs[x]
tempResp.Side = order.Buy
if strings.EqualFold(tempData[y].OrderType, order.Sell.String()) {
tempResp.Side = order.Sell
}
tempResp.Date = tempData[y].OrderTime
tempResp.Status = order.Status(tempData[y].OrderStatus)
tempResp.Price = tempData[y].OrderPrice
tempResp.Amount = tempData[y].Amount
tempResp.ExecutedAmount = tempData[y].FilledAmount
tempResp.RemainingAmount = tempData[y].Amount - tempData[y].FilledAmount
tempResp.Fee = tempData[y].TotalFee
resp = append(resp, tempResp)
}
}
return resp, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (c *Coinbene) GetOrderHistory(getOrdersRequest *order.GetOrdersRequest) ([]order.Detail, error) {
if err := getOrdersRequest.Validate(); err != nil {
return nil, err
}
if len(getOrdersRequest.Pairs) == 0 {
allPairs, err := c.GetAllPairs()
if err != nil {
return nil, err
}
for a := range allPairs {
p, err := currency.NewPairFromString(allPairs[a].Symbol)
if err != nil {
return nil, err
}
getOrdersRequest.Pairs = append(getOrdersRequest.Pairs, p)
}
}
var resp []order.Detail
var tempData OrdersInfo
for x := range getOrdersRequest.Pairs {
fpair, err := c.FormatExchangeCurrency(getOrdersRequest.Pairs[x],
asset.Spot)
if err != nil {
return nil, err
}
tempData, err = c.FetchClosedOrders(fpair.String(), "")
if err != nil {
return nil, err
}
for y := range tempData {
var tempResp order.Detail
tempResp.Exchange = c.Name
tempResp.Pair = getOrdersRequest.Pairs[x]
tempResp.Side = order.Buy
if strings.EqualFold(tempData[y].OrderType, order.Sell.String()) {
tempResp.Side = order.Sell
}
tempResp.Date = tempData[y].OrderTime
tempResp.Status = order.Status(tempData[y].OrderStatus)
tempResp.Price = tempData[y].OrderPrice
tempResp.Amount = tempData[y].Amount
tempResp.ExecutedAmount = tempData[y].FilledAmount
tempResp.RemainingAmount = tempData[y].Amount - tempData[y].FilledAmount
tempResp.Fee = tempData[y].TotalFee
resp = append(resp, tempResp)
}
}
return resp, nil
}
// GetFeeByType returns an estimate of fee based on the type of transaction
func (c *Coinbene) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
fpair, err := c.FormatExchangeCurrency(feeBuilder.Pair, asset.Spot)
if err != nil {
return 0, err
}
tempData, err := c.GetPairInfo(fpair.String())
if err != nil {
return 0, err
}
if feeBuilder.IsMaker {
return feeBuilder.PurchasePrice * feeBuilder.Amount * tempData.MakerFeeRate, nil
}
return feeBuilder.PurchasePrice * feeBuilder.Amount * tempData.TakerFeeRate, nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (c *Coinbene) AuthenticateWebsocket() error {
return c.Login()
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (c *Coinbene) ValidateCredentials() error {
_, err := c.UpdateAccountInfo()
return c.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to string
func (c *Coinbene) FormatExchangeKlineInterval(in kline.Interval) string {
switch in {
case kline.OneMin, kline.ThreeMin, kline.FiveMin, kline.FifteenMin,
kline.ThirtyMin, kline.OneHour, kline.TwoHour, kline.FourHour, kline.SixHour, kline.TwelveHour:
return strconv.FormatFloat(in.Duration().Minutes(), 'f', 0, 64)
case kline.OneDay:
return "D"
case kline.OneWeek:
return "W"
case kline.OneMonth:
return "M"
}
return ""
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (c *Coinbene) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := c.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
formattedPair, err := c.FormatExchangeCurrency(pair, asset.PerpetualSwap)
if err != nil {
return kline.Item{}, err
}
var candles CandleResponse
if a == asset.PerpetualSwap {
candles, err = c.GetSwapKlines(formattedPair.String(),
start, end,
c.FormatExchangeKlineInterval(interval))
} else {
candles, err = c.GetKlines(formattedPair.String(),
start, end,
c.FormatExchangeKlineInterval(interval))
}
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: c.Name,
Pair: pair,
Interval: interval,
Asset: a,
}
for x := range candles.Data {
var tempCandle kline.Candle
tempTime := candles.Data[x][0].(string)
timestamp, err := time.Parse(time.RFC3339, tempTime)
if err != nil {
continue
}
tempCandle.Time = timestamp
open, ok := candles.Data[x][1].(string)
if !ok {
return kline.Item{}, errors.New("open conversion failed")
}
tempCandle.Open, err = strconv.ParseFloat(open, 64)
if err != nil {
return kline.Item{}, err
}
high, ok := candles.Data[x][2].(string)
if !ok {
return kline.Item{}, errors.New("high conversion failed")
}
tempCandle.High, err = strconv.ParseFloat(high, 64)
if err != nil {
return kline.Item{}, err
}
low, ok := candles.Data[x][3].(string)
if !ok {
return kline.Item{}, errors.New("low conversion failed")
}
tempCandle.Low, err = strconv.ParseFloat(low, 64)
if err != nil {
return kline.Item{}, err
}
closeTemp, ok := candles.Data[x][4].(string)
if !ok {
return kline.Item{}, errors.New("close conversion failed")
}
tempCandle.Close, err = strconv.ParseFloat(closeTemp, 64)
if err != nil {
return kline.Item{}, err
}
vol, ok := candles.Data[x][5].(string)
if !ok {
return kline.Item{}, errors.New("vol conversion failed")
}
tempCandle.Volume, err = strconv.ParseFloat(vol, 64)
if err != nil {
return kline.Item{}, err
}
ret.Candles = append(ret.Candles, tempCandle)
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (c *Coinbene) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return c.GetHistoricCandles(pair, a, start, end, interval)
}