forked from bitfinexcom/bitfinex-api-go
/
orders.go
413 lines (363 loc) · 10.7 KB
/
orders.go
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package rest
import (
"encoding/json"
"fmt"
"path"
"github.com/evzpav/bitfinex-api-go/pkg/models/common"
"github.com/evzpav/bitfinex-api-go/pkg/models/notification"
"github.com/evzpav/bitfinex-api-go/pkg/models/order"
"github.com/evzpav/bitfinex-api-go/pkg/models/tradeexecutionupdate"
)
// OrderService manages data flow for the Order API endpoint
type OrderService struct {
requestFactory
Synchronous
}
type OrderIDs []int
type GroupOrderIDs []int
type ClientOrderIDs [][]interface{}
type OrderOps [][]interface{}
// OrderMultiOpsRequest - data structure for constructing order multi ops request payload
type OrderMultiOpsRequest struct {
Ops OrderOps `json:"ops"`
}
// CancelOrderMultiRequest - data structure for constructing cancel order multi request payload
type CancelOrderMultiRequest struct {
OrderIDs OrderIDs `json:"id,omitempty"`
GroupOrderIDs GroupOrderIDs `json:"gid,omitempty"`
ClientOrderIDs ClientOrderIDs `json:"cid,omitempty"`
All int `json:"all,omitempty"`
}
// Retrieves all of the active orders
// See https://docs.bitfinex.com/reference#rest-auth-orders for more info
func (s *OrderService) All() (*order.Snapshot, error) {
// use no symbol, this will get all orders
return s.getActiveOrders("")
}
// Retrieves all of the active orders with for the given symbol
// See https://docs.bitfinex.com/reference#rest-auth-orders for more info
func (s *OrderService) GetBySymbol(symbol string) (*order.Snapshot, error) {
// use no symbol, this will get all orders
return s.getActiveOrders(symbol)
}
// Retrieve an active order by the given ID
// See https://docs.bitfinex.com/reference#rest-auth-orders for more info
func (s *OrderService) GetByOrderId(orderID int64) (o *order.Order, err error) {
os, err := s.All()
if err != nil {
return nil, err
}
for _, order := range os.Snapshot {
if order.ID == orderID {
return order, nil
}
}
return nil, common.ErrNotFound
}
// Retrieves all past orders
// See https://docs.bitfinex.com/reference#orders-history for more info
func (s *OrderService) AllHistory() (*order.Snapshot, error) {
// use no symbol, this will get all orders
return s.getHistoricalOrders("")
}
// Retrieves all past orders with the given symbol
// See https://docs.bitfinex.com/reference#orders-history for more info
func (s *OrderService) GetHistoryBySymbol(symbol string) (*order.Snapshot, error) {
// use no symbol, this will get all orders
return s.getHistoricalOrders(symbol)
}
// Retrieve a single order in history with the given id
// See https://docs.bitfinex.com/reference#orders-history for more info
func (s *OrderService) GetHistoryByOrderId(orderID int64) (o *order.Order, err error) {
os, err := s.AllHistory()
if err != nil {
return nil, err
}
for _, order := range os.Snapshot {
if order.ID == orderID {
return order, nil
}
}
return nil, common.ErrNotFound
}
// Retrieves the trades generated by an order
// See https://docs.bitfinex.com/reference#orders-history for more info
func (s *OrderService) OrderTrades(symbol string, orderID int64) (*tradeexecutionupdate.Snapshot, error) {
key := fmt.Sprintf("%s:%d", symbol, orderID)
req, err := s.requestFactory.NewAuthenticatedRequest(common.PermissionRead, path.Join("order", key, "trades"))
if err != nil {
return nil, err
}
raw, err := s.Request(req)
if err != nil {
return nil, err
}
return tradeexecutionupdate.SnapshotFromRaw(raw)
}
func (s *OrderService) getActiveOrders(symbol string) (*order.Snapshot, error) {
req, err := s.requestFactory.NewAuthenticatedRequest(common.PermissionRead, path.Join("orders", symbol))
if err != nil {
return nil, err
}
raw, err := s.Request(req)
