mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* Bybit: Fix race in TestUpdateAccountInfo and TestWSHandleData * DriveBy rename TestWSHandleData * This doesn't address running with -race=2+ due to the singleton * Accounts: Add account.GetService() * exchange: Assertify TestSetupDefaults * Exchanges: Add account.Service override for testing * Exchanges: Remove duplicate IsWebsocketEnabled test from TestSetupDefaults * Dispatch: Replace nil checks with NilGuard * Engine: Remove deprecated printAccountHoldingsChangeSummary * Dispatcher: Add EnsureRunning method * Accounts: Move singleton accounts service to exchange Accounts * Move singleton accounts service to exchange Accounts This maintains the concept of a global store, whilst allowing exchanges to override it when needed, particularly for testing. APIServer: * Remove getAllActiveAccounts from apiserver Deprecated apiserver only thing using this, so remove it instead of updating it * Update comment for UpdateAccountBalances everywhere * Docs: Add punctuation to function comments * Bybit: Coverage for wsProcessWalletPushData Save
1708 lines
52 KiB
Go
1708 lines
52 KiB
Go
package kraken
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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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"time"
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"github.com/shopspring/decimal"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/key"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchange/accounts"
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"github.com/thrasher-corp/gocryptotrader/exchange/order/limits"
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"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
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"github.com/thrasher-corp/gocryptotrader/exchange/websocket/buffer"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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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/fundingrate"
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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/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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// SetDefaults sets current default settings
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func (e *Exchange) SetDefaults() {
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e.Name = "Kraken"
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e.Enabled = true
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e.Verbose = true
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e.API.CredentialsValidator.RequiresKey = true
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e.API.CredentialsValidator.RequiresSecret = true
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e.API.CredentialsValidator.RequiresBase64DecodeSecret = true
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for _, a := range []asset.Item{asset.Spot, asset.Futures} {
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ps := currency.PairStore{
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AssetEnabled: true,
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RequestFormat: ¤cy.PairFormat{Uppercase: true},
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ConfigFormat: ¤cy.PairFormat{Uppercase: true, Delimiter: currency.UnderscoreDelimiter},
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}
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if a == asset.Futures {
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ps.RequestFormat.Delimiter = currency.UnderscoreDelimiter
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}
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if err := e.SetAssetPairStore(a, ps); err != nil {
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log.Errorf(log.ExchangeSys, "%s error storing %q default asset formats: %s", e.Name, a, err)
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}
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}
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if err := e.DisableAssetWebsocketSupport(asset.Futures); err != nil {
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log.Errorf(log.ExchangeSys, "%s error disabling %q asset type websocket support: %s", e.Name, asset.Futures, err)
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}
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e.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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KlineFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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UserTradeHistory: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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FiatDeposit: true,
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FiatWithdraw: 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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HasAssetTypeAccountSegregation: true,
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FundingRateFetching: true,
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PredictedFundingRate: true,
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},
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WebsocketCapabilities: protocol.Features{
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TickerFetching: true,
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TradeFetching: true,
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KlineFetching: true,
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OrderbookFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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MessageCorrelation: true,
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SubmitOrder: true,
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CancelOrder: true,
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CancelOrders: true,
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GetOrders: true,
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GetOrder: true,
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FundingRateFetching: false, // has capability but is not supported // TODO when multi-websocket support added
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},
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WithdrawPermissions: exchange.AutoWithdrawCryptoWithSetup |
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exchange.WithdrawCryptoWith2FA |
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exchange.AutoWithdrawFiatWithSetup |
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exchange.WithdrawFiatWith2FA,
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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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FuturesCapabilities: exchange.FuturesCapabilities{
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FundingRates: true,
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SupportedFundingRateFrequencies: map[kline.Interval]bool{
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kline.FourHour: true,
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},
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FundingRateBatching: map[asset.Item]bool{
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asset.Futures: true,
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},
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OpenInterest: exchange.OpenInterestSupport{
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Supported: true,
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SupportsRestBatch: true,
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SupportedViaTicker: true,
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},
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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.FourHour},
