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bitmex_wrapper.go
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bitmex_wrapper.go
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package bitmex
import (
"errors"
"log"
"sync"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/currency/pair"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
)
// Start starts the Bitmex go routine
func (b *Bitmex) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bitmex wrapper
func (b *Bitmex) Run() {
if b.Verbose {
log.Printf("%s Websocket: %s. (url: %s).\n", b.GetName(), common.IsEnabled(b.Websocket), b.WebsocketURL)
log.Printf("%s polling delay: %ds.\n", b.GetName(), b.RESTPollingDelay)
log.Printf("%s %d currencies enabled: %s.\n", b.GetName(), len(b.EnabledPairs), b.EnabledPairs)
}
marketInfo, err := b.GetActiveInstruments(GenericRequestParams{})
if err != nil {
log.Printf("%s Failed to get available symbols.\n", b.GetName())
} else {
var exchangeProducts []string
for _, info := range marketInfo {
exchangeProducts = append(exchangeProducts, info.Symbol)
}
err = b.UpdateCurrencies(exchangeProducts, false, false)
if err != nil {
log.Printf("%s Failed to update available currencies.\n", b.GetName())
}
}
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitmex) UpdateTicker(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
currency := exchange.FormatExchangeCurrency(b.Name, p)
tick, err := b.GetTrade(GenericRequestParams{
Symbol: currency.String(),
StartTime: time.Now().Format(time.RFC3339),
Reverse: true,
Count: 1})
if err != nil {
return tickerPrice, err
}
if len(tick) == 0 {
return tickerPrice, errors.New("Bitmex REST error: no ticker return")
}
tickerPrice.Pair = p
tickerPrice.LastUpdated = time.Now()
tickerPrice.CurrencyPair = tick[0].Symbol
tickerPrice.Last = tick[0].Price
tickerPrice.Volume = float64(tick[0].Size)
ticker.ProcessTicker(b.Name, p, tickerPrice, assetType)
return tickerPrice, nil
}
// GetTickerPrice returns the ticker for a currency pair
func (b *Bitmex) GetTickerPrice(p pair.CurrencyPair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(b.GetName(), p, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// GetOrderbookEx returns orderbook base on the currency pair
func (b *Bitmex) GetOrderbookEx(currency pair.CurrencyPair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.GetOrderbook(b.GetName(), currency, assetType)
if err != nil {
return b.UpdateOrderbook(currency, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitmex) UpdateOrderbook(p pair.CurrencyPair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := b.GetOrderbook(OrderBookGetL2Params{
Symbol: exchange.FormatExchangeCurrency(b.Name, p).String(),
Depth: 500})
if err != nil {
return orderBook, err
}
for _, ob := range orderbookNew {
if ob.Side == "Sell" {
orderBook.Asks = append(orderBook.Asks,
orderbook.Item{Amount: float64(ob.Size), Price: ob.Price})
continue
}
if ob.Side == "Buy" {
orderBook.Bids = append(orderBook.Bids,
orderbook.Item{Amount: float64(ob.Size), Price: ob.Price})
continue
}
}
orderbook.ProcessOrderbook(b.GetName(), p, orderBook, assetType)
return orderbook.GetOrderbook(b.Name, p, assetType)
}
// GetExchangeAccountInfo retrieves balances for all enabled currencies for the
// Bitmex exchange
func (b *Bitmex) GetExchangeAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
return response, errors.New("not implemented")
}
// GetExchangeFundTransferHistory returns funding history, deposits and
// withdrawals
func (b *Bitmex) GetExchangeFundTransferHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, errors.New("not supported on exchange")
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *Bitmex) GetExchangeHistory(p pair.CurrencyPair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, errors.New("trade history not yet implemented")
}
// SubmitExchangeOrder submits a new order
func (b *Bitmex) SubmitExchangeOrder(p pair.CurrencyPair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (int64, error) {
return 0, errors.New("not yet implemented")
}
// ModifyExchangeOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitmex) ModifyExchangeOrder(orderID int64, action exchange.ModifyOrder) (int64, error) {
return 0, errors.New("not yet implemented")
}
// CancelExchangeOrder cancels an order by its corresponding ID number
func (b *Bitmex) CancelExchangeOrder(orderID int64) error {
return errors.New("not yet implemented")
}
// CancelAllExchangeOrders cancels all orders associated with a currency pair
func (b *Bitmex) CancelAllExchangeOrders() error {
return errors.New("not yet implemented")
}
// GetExchangeOrderInfo returns information on a current open order
func (b *Bitmex) GetExchangeOrderInfo(orderID int64) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, errors.New("not yet implemented")
}
// GetExchangeDepositAddress returns a deposit address for a specified currency
func (b *Bitmex) GetExchangeDepositAddress(cryptocurrency pair.CurrencyItem) (string, error) {
return "", errors.New("not yet implemented")
}
// WithdrawCryptoExchangeFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bitmex) WithdrawCryptoExchangeFunds(address string, cryptocurrency pair.CurrencyItem, amount float64) (string, error) {
return "", errors.New("not yet implemented")
}
// WithdrawFiatExchangeFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bitmex) WithdrawFiatExchangeFunds(currency pair.CurrencyItem, amount float64) (string, error) {
return "", errors.New("not yet implemented")
}
// WithdrawExchangeFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bitmex) WithdrawExchangeFiatFundsToInternationalBank(currency pair.CurrencyItem, amount float64) (string, error) {
return "", errors.New("not yet implemented")
}