if err != nil {
return nil, err
}
os, err := order.SnapshotFromRaw(raw)
if err != nil {
return nil, err
}
if os == nil {
return &order.Snapshot{}, nil
}
return os, nil
}
func (s *OrderService) getHistoricalOrders(symbol string) (*order.Snapshot, error) {
req, err := s.requestFactory.NewAuthenticatedRequest(common.PermissionRead, path.Join("orders", symbol, "hist"))
if err != nil {
return nil, err
}
raw, err := s.Request(req)
if err != nil {
return nil, err
}
os, err := order.SnapshotFromRaw(raw)
if err != nil {
return nil, err
}
if os == nil {
return &order.Snapshot{}, nil
}
return os, nil
}
// Submit a request to create a new order
// see https://docs.bitfinex.com/reference#submit-order for more info
func (s *OrderService) SubmitOrder(onr *order.NewRequest) (*notification.Notification, error) {
bytes, err := onr.ToJSON()
if err != nil {
return nil, err
}
req, err := s.requestFactory.NewAuthenticatedRequestWithBytes(common.PermissionWrite, path.Join("order", "submit"), bytes)
if err != nil {
return nil, err
}
raw, err := s.Request(req)
if err != nil {
return nil, err
}
return notification.FromRaw(raw)
}
// Submit a request to update an order with the given id with the given changes
// see https://docs.bitfinex.com/reference#order-update for more info
func (s *OrderService) SubmitUpdateOrder(our *order.UpdateRequest) (*notification.Notification, error) {
bytes, err := our.ToJSON()
if err != nil {
return nil, err
}
req, err := s.requestFactory.NewAuthenticatedRequestWithBytes(common.PermissionWrite, path.Join("order", "update"), bytes)
if err != nil {
return nil, err
}
raw, err := s.Request(req)
if err != nil {
return nil, err
}
return notification.FromRaw(raw)
}
// Submit a request to cancel an order with the given Id
// see https://docs.bitfinex.com/reference#cancel-order for more info
func (s *OrderService) SubmitCancelOrder(oc *order.CancelRequest) error {
bytes, err := oc.ToJSON()
if err != nil {
return err
}
req, err := s.requestFactory.NewAuthenticatedRequestWithBytes(common.PermissionWrite, path.Join("order", "cancel"), bytes)
if err != nil {
return err
}
_, err = s.Request(req)
if err != nil {
return err
}
return nil
}
// CancelOrderMulti cancels multiple orders simultaneously. Orders can be canceled based on the Order ID,
// the combination of Client Order ID and Client Order Date, or the Group Order ID. Alternatively, the body
// param 'all' can be used with a value of 1 to cancel all orders.
// see https://docs.bitfinex.com/reference#rest-auth-order-cancel-multi for more info
func (s *OrderService) CancelOrderMulti(args CancelOrderMultiRequest) (*notification.Notification, error) {
bytes, err := json.Marshal(args)
if err != nil {
return nil, err
}
req, err := s.requestFactory.NewAuthenticatedRequestWithBytes(
common.PermissionWrite,
path.Join("order", "cancel", "multi"),
bytes,
)
if err != nil {
return nil, err
}
raw, err := s.Request(req)
if err != nil {
return nil, err
}
return notification.FromRaw(raw)
}
// CancelOrdersMultiOp cancels multiple orders simultaneously. Accepts a slice of order ID's to be canceled.
// see https://docs.bitfinex.com/reference#rest-auth-order-multi for more info
func (s *OrderService) CancelOrdersMultiOp(ids OrderIDs) (*notification.Notification, error) {
pld := OrderMultiOpsRequest{
Ops: OrderOps{
{
"oc_multi",
map[string][]int{"id": ids},
},
},
}
bytes, err := json.Marshal(pld)
if err != nil {
return nil, err
}
req, err := s.requestFactory.NewAuthenticatedRequestWithBytes(
common.PermissionWrite,
path.Join("order", "multi"),
bytes,
)
if err != nil {
return nil, err
}
raw, err := s.Request(req)
if err != nil {
return nil, err
}
return notification.FromRaw(raw)
}
// CancelOrderMultiOp cancels order. Accepts orderID to be canceled.