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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.FifteenDay},
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),
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GlobalResultLimit: 720,
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},
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},
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Subscriptions: defaultSubscriptions.Clone(),
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}
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var err error
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e.Requester, err = request.New(e.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(request.NewBasicRateLimit(krakenRateInterval, krakenRequestRate, 1)))
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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e.API.Endpoints = e.NewEndpoints()
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err = e.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: krakenAPIURL,
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exchange.RestFutures: krakenFuturesURL,
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exchange.WebsocketSpot: krakenWSURL,
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exchange.WebsocketSpotSupplementary: krakenAuthWSURL,
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exchange.RestFuturesSupplementary: krakenFuturesSupplementaryURL,
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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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e.Websocket = websocket.NewManager()
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e.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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e.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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e.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup sets current exchange configuration
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func (e *Exchange) 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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e.SetEnabled(false)
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return nil
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}
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err = e.SetupDefaults(exch)
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if err != nil {
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return err
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}
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wsRunningURL, err := e.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 = e.Websocket.Setup(&websocket.ManagerSetup{
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ExchangeConfig: exch,
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DefaultURL: krakenWSURL,
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RunningURL: wsRunningURL,
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Connector: e.WsConnect,
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Subscriber: e.Subscribe,
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Unsubscriber: e.Unsubscribe,
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GenerateSubscriptions: e.generateSubscriptions,
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Features: &e.Features.Supports.WebsocketCapabilities,
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OrderbookBufferConfig: buffer.Config{SortBuffer: true},
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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 = e.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
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RateLimit: request.NewWeightedRateLimitByDuration(50 * time.Millisecond),
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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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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wsRunningAuthURL, err := e.API.Endpoints.GetURL(exchange.WebsocketSpotSupplementary)
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if err != nil {
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return err
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}
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return e.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
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RateLimit: request.NewWeightedRateLimitByDuration(50 * time.Millisecond),
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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Authenticated: true,
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URL: wsRunningAuthURL,
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})
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}
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// Bootstrap provides initialisation for an exchange
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func (e *Exchange) Bootstrap(ctx context.Context) (continueBootstrap bool, err error) {
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continueBootstrap = true
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if err = e.SeedAssets(ctx); err != nil {
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err = fmt.Errorf("failed to Seed Assets: %w", err)
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}
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return
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}
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// UpdateOrderExecutionLimits sets exchange execution order limits for an asset type
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func (e *Exchange) 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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if !assetTranslator.Seeded() {
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if err := e.SeedAssets(ctx); err != nil {
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return err
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}
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}
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pairInfo, err := e.fetchSpotPairInfo(ctx)
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if err != nil {
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return fmt.Errorf("%s failed to load %s pair execution limits. Err: %s", e.Name, a, err)
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}
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l := make([]limits.MinMaxLevel, 0, len(pairInfo))
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for pair, info := range pairInfo {
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l = append(l, limits.MinMaxLevel{
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Key: key.NewExchangeAssetPair(e.Name, a, pair),
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PriceStepIncrementSize: info.TickSize,
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MinimumBaseAmount: info.OrderMinimum,
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})
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}
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if err := limits.Load(l); err != nil {
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return fmt.Errorf("%s Error loading %s exchange limits: %w", e.Name, a, err)
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}
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return nil
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}
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func (e *Exchange) fetchSpotPairInfo(ctx context.Context) (map[currency.Pair]*AssetPairs, error) {
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pairs := make(map[currency.Pair]*AssetPairs)
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pairInfo, err := e.GetAssetPairs(ctx, nil, "")
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if err != nil {
