mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
Merge pull request #652 from c9s/refactor/sync
refactor/fix: withdraw sync
This commit is contained in:
commit
38a6d8c813
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@ -23,7 +23,7 @@ sync:
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filledOrders: true
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# since is the start date of your trading data
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since: 2022-01-01
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since: 2019-01-01
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# sessions is the list of session names you want to sync
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# by default, BBGO sync all your available sessions.
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@ -37,6 +37,7 @@ sync:
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symbols:
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- BTCUSDT
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- ETHUSDT
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- DOTUSDT
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# marginHistory enables the margin history sync
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marginHistory: true
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@ -47,5 +48,5 @@ sync:
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- USDT
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# depositHistory: true
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rewardHistory: true
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# withdrawHistory: true
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# rewardHistory: true
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withdrawHistory: true
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@ -587,6 +587,8 @@ func (environ *Environment) syncWithUserConfig(ctx context.Context, userConfig *
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sessions = environ.SelectSessions(selectedSessions...)
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}
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since := userConfig.Sync.Since.Time()
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for _, session := range sessions {
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if err := environ.syncSession(ctx, session, syncSymbols...); err != nil {
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return err
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@ -599,7 +601,7 @@ func (environ *Environment) syncWithUserConfig(ctx context.Context, userConfig *
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}
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if userConfig.Sync.WithdrawHistory {
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if err := environ.SyncService.SyncWithdrawHistory(ctx, session.Exchange); err != nil {
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if err := environ.SyncService.SyncWithdrawHistory(ctx, session.Exchange, since); err != nil {
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return err
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}
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}
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@ -612,7 +614,7 @@ func (environ *Environment) syncWithUserConfig(ctx context.Context, userConfig *
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if userConfig.Sync.MarginHistory {
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if err := environ.SyncService.SyncMarginHistory(ctx, session.Exchange,
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userConfig.Sync.Since.Time(),
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since,
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userConfig.Sync.MarginAssets...); err != nil {
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return err
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}
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@ -644,6 +646,8 @@ func (environ *Environment) Sync(ctx context.Context, userConfig ...*Config) err
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return environ.syncWithUserConfig(ctx, userConfig[0])
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}
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since := time.Now().AddDate(0, -6, 0)
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// the default sync logics
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for _, session := range environ.sessions {
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if err := environ.syncSession(ctx, session); err != nil {
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@ -661,7 +665,7 @@ func (environ *Environment) Sync(ctx context.Context, userConfig ...*Config) err
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}
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if userConfig[0].Sync.WithdrawHistory {
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if err := environ.SyncService.SyncWithdrawHistory(ctx, session.Exchange); err != nil {
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if err := environ.SyncService.SyncWithdrawHistory(ctx, session.Exchange, since); err != nil {
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return err
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}
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}
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@ -61,12 +61,17 @@ func (q *AsyncTimeRangedBatchQuery) Query(ctx context.Context, ch interface{}, s
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listRef := reflect.ValueOf(sliceInf)
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listLen := listRef.Len()
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log.Debugf("batch querying %T: %d remote records", q.Type, listLen)
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if listLen == 0 {
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if q.JumpIfEmpty > 0 {
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startTime = startTime.Add(q.JumpIfEmpty)
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log.Debugf("batch querying %T: empty records jump to %s", q.Type, startTime)
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continue
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}
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log.Debugf("batch querying %T: empty records, query is completed", q.Type)
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return
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}
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@ -94,7 +99,7 @@ func (q *AsyncTimeRangedBatchQuery) Query(ctx context.Context, ch interface{}, s
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obj := item.Interface()
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id := q.ID(obj)
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if _, exists := idMap[id]; exists {
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log.Debugf("batch querying %T: duplicated id %s", q.Type, id)
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log.Debugf("batch querying %T: ignore duplicated record, id = %s", q.Type, id)
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continue
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}
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@ -102,10 +107,11 @@ func (q *AsyncTimeRangedBatchQuery) Query(ctx context.Context, ch interface{}, s
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cRef.Send(item)
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sentAny = true
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startTime = entryTime
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startTime = entryTime.Add(time.Millisecond)
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}
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if !sentAny {
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log.Debugf("batch querying %T: %d/%d records are not sent", q.Type, listLen, listLen)
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return
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}
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}
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36
pkg/exchange/batch/withdraw.go
Normal file
36
pkg/exchange/batch/withdraw.go
Normal file
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@ -0,0 +1,36 @@
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package batch
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import (
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"context"
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"time"
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"golang.org/x/time/rate"
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"github.com/c9s/bbgo/pkg/types"
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)
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type WithdrawBatchQuery struct {
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types.ExchangeTransferService
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}