// see https://docs.bitfinex.com/reference#rest-auth-order-multi for more info
func (s *OrderService) CancelOrderMultiOp(orderID int) (*notification.Notification, error) {
pld := OrderMultiOpsRequest{
Ops: OrderOps{
{
"oc",
map[string]int{"id": orderID},
},
},
}
bytes, err := json.Marshal(pld)
if err != nil {
return nil, err
}
req, err := s.requestFactory.NewAuthenticatedRequestWithBytes(
common.PermissionWrite,
path.Join("order", "multi"),
bytes,
)
if err != nil {
return nil, err
}
raw, err := s.Request(req)
if err != nil {
return nil, err
}
return notification.FromRaw(raw)
}
// OrderNewMultiOp creates new order. Accepts instance of order.NewRequest
// see https://docs.bitfinex.com/reference#rest-auth-order-multi for more info
func (s *OrderService) OrderNewMultiOp(onr order.NewRequest) (*notification.Notification, error) {
pld := OrderMultiOpsRequest{
Ops: OrderOps{
{
"on",
onr.EnrichedPayload(),
},
},
}
bytes, err := json.Marshal(pld)
if err != nil {
return nil, err
}
req, err := s.requestFactory.NewAuthenticatedRequestWithBytes(
common.PermissionWrite,
path.Join("order", "multi"),
bytes,
)
if err != nil {
return nil, err
}
raw, err := s.Request(req)
if err != nil {
return nil, err
}
return notification.FromRaw(raw)
}
// OrderUpdateMultiOp updates order. Accepts instance of order.UpdateRequest
// see https://docs.bitfinex.com/reference#rest-auth-order-multi for more info
func (s *OrderService) OrderUpdateMultiOp(our order.UpdateRequest) (*notification.Notification, error) {
pld := OrderMultiOpsRequest{
Ops: OrderOps{
{
"ou",
our.EnrichedPayload(),
},
},
}
bytes, err := json.Marshal(pld)
if err != nil {
return nil, err
}
req, err := s.requestFactory.NewAuthenticatedRequestWithBytes(
common.PermissionWrite,
path.Join("order", "multi"),
bytes,
)
if err != nil {
return nil, err
}
raw, err := s.Request(req)
if err != nil {
return nil, err
}
return notification.FromRaw(raw)
}
// OrderMultiOp - send Multiple order-related operations. Please note the sent object has
// only one property with a value of a slice of slices detailing each order operation.
// see https://docs.bitfinex.com/reference#rest-auth-order-multi for more info
func (s *OrderService) OrderMultiOp(ops OrderOps) (*notification.Notification, error) {
enrichedOrderOps := OrderOps{}
for _, v := range ops {
if v[0] == "on" {
o, ok := v[1].(order.NewRequest)
if !ok {
return nil, fmt.Errorf("Invalid type for `on` operation. Expected: order.NewRequest")
}
v[1] = o.EnrichedPayload()
}
if v[0] == "ou" {
o, ok := v[1].(order.UpdateRequest)
if !ok {
return nil, fmt.Errorf("Invalid type for `ou` operation. Expected: order.UpdateRequest")
}
v[1] = o.EnrichedPayload()
}
enrichedOrderOps = append(enrichedOrderOps, v)
}
pld := OrderMultiOpsRequest{Ops: enrichedOrderOps}
bytes, err := json.Marshal(pld)
if err != nil {
return nil, err
}
req, err := s.requestFactory.NewAuthenticatedRequestWithBytes(
common.PermissionWrite,
path.Join("order", "multi"),
bytes,
)
if err != nil {
return nil, err
}
raw, err := s.Request(req)
if err != nil {
return nil, err
}
return notification.FromRaw(raw)
}