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return pairs, err
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}
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for _, info := range pairInfo {
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if info.Status != "online" {
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continue
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}
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base := assetTranslator.LookupAltName(info.Base)
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if base == "" {
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log.Warnf(log.ExchangeSys,
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"%s unable to lookup altname for base currency %s",
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e.Name,
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info.Base)
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continue
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}
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quote := assetTranslator.LookupAltName(info.Quote)
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if quote == "" {
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log.Warnf(log.ExchangeSys,
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"%s unable to lookup altname for quote currency %s",
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e.Name,
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info.Quote)
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continue
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}
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pair, err := currency.NewPairFromStrings(base, quote)
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if err != nil {
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return pairs, err
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}
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pairs[pair] = info
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}
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return pairs, nil
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (e *Exchange) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
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pairs := currency.Pairs{}
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switch a {
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case asset.Spot:
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if !assetTranslator.Seeded() {
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if err := e.SeedAssets(ctx); err != nil {
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return nil, err
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}
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}
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pairInfo, err := e.fetchSpotPairInfo(ctx)
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if err != nil {
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return pairs, err
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}
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pairs = make(currency.Pairs, 0, len(pairInfo))
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for pair := range pairInfo {
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pairs = append(pairs, pair)
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}
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case asset.Futures:
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symbols, err := e.GetInstruments(ctx)
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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.Pair, 0, len(symbols.Instruments))
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for x := range symbols.Instruments {
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if !symbols.Instruments[x].Tradable {
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continue
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}
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pair, err := currency.NewPairFromString(symbols.Instruments[x].Symbol)
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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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}
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return pairs, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores them in the exchanges config
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func (e *Exchange) UpdateTradablePairs(ctx context.Context) error {
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assets := e.GetAssetTypes(false)
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for x := range assets {
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pairs, err := e.FetchTradablePairs(ctx, assets[x])
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if err != nil {
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return err
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}
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if err := e.UpdatePairs(pairs, assets[x], false); err != nil {
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return err
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}
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}
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return e.EnsureOnePairEnabled()
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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 (e *Exchange) UpdateTickers(ctx context.Context, a asset.Item) error {
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switch a {
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case asset.Spot:
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tickers, err := e.GetTickers(ctx, "")
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if err != nil {
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return err
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}
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for c, t := range tickers {
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var cp currency.Pair
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cp, err = e.MatchSymbolWithAvailablePairs(c, a, false)
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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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altName := assetTranslator.LookupAltName(c)
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if altName == "" {
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continue
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}
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cp, err = e.MatchSymbolWithAvailablePairs(altName, a, false)
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if err != nil {
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continue
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}
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: t.Last,
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High: t.High,
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Low: t.Low,
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Bid: t.Bid,
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BidSize: t.BidSize,
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Ask: t.Ask,
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AskSize: t.AskSize,
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Volume: t.Volume,
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Open: t.Open,
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Pair: cp,
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ExchangeName: e.Name,
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AssetType: a,
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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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}
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case asset.Futures:
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t, err := e.GetFuturesTickers(ctx)