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func (e *WithdrawBatchQuery) Query(ctx context.Context, asset string, startTime, endTime time.Time) (c chan types.Withdraw, errC chan error) {
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query := &AsyncTimeRangedBatchQuery{
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Type: types.Withdraw{},
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Limiter: rate.NewLimiter(rate.Every(5*time.Second), 2),
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JumpIfEmpty: time.Hour * 24 * 80,
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Q: func(startTime, endTime time.Time) (interface{}, error) {
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return e.ExchangeTransferService.QueryWithdrawHistory(ctx, asset, startTime, endTime)
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},
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T: func(obj interface{}) time.Time {
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return time.Time(obj.(types.Withdraw).ApplyTime)
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},
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ID: func(obj interface{}) string {
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withdraw := obj.(types.Withdraw)
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return withdraw.TransactionID
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},
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}
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c = make(chan types.Withdraw, 100)
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errC = query.Query(ctx, c, startTime, endTime)
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return c, errC
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}
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38
pkg/exchange/batch/withdraw_test.go
Normal file
38
pkg/exchange/batch/withdraw_test.go
Normal file
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@ -0,0 +1,38 @@
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package batch
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import (
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"context"
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"testing"
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"time"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/exchange/binance"
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"github.com/c9s/bbgo/pkg/testutil"
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)
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func TestWithdrawBatchQuery(t *testing.T) {
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key, secret, ok := testutil.IntegrationTestConfigured(t, "BINANCE")
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if !ok {
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t.Skip("binance api is not set")
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}
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ex := binance.New(key, secret)
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q := WithdrawBatchQuery{
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ExchangeTransferService: ex,
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}
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ctx, cancel := context.WithTimeout(context.Background(), 3*time.Minute)
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defer cancel()
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now := time.Now()
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startTime := now.AddDate(0, -6, 0)
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endTime := now
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dataC, errC := q.Query(ctx, "", startTime, endTime)
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for withdraw := range dataC {
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t.Logf("%+v", withdraw)
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}
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err := <-errC
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assert.NoError(t, err)
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}
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@ -0,0 +1,67 @@
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package binanceapi
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import (
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"time"
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"github.com/c9s/requestgen"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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)
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//go:generate stringer -type=TransferType
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// 1 for internal transfer, 0 for external transfer
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type TransferType int
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const (
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TransferTypeInternal TransferType = 0
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TransferTypeExternal TransferType = 0
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)
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type WithdrawRecord struct {
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Id string `json:"id"`
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Address string `json:"address"`
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Amount fixedpoint.Value `json:"amount"`
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ApplyTime string `json:"applyTime"`
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Coin string `json:"coin"`
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WithdrawOrderID string `json:"withdrawOrderId"`
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Network string `json:"network"`
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TransferType TransferType `json:"transferType"`
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Status WithdrawStatus `json:"status"`
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TransactionFee fixedpoint.Value `json:"transactionFee"`
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ConfirmNo int `json:"confirmNo"`
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Info string `json:"info"`
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TxID string `json:"txId"`
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}
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//go:generate stringer -type=WithdrawStatus
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type WithdrawStatus int
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// WithdrawStatus: 0(0:Email Sent,1:Cancelled 2:Awaiting Approval 3:Rejected 4:Processing 5:Failure 6:Completed)
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const (
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WithdrawStatusEmailSent WithdrawStatus = iota
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WithdrawStatusCancelled
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WithdrawStatusAwaitingApproval
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WithdrawStatusRejected
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WithdrawStatusProcessing
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WithdrawStatusFailure
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WithdrawStatusCompleted
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)
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//go:generate requestgen -method GET -url "/sapi/v1/capital/withdraw/history" -type GetWithdrawHistoryRequest -responseType []WithdrawRecord
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type GetWithdrawHistoryRequest struct {
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client requestgen.AuthenticatedAPIClient
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coin string `param:"coin"`
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withdrawOrderId *string `param:"withdrawOrderId"`
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status *WithdrawStatus `param:"status"`
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startTime *time.Time `param:"startTime,milliseconds"`
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endTime *time.Time `param:"endTime,milliseconds"`
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limit *uint64 `param:"limit"`
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offset *uint64 `param:"offset"`
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}
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func (c *RestClient) NewGetWithdrawHistoryRequest() *GetWithdrawHistoryRequest {
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return &GetWithdrawHistoryRequest{client: c}
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}
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@ -0,0 +1,241 @@
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// Code generated by "requestgen -method GET -url /sapi/v1/capital/withdraw/history -type GetWithdrawHistoryRequest -responseType []WithdrawRecord"; DO NOT EDIT.