|
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if err != nil {
|
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return err
|
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}
|
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for x := range t.Tickers {
|
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err = ticker.ProcessTicker(&ticker.Price{
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Last: t.Tickers[x].Last,
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Bid: t.Tickers[x].Bid,
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BidSize: t.Tickers[x].BidSize,
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Ask: t.Tickers[x].Ask,
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AskSize: t.Tickers[x].AskSize,
|
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Volume: t.Tickers[x].Vol24h,
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Open: t.Tickers[x].Open24H,
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OpenInterest: t.Tickers[x].OpenInterest,
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MarkPrice: t.Tickers[x].MarkPrice,
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IndexPrice: t.Tickers[x].IndexPrice,
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Pair: t.Tickers[x].Symbol,
|
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ExchangeName: e.Name,
|
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AssetType: a,
|
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})
|
|
if err != nil {
|
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return err
|
|
}
|
|
}
|
|
default:
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return fmt.Errorf("%w %q", asset.ErrNotSupported, a)
|
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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
|
|
func (e *Exchange) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
|
|
if err := e.UpdateTickers(ctx, a); err != nil {
|
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return nil, err
|
|
}
|
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return ticker.GetTicker(e.Name, p, a)
|
|
}
|
|
|
|
// UpdateOrderbook updates and returns the orderbook for a currency pair
|
|
func (e *Exchange) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Book, error) {
|
|
if p.IsEmpty() {
|
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return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := e.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
book := &orderbook.Book{
|
|
Exchange: e.Name,
|
|
Pair: p,
|
|
Asset: assetType,
|
|
ValidateOrderbook: e.ValidateOrderbook,
|
|
}
|
|
switch assetType {
|
|
case asset.Spot:
|
|
orderbookNew, err := e.GetDepth(ctx, p)
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
book.Bids = make([]orderbook.Level, len(orderbookNew.Bids))
|
|
for x := range orderbookNew.Bids {
|
|
book.Bids[x] = orderbook.Level{
|
|
Amount: orderbookNew.Bids[x].Amount.Float64(),
|
|
Price: orderbookNew.Bids[x].Price.Float64(),
|
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}
|
|
}
|
|
book.Asks = make([]orderbook.Level, len(orderbookNew.Asks))
|
|
for y := range orderbookNew.Asks {
|
|
book.Asks[y] = orderbook.Level{
|
|
Amount: orderbookNew.Asks[y].Amount.Float64(),
|
|
Price: orderbookNew.Asks[y].Price.Float64(),
|
|
}
|
|
}
|
|
case asset.Futures:
|
|
futuresOB, err := e.GetFuturesOrderbook(ctx, p)
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
book.Asks = make([]orderbook.Level, len(futuresOB.Orderbook.Asks))
|
|
for x := range futuresOB.Orderbook.Asks {
|
|
book.Asks[x] = orderbook.Level{
|
|
Price: futuresOB.Orderbook.Asks[x][0],
|
|
Amount: futuresOB.Orderbook.Asks[x][1],
|
|
}
|
|
}
|
|
book.Bids = make([]orderbook.Level, len(futuresOB.Orderbook.Bids))
|
|
for y := range futuresOB.Orderbook.Bids {
|
|
book.Bids[y] = orderbook.Level{
|
|
Price: futuresOB.Orderbook.Bids[y][0],
|
|
Amount: futuresOB.Orderbook.Bids[y][1],
|
|
}
|
|
}
|
|
book.Bids.SortBids()
|
|
default:
|
|
return book, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
if err := book.Process(); err != nil {
|
|
return book, err
|
|
}
|
|
return orderbook.Get(e.Name, p, assetType)
|
|
}
|
|
|
|
// UpdateAccountBalances retrieves currency balances
|
|
func (e *Exchange) UpdateAccountBalances(ctx context.Context, assetType asset.Item) (subAccts accounts.SubAccounts, err error) {
|
|
if !assetTranslator.Seeded() {
|
|
if err := e.SeedAssets(ctx); err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
switch assetType {
|
|
case asset.Spot:
|
|
resp, err := e.GetBalance(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
subAccts = accounts.SubAccounts{accounts.NewSubAccount(assetType, "")}
|
|
for key, bal := range resp {
|
|
c := assetTranslator.LookupAltName(key)
|
|
if c == "" {
|
|
log.Warnf(log.ExchangeSys, "%s unable to translate currency: %s", e.Name, key)
|
|
continue
|
|
}
|
|
subAccts[0].Balances.Set(currency.NewCode(c), accounts.Balance{
|
|
Total: bal.Total,
|
|
Hold: bal.Hold,
|
|
Free: bal.Total - bal.Hold,
|
|
})
|
|
}
|
|
case asset.Futures:
|
|
resp, err := e.GetFuturesAccountData(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for name, v := range resp.Accounts {
|
|
a := accounts.NewSubAccount(assetType, name)
|
|
for curr, bal := range v.Balances {
|
|
a.Balances.Set(currency.NewCode(curr), accounts.Balance{Total: bal})
|
|
}
|
|
subAccts = subAccts.Merge(a)
|
|
}
|
|
}
|
|
return subAccts, e.Accounts.Save(ctx, subAccts, true)
|
|
}
|
|
|
|
// GetAccountFundingHistory returns funding history, deposits and
|
|
// withdrawals
|
|
func (e *Exchange) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (e *Exchange) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
|
|
withdrawals, err := e.WithdrawStatus(ctx, c, "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]exchange.WithdrawalHistory, len(withdrawals))
|
|
for i := range withdrawals {
|
|
resp[i] = exchange.WithdrawalHistory{
|
|
Status: withdrawals[i].Status,
|
|
TransferID: withdrawals[i].Refid,
|
|
Timestamp: withdrawals[i].Time.Time(),
|
|
Amount: withdrawals[i].Amount,
|
|
Fee: withdrawals[i].Fee,
|
|
CryptoToAddress: withdrawals[i].Info,
|
|
CryptoTxID: withdrawals[i].TxID,
|
|
Currency: c.String(),
|
|
}
|
|
}
|
|
|
|
return resp, nil
|
|
}
|
|
|
|
// GetRecentTrades returns the most recent trades for a currency and asset
|
|
func (e *Exchange) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
|
|
var err error
|
|
p, err = e.FormatExchangeCurrency(p, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var resp []trade.Data
|
|
switch assetType {
|
|
case asset.Spot:
|
|
tradeData, err := e.GetTrades(ctx, p, time.Time{}, 1000)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
trades, ok := tradeData.Trades[assetTranslator.LookupCurrency(p.String())]
|
|
if !ok {
|
|
return nil, fmt.Errorf("unable to find symbol %s in trade data", p.String())
|
|
}
|
|
for i := range trades {
|
|
side := order.Buy
|
|
if trades[i].BuyOrSell == "s" {
|
|
side = order.Sell
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
TID: strconv.FormatInt(trades[i].TradeID.Int64(), 10),
|
|
Exchange: e.Name,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: trades[i].Price.Float64(),
|
|
Amount: trades[i].Volume.Float64(),
|
|
Timestamp: trades[i].Time.Time(),
|
|
})
|
|
}
|
|
case asset.Futures:
|
|
var tradeData *FuturesPublicTrades
|
|
tradeData, err = e.GetFuturesTrades(ctx, p, time.Time{}, time.Time{})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range tradeData.Elements {
|
|
side := order.Buy
|
|
if strings.EqualFold(tradeData.Elements[i].ExecutionEvent.OuterExecutionHolder.Execution.MakerOrder.Direction, "sell") {
|
|
side = order.Sell
|
|
}
|
|
resp = append(resp, trade.Data{
|
|
TID: tradeData.Elements[i].UID,
|
|
Exchange: e.Name,
|
|
CurrencyPair: p,
|
|
AssetType: assetType,
|
|
Side: side,
|
|
Price: tradeData.Elements[i].ExecutionEvent.OuterExecutionHolder.Execution.MakerOrder.LimitPrice,
|
|
Amount: tradeData.Elements[i].ExecutionEvent.OuterExecutionHolder.Execution.MakerOrder.Quantity,
|
|
Timestamp: tradeData.Elements[i].ExecutionEvent.OuterExecutionHolder.Execution.MakerOrder.Timestamp.Time(),
|
|
})
|
|
}
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
|
|
err = e.AddTradesToBuffer(resp...)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
sort.Sort(trade.ByDate(resp))
|
|
return resp, nil
|
|
}
|
|
|
|
// GetHistoricTrades returns historic trade data within the timeframe provided
|
|
func (e *Exchange) GetHistoricTrades(_ context.Context, _ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (e *Exchange) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
|
|
err := s.Validate(e.GetTradingRequirements())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orderID string
|
|
status := order.New
|
|
switch s.AssetType {
|
|
case asset.Spot:
|
|
var timeInForce string
|
|
switch {
|
|
case s.TimeInForce.Is(order.GoodTillDay):
|
|
timeInForce = "GTD"
|
|
case s.TimeInForce.Is(order.ImmediateOrCancel):
|
|
timeInForce = "IOC"
|
|
}
|
|
if e.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
orderID, err = e.wsAddOrder(ctx, &WsAddOrderRequest{
|
|
OrderType: s.Type.Lower(),
|
|
OrderSide: s.Side.Lower(),
|
|
Pair: s.Pair.Format(currency.PairFormat{Uppercase: true, Delimiter: "/"}).String(), // required pair format: ISO 4217-A3
|
|
Price: s.Price,
|
|
Volume: s.Amount,
|
|
TimeInForce: timeInForce,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
} else {
|
|
var response *AddOrderResponse
|
|
response, err = e.AddOrder(ctx,
|
|
s.Pair,
|
|
s.Side.String(),
|
|
s.Type.String(),
|
|
s.Amount,
|
|
s.Price,
|
|
0,
|
|
0,
|
|
&AddOrderOptions{
|
|
TimeInForce: timeInForce,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(response.TransactionIDs) > 0 {
|
|
orderID = strings.Join(response.TransactionIDs, ", ")
|
|
}
|
|
}
|
|
if s.Type == order.Market {
|
|
status = order.Filled
|
|
}
|
|
case asset.Futures:
|
|
var fOrder FuturesSendOrderData
|
|
fOrder, err = e.FuturesSendOrder(ctx,
|
|
s.Type,
|
|
s.Pair,
|
|
s.Side.Lower(),
|
|
"",
|
|
s.ClientOrderID,
|
|
"",
|
|
s.TimeInForce,
|
|
s.Amount,
|
|
s.Price,
|
|
0,
|
|
)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
// check the status, anything that is not placed we error out
|
|
if fOrder.SendStatus.Status != "placed" {
|
|
return nil, fmt.Errorf("submit order failed: %s", fOrder.SendStatus.Status)
|
|
}
|
|
orderID = fOrder.SendStatus.OrderID
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, s.AssetType)
|
|
}
|
|
resp, err := s.DeriveSubmitResponse(orderID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp.Status = status
|
|
return resp, nil
|
|
}
|
|
|
|
// ModifyOrder modifies an existing order
|
|
func (e *Exchange) ModifyOrder(context.Context, *order.Modify) (*order.ModifyResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (e *Exchange) CancelOrder(ctx context.Context, o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
switch o.AssetType {
|
|
case asset.Spot:
|
|
if e.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
return e.wsCancelOrders(ctx, []string{o.OrderID})
|
|
}
|
|
_, err := e.CancelExistingOrder(ctx, o.OrderID)
|
|
return err
|
|
case asset.Futures:
|
|
_, err := e.FuturesCancelOrder(ctx, o.OrderID, "")
|
|
if err != nil {
|
|
return err
|
|
}
|
|
default:
|
|
return fmt.Errorf("%w %v", asset.ErrNotSupported, o.AssetType)
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (e *Exchange) CancelBatchOrders(ctx context.Context, o []order.Cancel) (*order.CancelBatchResponse, error) {
|
|
if !e.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
ordersList := make([]string, len(o))
|
|
for i := range o {
|
|
if err := o[i].Validate(o[i].StandardCancel()); err != nil {
|
|
return nil, err
|
|
}
|
|
ordersList[i] = o[i].OrderID
|
|
}
|
|
|
|
err := e.wsCancelOrders(ctx, ordersList)
|
|
return nil, err
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (e *Exchange) CancelAllOrders(ctx context.Context, req *order.Cancel) (order.CancelAllResponse, error) {
|
|
var resp order.CancelAllResponse
|
|
if err := req.Validate(); err != nil {
|
|
return resp, err
|
|
}
|
|
switch req.AssetType {
|
|
case asset.Spot:
|
|
if e.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
cancel, err := e.wsCancelAllOrders(ctx)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for i := range cancel.Count {
|
|
resp.Add(fmt.Sprintf("Unknown:%d", i+1), "cancelled")
|
|
}
|
|
return resp, err
|
|
}
|
|
openOrders, err := e.GetOpenOrders(ctx, OrderInfoOptions{})
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for orderID := range openOrders.Open {
|
|
if e.Websocket.CanUseAuthenticatedWebsocketForWrapper() {
|
|
err = e.wsCancelOrders(ctx, []string{orderID})
|
|
} else {
|
|
_, err = e.CancelExistingOrder(ctx, orderID)
|
|
}
|
|
if err != nil {
|
|
resp.Add(orderID, err.Error())
|
|
continue
|
|
}
|
|
resp.Add(orderID, "cancelled")
|
|
}
|
|
case asset.Futures:
|
|
cancelData, err := e.FuturesCancelAllOrders(ctx, req.Pair)
|
|
if err != nil {
|
|
return resp, err
|
|
}
|
|
for x := range cancelData.CancelStatus.CancelledOrders {
|
|
resp.Add(cancelData.CancelStatus.CancelledOrders[x].OrderID, "cancelled")
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetOrderInfo returns information on a current open order
|
|
func (e *Exchange) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair, assetType asset.Item) (*order.Detail, error) {
|
|
if err := e.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orderDetail order.Detail
|
|
switch assetType {
|
|
case asset.Spot:
|
|
resp, err := e.QueryOrdersInfo(ctx,
|
|
OrderInfoOptions{
|
|
Trades: true,
|
|
}, orderID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orderInfo, ok := resp[orderID]
|
|
if !ok {
|
|
return nil, fmt.Errorf("order %s not found in response", orderID)
|
|
}
|
|
|
|
if !assetType.IsValid() {
|
|
assetType = asset.UseDefault()
|
|
}
|
|
|
|
avail, err := e.GetAvailablePairs(assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
format, err := e.GetPairFormat(assetType, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var trades []order.TradeHistory
|
|
for i := range orderInfo.Trades {
|
|
trades = append(trades, order.TradeHistory{
|
|
TID: orderInfo.Trades[i],
|
|
})
|
|
}
|
|
side, err := order.StringToOrderSide(orderInfo.Description.Type)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
status, err := order.StringToOrderStatus(orderInfo.Status)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", e.Name, err)
|
|
}
|
|
oType, err := order.StringToOrderType(orderInfo.Description.OrderType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
p, err := currency.NewPairFromFormattedPairs(orderInfo.Description.Pair,
|
|
avail,
|
|
format)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
price := orderInfo.Price
|
|
if orderInfo.Status == statusOpen {
|
|
price = orderInfo.Description.Price
|
|
}
|
|
|
|
orderDetail = order.Detail{
|
|
Exchange: e.Name,
|
|
OrderID: orderID,
|
|
Pair: p,
|
|
Side: side,
|
|
Type: oType,
|
|
Date: orderInfo.OpenTime.Time(),
|
|
CloseTime: orderInfo.CloseTime.Time(),
|
|
Status: status,
|
|
Price: price,
|
|
Amount: orderInfo.Volume,
|
|
ExecutedAmount: orderInfo.VolumeExecuted,
|
|
RemainingAmount: orderInfo.Volume - orderInfo.VolumeExecuted,
|
|
Fee: orderInfo.Fee,
|
|
Trades: trades,
|
|
Cost: orderInfo.Cost,
|
|
AssetType: asset.Spot,
|
|
}
|
|
case asset.Futures:
|
|
orderInfo, err := e.FuturesGetFills(ctx, time.Time{})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for y := range orderInfo.Fills {
|
|
if orderInfo.Fills[y].OrderID != orderID {
|
|
continue
|
|
}
|
|
pair, err := currency.NewPairFromString(orderInfo.Fills[y].Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
oSide, err := compatibleOrderSide(orderInfo.Fills[y].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
fillOrderType, err := compatibleFillOrderType(orderInfo.Fills[y].FillType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderDetail = order.Detail{
|
|
OrderID: orderID,
|
|
Price: orderInfo.Fills[y].Price,
|
|
Amount: orderInfo.Fills[y].Size,
|
|
Side: oSide,
|
|