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package binanceapi
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import (
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"context"
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"encoding/json"
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"fmt"
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"net/url"
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"reflect"
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"regexp"
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"strconv"
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"time"
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)
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func (g *GetWithdrawHistoryRequest) Coin(coin string) *GetWithdrawHistoryRequest {
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g.coin = coin
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return g
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}
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func (g *GetWithdrawHistoryRequest) WithdrawOrderId(withdrawOrderId string) *GetWithdrawHistoryRequest {
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g.withdrawOrderId = &withdrawOrderId
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return g
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}
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func (g *GetWithdrawHistoryRequest) Status(status WithdrawStatus) *GetWithdrawHistoryRequest {
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g.status = &status
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return g
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}
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func (g *GetWithdrawHistoryRequest) StartTime(startTime time.Time) *GetWithdrawHistoryRequest {
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g.startTime = &startTime
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return g
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}
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func (g *GetWithdrawHistoryRequest) EndTime(endTime time.Time) *GetWithdrawHistoryRequest {
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g.endTime = &endTime
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return g
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}
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func (g *GetWithdrawHistoryRequest) Limit(limit uint64) *GetWithdrawHistoryRequest {
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g.limit = &limit
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return g
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}
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func (g *GetWithdrawHistoryRequest) Offset(offset uint64) *GetWithdrawHistoryRequest {
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g.offset = &offset
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return g
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}
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// GetQueryParameters builds and checks the query parameters and returns url.Values
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func (g *GetWithdrawHistoryRequest) GetQueryParameters() (url.Values, error) {
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var params = map[string]interface{}{}
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query := url.Values{}
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for _k, _v := range params {
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query.Add(_k, fmt.Sprintf("%v", _v))
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}
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return query, nil
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}
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// GetParameters builds and checks the parameters and return the result in a map object
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func (g *GetWithdrawHistoryRequest) GetParameters() (map[string]interface{}, error) {
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var params = map[string]interface{}{}
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// check coin field -> json key coin
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coin := g.coin
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// assign parameter of coin
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params["coin"] = coin
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// check withdrawOrderId field -> json key withdrawOrderId
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if g.withdrawOrderId != nil {
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withdrawOrderId := *g.withdrawOrderId
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// assign parameter of withdrawOrderId
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params["withdrawOrderId"] = withdrawOrderId
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} else {
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}
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// check status field -> json key status
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if g.status != nil {
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status := *g.status
|
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|
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// TEMPLATE check-valid-values
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switch status {
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case WithdrawStatusEmailSent:
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params["status"] = status
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|
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default:
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return nil, fmt.Errorf("status value %v is invalid", status)
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|
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}
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// END TEMPLATE check-valid-values
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|
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// assign parameter of status
|
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params["status"] = status
|
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} else {
|
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}
|
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// check startTime field -> json key startTime
|
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if g.startTime != nil {
|
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startTime := *g.startTime
|
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|
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// assign parameter of startTime
|
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// convert time.Time to milliseconds time stamp
|
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params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
|
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} else {
|
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}
|
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// check endTime field -> json key endTime
|
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if g.endTime != nil {
|
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endTime := *g.endTime
|
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|
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// assign parameter of endTime
|
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// convert time.Time to milliseconds time stamp
|
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params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
|
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} else {
|
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}
|
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// check limit field -> json key limit
|
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if g.limit != nil {
|
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limit := *g.limit
|
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|
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// assign parameter of limit
|
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params["limit"] = limit
|
||||
} else {
|
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}
|
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// check offset field -> json key offset
|
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if g.offset != nil {
|
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offset := *g.offset
|
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|
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// assign parameter of offset
|
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params["offset"] = offset
|
||||
} else {
|
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}
|
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|
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return params, nil
|
||||
}
|
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|
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// GetParametersQuery converts the parameters from GetParameters into the url.Values format
|
||||
func (g *GetWithdrawHistoryRequest) GetParametersQuery() (url.Values, error) {
|
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query := url.Values{}
|
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|
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params, err := g.GetParameters()
|
||||
if err != nil {
|
||||
return query, err
|
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}
|
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|
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for _k, _v := range params {
|
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if g.isVarSlice(_v) {
|
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g.iterateSlice(_v, func(it interface{}) {
|
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query.Add(_k+"[]", fmt.Sprintf("%v", it))
|
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})
|
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} else {
|
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query.Add(_k, fmt.Sprintf("%v", _v))
|
||||
}
|
||||
}
|
||||
|
||||
return query, nil
|
||||
}
|
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|
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// GetParametersJSON converts the parameters from GetParameters into the JSON format
|
||||
func (g *GetWithdrawHistoryRequest) GetParametersJSON() ([]byte, error) {
|
||||
params, err := g.GetParameters()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return json.Marshal(params)
|
||||
}
|
||||
|
||||
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
|
||||
func (g *GetWithdrawHistoryRequest) GetSlugParameters() (map[string]interface{}, error) {
|
||||
var params = map[string]interface{}{}
|
||||
|
||||
return params, nil
|
||||
}
|
||||
|
||||
func (g *GetWithdrawHistoryRequest) applySlugsToUrl(url string, slugs map[string]string) string {
|
||||
for _k, _v := range slugs {
|
||||
needleRE := regexp.MustCompile(":" + _k + "\\b")
|
||||
url = needleRE.ReplaceAllString(url, _v)
|
||||
}
|
||||
|
||||
return url
|
||||
}
|
||||
|
||||
func (g *GetWithdrawHistoryRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
|
||||
sliceValue := reflect.ValueOf(slice)
|
||||
for _i := 0; _i < sliceValue.Len(); _i++ {
|
||||
it := sliceValue.Index(_i).Interface()
|
||||
_f(it)
|
||||
}
|
||||
}
|
||||
|
||||
func (g *GetWithdrawHistoryRequest) isVarSlice(_v interface{}) bool {
|
||||
rt := reflect.TypeOf(_v)
|
||||
switch rt.Kind() {
|
||||
case reflect.Slice:
|
||||
return true
|
||||
}
|
||||
return false
|
||||
}
|
||||
|
||||
func (g *GetWithdrawHistoryRequest) GetSlugsMap() (map[string]string, error) {
|
||||
slugs := map[string]string{}
|
||||
params, err := g.GetSlugParameters()
|
||||
if err != nil {
|
||||
return slugs, nil
|
||||
}
|
||||
|
||||
for _k, _v := range params {
|
||||
slugs[_k] = fmt.Sprintf("%v", _v)
|
||||
}
|
||||
|
||||
return slugs, nil
|
||||
}
|
||||
|
||||
func (g *GetWithdrawHistoryRequest) Do(ctx context.Context) ([]WithdrawRecord, error) {
|
||||
|
||||
// empty params for GET operation
|
||||
var params interface{}
|
||||
query, err := g.GetParametersQuery()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
apiURL := "/sapi/v1/capital/withdraw/history"
|
||||
|
||||
req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
response, err := g.client.SendRequest(req)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
var apiResponse []WithdrawRecord
|
||||
if err := response.DecodeJSON(&apiResponse); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return apiResponse, nil
|
||||
}
|
24
pkg/exchange/binance/binanceapi/transfertype_string.go
Normal file
24
pkg/exchange/binance/binanceapi/transfertype_string.go
Normal file
|
@ -0,0 +1,24 @@
|
|||
// Code generated by "stringer -type=TransferType"; DO NOT EDIT.