Type: fillOrderType,
|
|
Date: orderInfo.Fills[y].FillTime,
|
|
Pair: pair,
|
|
Exchange: e.Name,
|
|
AssetType: asset.Futures,
|
|
}
|
|
}
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
return &orderDetail, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (e *Exchange) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
|
|
if chain == "" {
|
|
methods, err := e.GetDepositMethods(ctx, cryptocurrency.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(methods) == 0 {
|
|
return nil, errors.New("unable to get any deposit methods")
|
|
}
|
|
chain = methods[0].Method
|
|
}
|
|
|
|
depositAddr, err := e.GetCryptoDepositAddress(ctx, chain, cryptocurrency.String(), false)
|
|
if err != nil {
|
|
if strings.Contains(err.Error(), "no addresses returned") {
|
|
depositAddr, err = e.GetCryptoDepositAddress(ctx, chain, cryptocurrency.String(), true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
} else {
|
|
return nil, err
|
|
}
|
|
}
|
|
return &deposit.Address{
|
|
Address: depositAddr[0].Address,
|
|
Tag: depositAddr[0].Tag,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal
|
|
// Populate exchange.WithdrawRequest.TradePassword with withdrawal key name, as set up on your account
|
|
func (e *Exchange) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
v, err := e.Withdraw(ctx,
|
|
withdrawRequest.Currency.String(),
|
|
withdrawRequest.TradePassword,
|
|
withdrawRequest.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: v,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (e *Exchange) WithdrawFiatFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
v, err := e.Withdraw(ctx,
|
|
withdrawRequest.Currency.String(),
|
|
withdrawRequest.TradePassword,
|
|
withdrawRequest.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
Status: v,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (e *Exchange) WithdrawFiatFundsToInternationalBank(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
v, err := e.Withdraw(ctx,
|
|
withdrawRequest.Currency.String(),
|
|
withdrawRequest.TradePassword,
|
|
withdrawRequest.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
Status: v,
|
|
}, nil
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (e *Exchange) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if feeBuilder == nil {
|
|
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
|
|
}
|
|
if !e.AreCredentialsValid(ctx) && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return e.GetFee(ctx, feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (e *Exchange) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var orders []order.Detail
|
|
switch req.AssetType {
|
|
case asset.Spot:
|
|
resp, err := e.GetOpenOrders(ctx, OrderInfoOptions{})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
assetType := req.AssetType
|
|
if !req.AssetType.IsValid() {
|
|
assetType = asset.UseDefault()
|
|
}
|
|
|
|
avail, err := e.GetAvailablePairs(assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
format, err := e.GetPairFormat(assetType, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range resp.Open {
|
|
p, err := currency.NewPairFromFormattedPairs(resp.Open[i].Description.Pair,
|
|
avail,
|
|
format)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(resp.Open[i].Description.Type)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var orderType order.Type
|
|
orderType, err = order.StringToOrderType(resp.Open[i].Description.OrderType)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", e.Name, err)
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
OrderID: i,
|
|
Amount: resp.Open[i].Volume,
|
|
RemainingAmount: resp.Open[i].Volume - resp.Open[i].VolumeExecuted,
|
|
ExecutedAmount: resp.Open[i].VolumeExecuted,
|
|
Exchange: e.Name,
|
|
Date: resp.Open[i].OpenTime.Time(),
|
|
Price: resp.Open[i].Description.Price,
|
|
Side: side,
|
|
Type: orderType,
|
|
Pair: p,
|
|
AssetType: asset.Spot,
|
|
Status: order.Open,
|
|
})
|
|
}
|
|
case asset.Futures:
|
|
var err error
|
|
var pairs currency.Pairs
|
|
if len(req.Pairs) > 0 {
|
|
pairs = req.Pairs
|
|
} else {
|
|
pairs, err = e.GetEnabledPairs(asset.Futures)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
}
|
|
activeOrders, err := e.FuturesOpenOrders(ctx)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
for i := range pairs {
|
|
fPair, err := e.FormatExchangeCurrency(pairs[i], asset.Futures)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
for a := range activeOrders.OpenOrders {
|
|
if activeOrders.OpenOrders[a].Symbol != fPair.String() {
|
|
continue
|
|
}
|
|
oSide, err := compatibleOrderSide(activeOrders.OpenOrders[a].Side)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oType, err := compatibleOrderType(activeOrders.OpenOrders[a].OrderType)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
OrderID: activeOrders.OpenOrders[a].OrderID,
|
|
Price: activeOrders.OpenOrders[a].LimitPrice,
|
|
Amount: activeOrders.OpenOrders[a].FilledSize,
|
|
Side: oSide,
|
|
Type: oType,
|
|
Date: activeOrders.OpenOrders[a].ReceivedTime,
|
|
Pair: fPair,
|
|
Exchange: e.Name,
|
|
AssetType: asset.Futures,
|
|
Status: order.Open,
|
|
})
|
|
}
|
|
}
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, req.AssetType)
|
|
}
|
|
return req.Filter(e.Name, orders), nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (e *Exchange) GetOrderHistory(ctx context.Context, getOrdersRequest *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := getOrdersRequest.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var orders []order.Detail
|
|
switch getOrdersRequest.AssetType {
|
|
case asset.Spot:
|
|
req := GetClosedOrdersOptions{}
|
|
if getOrdersRequest.StartTime.Unix() > 0 {
|
|
req.Start = strconv.FormatInt(getOrdersRequest.StartTime.Unix(), 10)
|
|
}
|
|
if getOrdersRequest.EndTime.Unix() > 0 {
|
|
req.End = strconv.FormatInt(getOrdersRequest.EndTime.Unix(), 10)
|
|
}
|
|
|
|
assetType := getOrdersRequest.AssetType
|
|
if !getOrdersRequest.AssetType.IsValid() {
|
|
assetType = asset.UseDefault()
|
|
}
|
|
|
|
avail, err := e.GetAvailablePairs(assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
format, err := e.GetPairFormat(assetType, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp, err := e.GetClosedOrders(ctx, req)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for i := range resp.Closed {
|
|
p, err := currency.NewPairFromFormattedPairs(resp.Closed[i].Description.Pair,
|
|
avail,
|
|
format)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(resp.Closed[i].Description.Type)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", e.Name, err)
|
|
}
|
|
status, err := order.StringToOrderStatus(resp.Closed[i].Status)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", e.Name, err)
|
|
}
|
|
var orderType order.Type
|
|
orderType, err = order.StringToOrderType(resp.Closed[i].Description.OrderType)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", e.Name, err)
|
|
}
|
|
detail := order.Detail{
|
|
OrderID: i,
|
|
Amount: resp.Closed[i].Volume,
|
|
ExecutedAmount: resp.Closed[i].VolumeExecuted,
|
|
RemainingAmount: resp.Closed[i].Volume - resp.Closed[i].VolumeExecuted,
|
|
Cost: resp.Closed[i].Cost,
|
|
CostAsset: p.Quote,
|
|
Exchange: e.Name,
|
|
Date: resp.Closed[i].OpenTime.Time(),
|
|
CloseTime: resp.Closed[i].CloseTime.Time(),
|
|
Price: resp.Closed[i].Description.Price,
|
|
Side: side,
|
|
Status: status,
|
|
Type: orderType,
|
|
Pair: p,
|
|
}
|
|
detail.InferCostsAndTimes()
|
|
orders = append(orders, detail)
|
|
}
|
|
case asset.Futures:
|
|
var orderHistory FuturesRecentOrdersData
|
|
var err error
|
|
var pairs currency.Pairs
|
|
if len(getOrdersRequest.Pairs) > 0 {
|
|
pairs = getOrdersRequest.Pairs
|
|
} else {
|
|
pairs, err = e.GetEnabledPairs(asset.Futures)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
}
|
|
for p := range pairs {
|
|
orderHistory, err = e.FuturesRecentOrders(ctx, pairs[p])
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
for o := range orderHistory.OrderEvents {
|
|
switch {
|
|
case orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.UID != "":
|
|
oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Direction)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.OrderType)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
Price: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.LimitPrice,
|
|
Amount: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Quantity,
|
|
ExecutedAmount: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Filled,
|
|
RemainingAmount: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Quantity -
|
|
orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Filled,
|
|
OrderID: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.UID,
|
|
ClientID: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.ClientID,
|
|
AssetType: asset.Futures,
|
|
Type: oType,
|
|
Date: orderHistory.OrderEvents[o].Event.ExecutionEvent.Execution.TakerOrder.Timestamp,
|
|
Side: oDirection,
|
|
Exchange: e.Name,
|
|
Pair: pairs[p],
|
|
})
|
|
case orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.UID != "":
|
|
oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Direction)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.OrderType)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
Price: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.LimitPrice,
|
|
Amount: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Quantity,
|
|
ExecutedAmount: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Filled,
|
|
RemainingAmount: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Quantity -
|
|
orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Filled,
|
|
OrderID: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.UID,
|
|
ClientID: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.AccountID,
|
|
AssetType: asset.Futures,
|
|
Type: oType,
|
|
Date: orderHistory.OrderEvents[o].Event.OrderRejected.RecentOrder.Timestamp,
|
|
Side: oDirection,
|
|
Exchange: e.Name,
|
|
Pair: pairs[p],
|
|
Status: order.Rejected,
|
|
})
|
|
case orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.UID != "":
|
|
oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Direction)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.OrderType)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
Price: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.LimitPrice,
|
|
Amount: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Quantity,
|
|
ExecutedAmount: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Filled,
|
|
RemainingAmount: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Quantity -
|
|
orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Filled,
|
|
OrderID: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.UID,
|
|
ClientID: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.AccountID,
|
|
AssetType: asset.Futures,
|
|
Type: oType,
|
|
Date: orderHistory.OrderEvents[o].Event.OrderCancelled.RecentOrder.Timestamp,
|
|
Side: oDirection,
|
|
Exchange: e.Name,
|
|
Pair: pairs[p],
|
|
Status: order.Cancelled,
|
|
})
|
|
case orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.UID != "":
|
|
oDirection, err := compatibleOrderSide(orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Direction)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
oType, err := compatibleOrderType(orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.OrderType)
|
|
if err != nil {
|
|
return orders, err
|
|
}
|
|
orders = append(orders, order.Detail{
|
|
Price: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.LimitPrice,
|
|
Amount: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Quantity,
|
|
ExecutedAmount: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Filled,
|
|
RemainingAmount: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Quantity -
|
|
orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Filled,
|
|
OrderID: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.UID,
|
|
ClientID: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.AccountID,
|
|
AssetType: asset.Futures,
|
|
Type: oType,
|
|
Date: orderHistory.OrderEvents[o].Event.OrderPlaced.RecentOrder.Timestamp,
|
|
Side: oDirection,
|
|
Exchange: e.Name,
|
|
Pair: pairs[p],
|
|
})
|
|
default:
|
|
return orders, errors.New("invalid orderHistory data")
|
|
}
|
|
}
|
|
}
|
|
}
|
|
return getOrdersRequest.Filter(e.Name, orders), nil
|
|
}
|
|
|
|
// AuthenticateWebsocket sends an authentication message to the websocket
|
|
func (e *Exchange) AuthenticateWebsocket(ctx context.Context) error {
|
|
resp, err := e.GetWebsocketToken(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
e.setWebsocketAuthToken(resp)
|
|
return nil
|
|
}
|
|
|
|
// ValidateAPICredentials validates current credentials used for wrapper functionality
|
|
func (e *Exchange) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := e.UpdateAccountBalances(ctx, assetType)
|
|
return e.CheckTransientError(err)
|
|
}
|
|
|
|
// FormatExchangeKlineInterval returns Interval to exchange formatted string
|
|
func (e *Exchange) FormatExchangeKlineInterval(in kline.Interval) string {
|
|
return strconv.FormatFloat(in.Duration().Minutes(), 'f', -1, 64)
|
|
}
|
|
|
|
// FormatExchangeKlineIntervalFutures returns Interval to exchange formatted string
|
|
func (e *Exchange) FormatExchangeKlineIntervalFutures(in kline.Interval) string {
|
|
switch in {
|
|
case kline.OneDay:
|
|
return "1d"
|
|
default:
|
|
return in.Short()
|
|
}
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (e *Exchange) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := e.GetKlineRequest(pair, a, interval, start, end, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
timeSeries := make([]kline.Candle, 0, req.Size())
|
|
switch a {
|
|
case asset.Spot:
|
|
candles, err := e.GetOHLC(ctx,
|
|
req.RequestFormatted,
|
|
e.FormatExchangeKlineInterval(req.ExchangeInterval))
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for x := range candles {
|
|
if candles[x].Time.Before(req.Start) || candles[x].Time.After(req.End) {
|
|
continue
|
|
}
|
|
timeSeries = append(timeSeries, kline.Candle{
|
|
Time: candles[x].Time,
|
|
Open: candles[x].Open,
|
|
High: candles[x].High,
|
|
Low: candles[x].Low,
|
|
Close: candles[x].Close,
|
|
Volume: candles[x].Volume,
|
|
})
|
|
}
|
|
default:
|
|
// TODO add new Futures API support
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, req.Asset)
|
|
}
|
|
|
|
return req.ProcessResponse(timeSeries)
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (e *Exchange) GetHistoricCandlesExtended(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
func compatibleOrderSide(side string) (order.Side, error) {
|
|
switch {
|
|
case strings.EqualFold(order.Buy.String(), side):
|
|
return order.Buy, nil
|
|
case strings.EqualFold(order.Sell.String(), side):
|
|
return order.Sell, nil
|
|
}
|
|
return order.AnySide, errors.New("invalid side received")
|
|
}
|
|
|
|
func compatibleOrderType(orderType string) (order.Type, error) {
|
|
var resp order.Type
|
|
switch orderType {
|
|
case "lmt":
|
|
resp = order.Limit
|
|
case "stp":
|
|
resp = order.Stop
|
|
case "take_profit":
|
|
resp = order.TakeProfit
|
|
default:
|
|
return resp, errors.New("invalid orderType")
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
func compatibleFillOrderType(fillType string) (order.Type, error) {
|
|
var resp order.Type
|
|
switch fillType {
|
|
case "maker":
|
|
resp = order.Limit
|
|
case "taker":
|
|
resp = order.Market
|
|
case "liquidation":
|
|
resp = order.Liquidation
|
|
default:
|
|
return resp, errors.New("invalid orderPriceType")
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetAvailableTransferChains returns the available transfer blockchains for the specific cryptocurrency
|
|
func (e *Exchange) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
|
|
methods, err := e.GetDepositMethods(ctx, cryptocurrency.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
availableChains := make([]string, len(methods))
|
|
for x := range methods {
|
|
availableChains[x] = methods[x].Method
|
|
}
|
|
return availableChains, nil
|
|
}
|
|
|
|
// GetServerTime returns the current exchange server time.