|
||||
|
||||
package binanceapi
|
||||
|
||||
import "strconv"
|
||||
|
||||
func _() {
|
||||
// An "invalid array index" compiler error signifies that the constant values have changed.
|
||||
// Re-run the stringer command to generate them again.
|
||||
var x [1]struct{}
|
||||
_ = x[TransferTypeInternal-0]
|
||||
_ = x[TransferTypeExternal-0]
|
||||
}
|
||||
|
||||
const _TransferType_name = "TransferTypeInternal"
|
||||
|
||||
var _TransferType_index = [...]uint8{0, 20}
|
||||
|
||||
func (i TransferType) String() string {
|
||||
if i < 0 || i >= TransferType(len(_TransferType_index)-1) {
|
||||
return "TransferType(" + strconv.FormatInt(int64(i), 10) + ")"
|
||||
}
|
||||
return _TransferType_name[_TransferType_index[i]:_TransferType_index[i+1]]
|
||||
}
|
29
pkg/exchange/binance/binanceapi/withdrawstatus_string.go
Normal file
29
pkg/exchange/binance/binanceapi/withdrawstatus_string.go
Normal file
|
@ -0,0 +1,29 @@
|
|||
// Code generated by "stringer -type=WithdrawStatus"; DO NOT EDIT.
|
||||
|
||||
package binanceapi
|
||||
|
||||
import "strconv"
|
||||
|
||||
func _() {
|
||||
// An "invalid array index" compiler error signifies that the constant values have changed.
|
||||
// Re-run the stringer command to generate them again.
|
||||
var x [1]struct{}
|
||||
_ = x[WithdrawStatusEmailSent-0]
|
||||
_ = x[WithdrawStatusCancelled-1]
|
||||
_ = x[WithdrawStatusAwaitingApproval-2]
|
||||
_ = x[WithdrawStatusRejected-3]
|
||||
_ = x[WithdrawStatusProcessing-4]
|
||||
_ = x[WithdrawStatusFailure-5]
|
||||
_ = x[WithdrawStatusCompleted-6]
|
||||
}
|
||||
|
||||
const _WithdrawStatus_name = "WithdrawStatusEmailSentWithdrawStatusCancelledWithdrawStatusAwaitingApprovalWithdrawStatusRejectedWithdrawStatusProcessingWithdrawStatusFailureWithdrawStatusCompleted"
|
||||
|
||||
var _WithdrawStatus_index = [...]uint8{0, 23, 46, 76, 98, 122, 143, 166}
|
||||
|
||||
func (i WithdrawStatus) String() string {
|
||||
if i < 0 || i >= WithdrawStatus(len(_WithdrawStatus_index)-1) {
|
||||
return "WithdrawStatus(" + strconv.FormatInt(int64(i), 10) + ")"
|
||||
}
|
||||
return _WithdrawStatus_name[_WithdrawStatus_index[i]:_WithdrawStatus_index[i+1]]
|
||||
}
|
|
@ -402,8 +402,8 @@ func (e *Exchange) queryIsolatedMarginAccount(ctx context.Context) (*types.Accou
|
|||
return a, nil
|
||||
}
|
||||
|
||||
func (e *Exchange) Withdrawal(ctx context.Context, asset string, amount fixedpoint.Value, address string, options *types.WithdrawalOptions) error {
|
||||
req := e.client.NewCreateWithdrawService()
|
||||
func (e *Exchange) Withdraw(ctx context.Context, asset string, amount fixedpoint.Value, address string, options *types.WithdrawalOptions) error {
|
||||
req := e.client2.NewWithdrawRequest()
|
||||
req.Coin(asset)
|
||||
req.Address(address)
|
||||
req.Amount(fmt.Sprintf("%f", amount.Float64()))
|
||||
|
@ -426,92 +426,58 @@ func (e *Exchange) Withdrawal(ctx context.Context, asset string, amount fixedpoi
|
|||
return nil
|
||||
}
|
||||
|
||||
func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []types.Withdraw, err error) {
|
||||
startTime := since
|
||||
|
||||
func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (withdraws []types.Withdraw, err error) {
|
||||
var emptyTime = time.Time{}
|
||||
if startTime == emptyTime {
|
||||
startTime, err = getLaunchDate()
|
||||
if since == emptyTime {
|
||||
since, err = getLaunchDate()
|
||||
if err != nil {
|
||||
return withdraws, err
|
||||
}
|
||||
}
|
||||
|
||||
// startTime ~ endTime must be in 90 days
|
||||
historyDayRangeLimit := time.Hour * 24 * 89
|
||||
if until.Sub(since) >= historyDayRangeLimit {
|
||||
until = since.Add(historyDayRangeLimit)
|
||||
}
|
||||
|
||||
req := e.client2.NewGetWithdrawHistoryRequest()
|
||||
if len(asset) > 0 {
|
||||
req.Coin(asset)
|
||||
}
|
||||
|
||||
records, err := req.
|
||||
StartTime(since).
|
||||
EndTime(until).
|
||||
Limit(1000).
|
||||
Do(ctx)
|
||||
|
||||
if err != nil {
|
||||
return withdraws, err
|
||||
}
|
||||
|
||||
for _, d := range records {
|
||||
// time format: 2006-01-02 15:04:05
|
||||
applyTime, err := time.Parse("2006-01-02 15:04:05", d.ApplyTime)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
withdraws = append(withdraws, types.Withdraw{
|
||||
Exchange: types.ExchangeBinance,
|
||||
ApplyTime: types.Time(applyTime),
|
||||
Asset: d.Coin,
|
||||
Amount: d.Amount,
|
||||
Address: d.Address,
|
||||
TransactionID: d.TxID,
|
||||
TransactionFee: d.TransactionFee,
|
||||
WithdrawOrderID: d.WithdrawOrderID,
|
||||
Network: d.Network,
|
||||
Status: d.Status.String(),
|
||||
})
|
||||
}
|
||||
|
||||
txIDs := map[string]struct{}{}
|
||||
|
||||
for startTime.Before(until) {
|
||||
// startTime ~ endTime must be in 90 days
|
||||
endTime := startTime.AddDate(0, 0, 60)
|
||||
if endTime.After(until) {
|
||||
endTime = until
|
||||
}
|
||||
|
||||
req := e.client.NewListWithdrawsService()
|
||||
if len(asset) > 0 {
|
||||
req.Coin(asset)
|
||||
}
|
||||
|
||||
withdraws, err := req.
|
||||
StartTime(startTime.UnixNano() / int64(time.Millisecond)).
|
||||
EndTime(endTime.UnixNano() / int64(time.Millisecond)).