|
|
func (e *Exchange) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, error) {
|
|
st, err := e.GetCurrentServerTime(ctx)
|
|
if err != nil {
|
|
return time.Time{}, err
|
|
}
|
|
return time.Parse("Mon, 02 Jan 06 15:04:05 -0700", st.Rfc1123)
|
|
}
|
|
|
|
// GetFuturesContractDetails returns details about futures contracts
|
|
func (e *Exchange) GetFuturesContractDetails(ctx context.Context, item asset.Item) ([]futures.Contract, error) {
|
|
if !item.IsFutures() {
|
|
return nil, futures.ErrNotFuturesAsset
|
|
}
|
|
if !e.SupportsAsset(item) {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, item)
|
|
}
|
|
result, err := e.GetInstruments(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]futures.Contract, len(result.Instruments))
|
|
for i := range result.Instruments {
|
|
var cp, underlying currency.Pair
|
|
var underlyingStr string
|
|
cp, err = currency.NewPairFromString(result.Instruments[i].Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var symbolToSplit string
|
|
if result.Instruments[i].Underlying != "" {
|
|
symbolToSplit = result.Instruments[i].Underlying
|
|
} else {
|
|
symbolToSplit = result.Instruments[i].Symbol
|
|
}
|
|
|
|
underlyingBase := strings.Split(symbolToSplit, "_")
|
|
if len(underlyingBase) <= 1 {
|
|
underlyingStr = symbolToSplit
|
|
} else {
|
|
underlyingStr = underlyingBase[1]
|
|
}
|
|
usdIndex := strings.LastIndex(strings.ToLower(underlyingStr), "usd")
|
|
if usdIndex <= 0 {
|
|
log.Warnf(log.ExchangeSys, "%v unable to find USD index in %v to process contract", e.Name, underlyingStr)
|
|
continue
|
|
}
|
|
underlying, err = currency.NewPairFromStrings(underlyingStr[0:usdIndex], underlyingStr[usdIndex:])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var startTime, endTime time.Time
|
|
if !result.Instruments[i].OpeningDate.IsZero() {
|
|
startTime = result.Instruments[i].OpeningDate
|
|
}
|
|
var ct futures.ContractType
|
|
if result.Instruments[i].LastTradingTime.IsZero() || item == asset.PerpetualSwap {
|
|
ct = futures.Perpetual
|
|
} else {
|
|
endTime = result.Instruments[i].LastTradingTime
|
|
switch {
|
|
// three day is used for generosity for contract date ranges
|
|
case endTime.Sub(startTime) <= kline.OneMonth.Duration()+kline.ThreeDay.Duration():
|
|
ct = futures.Monthly
|
|
case endTime.Sub(startTime) <= kline.ThreeMonth.Duration()+kline.ThreeDay.Duration():
|
|
ct = futures.Quarterly
|
|
default:
|
|
ct = futures.SemiAnnually
|
|
}
|
|
}
|
|
contractSettlementType := futures.Linear
|
|
if cp.Base.Equal(currency.PI) || cp.Base.Equal(currency.FI) {
|
|
contractSettlementType = futures.Inverse
|
|
}
|
|
resp[i] = futures.Contract{
|
|
Exchange: e.Name,
|
|
Name: cp,
|
|
Underlying: underlying,
|
|
Asset: item,
|
|
StartDate: startTime,
|
|
EndDate: endTime,
|
|
SettlementType: contractSettlementType,
|
|
IsActive: result.Instruments[i].Tradable,
|
|
Type: ct,
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetLatestFundingRates returns the latest funding rates data
|
|
func (e *Exchange) GetLatestFundingRates(ctx context.Context, r *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
|
|
if r == nil {
|
|
return nil, fmt.Errorf("%w LatestRateRequest", common.ErrNilPointer)
|
|
}
|
|
if r.Asset != asset.Futures {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, r.Asset)
|
|
}
|
|
if !r.Pair.IsEmpty() {
|
|
if ok, err := e.CurrencyPairs.IsPairAvailable(r.Pair, r.Asset); err != nil {
|
|
return nil, err
|
|
} else if !ok {
|
|
return nil, currency.ErrPairNotContainedInAvailablePairs
|
|
}
|
|
}
|
|
|
|
t, err := e.GetFuturesTickers(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]fundingrate.LatestRateResponse, 0, len(t.Tickers))
|
|
for i := range t.Tickers {
|
|
if !r.Pair.IsEmpty() && !r.Pair.Equal(t.Tickers[i].Symbol) {
|
|
continue
|
|
}
|
|
var isPerp bool
|
|
isPerp, err = e.IsPerpetualFutureCurrency(r.Asset, t.Tickers[i].Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if !isPerp {
|
|
continue
|
|
}
|
|
rate := fundingrate.LatestRateResponse{
|
|
Exchange: e.Name,
|
|
Asset: r.Asset,
|
|
Pair: t.Tickers[i].Symbol,
|
|
LatestRate: fundingrate.Rate{
|
|
Rate: decimal.NewFromFloat(t.Tickers[i].FundingRate),
|
|
},
|
|
TimeChecked: time.Now(),
|
|
}
|
|
if r.IncludePredictedRate {
|
|
rate.PredictedUpcomingRate = fundingrate.Rate{
|
|
Rate: decimal.NewFromFloat(t.Tickers[i].FundingRatePrediction),
|
|
}
|
|
}
|
|
resp = append(resp, rate)
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// IsPerpetualFutureCurrency ensures a given asset and currency is a perpetual future
|
|
func (e *Exchange) IsPerpetualFutureCurrency(a asset.Item, cp currency.Pair) (bool, error) {
|
|
return cp.Base.Equal(currency.PF) && a == asset.Futures, nil
|
|
}
|
|
|
|
// GetOpenInterest returns the open interest rate for a given asset pair
|
|
func (e *Exchange) GetOpenInterest(ctx context.Context, keys ...key.PairAsset) ([]futures.OpenInterest, error) {
|
|
for i := range keys {
|
|
if keys[i].Asset != asset.Futures {
|
|
// avoid API calls or returning errors after a successful retrieval
|
|
return nil, fmt.Errorf("%w %v %v", asset.ErrNotSupported, keys[i].Asset, keys[i].Pair())
|
|
}
|
|
}
|
|
futuresTickersData, err := e.GetFuturesTickers(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]futures.OpenInterest, 0, len(futuresTickersData.Tickers))
|
|
for i := range futuresTickersData.Tickers {
|
|
var p currency.Pair
|
|
var isEnabled bool
|
|
p, isEnabled, err = e.MatchSymbolCheckEnabled(futuresTickersData.Tickers[i].Symbol.String(), asset.Futures, true)
|
|
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
|
|
return nil, err
|
|
}
|
|
if !isEnabled {
|
|
continue
|
|
}
|
|
var appendData bool
|
|
for j := range keys {
|
|
if keys[j].Pair().Equal(p) {
|
|
appendData = true
|
|
break
|
|
}
|
|
}
|
|
if len(keys) > 0 && !appendData {
|
|
continue
|
|
}
|
|
resp = append(resp, futures.OpenInterest{
|
|
Key: key.NewExchangeAssetPair(e.Name, asset.Futures, p),
|
|
OpenInterest: futuresTickersData.Tickers[i].OpenInterest,
|
|
})
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetCurrencyTradeURL returns the URL to the exchange's trade page for the given asset and currency pair
|
|
func (e *Exchange) GetCurrencyTradeURL(_ context.Context, a asset.Item, cp currency.Pair) (string, error) {
|
|
_, err := e.CurrencyPairs.IsPairEnabled(cp, a)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
switch a {
|
|
case asset.Spot:
|
|
cp.Delimiter = currency.DashDelimiter
|
|
return tradeBaseURL + cp.Lower().String(), nil
|
|
case asset.Futures:
|
|
cp.Delimiter = currency.UnderscoreDelimiter
|
|
return tradeFuturesURL + cp.Upper().String(), nil
|
|
default:
|
|
return "", fmt.Errorf("%w %q", asset.ErrNotSupported, a)
|
|
}
|
|
}
|