|
||||
Do(ctx)
|
||||
|
||||
if err != nil {
|
||||
return allWithdraws, err
|
||||
}
|
||||
|
||||
for _, d := range withdraws {
|
||||
if _, ok := txIDs[d.TxID]; ok {
|
||||
continue
|
||||
}
|
||||
|
||||
status := ""
|
||||
switch d.Status {
|
||||
case 0:
|
||||
status = "email_sent"
|
||||
case 1:
|
||||
status = "cancelled"
|
||||
case 2:
|
||||
status = "awaiting_approval"
|
||||
case 3:
|
||||
status = "rejected"
|
||||
case 4:
|
||||
status = "processing"
|
||||
case 5:
|
||||
status = "failure"
|
||||
case 6:
|
||||
status = "completed"
|
||||
|
||||
default:
|
||||
status = fmt.Sprintf("unsupported code: %d", d.Status)
|
||||
}
|
||||
|
||||
txIDs[d.TxID] = struct{}{}
|
||||
|
||||
// 2006-01-02 15:04:05
|
||||
applyTime, err := time.Parse("2006-01-02 15:04:05", d.ApplyTime)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
allWithdraws = append(allWithdraws, types.Withdraw{
|
||||
Exchange: types.ExchangeBinance,
|
||||
ApplyTime: types.Time(applyTime),
|
||||
Asset: d.Coin,
|
||||
Amount: fixedpoint.MustNewFromString(d.Amount),
|
||||
Address: d.Address,
|
||||
TransactionID: d.TxID,
|
||||
TransactionFee: fixedpoint.MustNewFromString(d.TransactionFee),
|
||||
WithdrawOrderID: d.WithdrawOrderID,
|
||||
Network: d.Network,
|
||||
Status: status,
|
||||
})
|
||||
}
|
||||
|
||||
startTime = endTime
|
||||
}
|
||||
|
||||
return allWithdraws, nil
|
||||
return withdraws, nil
|
||||
}
|
||||
|
||||
func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []types.Deposit, err error) {
|
||||
|
|
|
@ -407,7 +407,7 @@ func toMaxSubmitOrder(o types.SubmitOrder) (*maxapi.SubmitOrder, error) {
|
|||
return &maxOrder, nil
|
||||
}
|
||||
|
||||
func (e *Exchange) Withdrawal(ctx context.Context, asset string, amount fixedpoint.Value, address string, options *types.WithdrawalOptions) error {
|
||||
func (e *Exchange) Withdraw(ctx context.Context, asset string, amount fixedpoint.Value, address string, options *types.WithdrawalOptions) error {
|
||||
asset = toLocalCurrency(asset)
|
||||
|
||||
addresses, err := e.client.WithdrawalService.NewGetWithdrawalAddressesRequest().
|
||||
|
|
|
@ -6,8 +6,8 @@ import (
|
|||
"strings"
|
||||
"time"
|
||||
|
||||
sq "github.com/Masterminds/squirrel"
|
||||
"github.com/jmoiron/sqlx"
|
||||
"github.com/pkg/errors"
|
||||
log "github.com/sirupsen/logrus"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/exchange/batch"
|
||||
|
@ -25,84 +25,76 @@ func (s *OrderService) Sync(ctx context.Context, exchange types.Exchange, symbol
|
|||
symbol = isolatedSymbol
|
||||
}
|
||||
|
||||
records, err := s.QueryLast(exchange.Name(), symbol, isMargin, isFutures, isIsolated, 50)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
orderKeys := make(map[uint64]struct{})
|
||||
|
||||
var lastID uint64 = 0
|
||||
if len(records) > 0 {
|
||||
for _, record := range records {
|
||||
orderKeys[record.OrderID] = struct{}{}
|
||||
}
|
||||
|
||||
lastID = records[0].OrderID
|
||||
startTime = records[0].CreationTime.Time()
|
||||
}
|
||||
|
||||
exchangeTradeHistoryService, ok := exchange.(types.ExchangeTradeHistoryService)
|
||||
api, ok := exchange.(types.ExchangeTradeHistoryService)
|
||||
if !ok {
|
||||
return nil
|
||||
}
|
||||
|
||||
b := &batch.ClosedOrderBatchQuery{
|
||||
ExchangeTradeHistoryService: exchangeTradeHistoryService,
|
||||
lastOrderID := uint64(0)
|
||||
tasks := []SyncTask{
|
||||
{
|
||||
Type: types.Order{},
|
||||
Time: func(obj interface{}) time.Time {
|
||||
return obj.(types.Order).CreationTime.Time()
|
||||
},
|
||||
ID: func(obj interface{}) string {
|
||||
order := obj.(types.Order)
|
||||
return strconv.FormatUint(order.OrderID, 10)
|
||||
},
|
||||
Select: SelectLastOrders(exchange.Name(), symbol, isMargin, isFutures, isIsolated, 100),
|
||||
OnLoad: func(objs interface{}) {
|
||||
// update last order ID
|
||||
orders := objs.([]types.Order)
|
||||
if len(orders) > 0 {
|
||||
end := len(orders) - 1
|
||||
last := orders[end]
|
||||
lastOrderID = last.OrderID
|
||||
}
|
||||
},
|
||||
BatchQuery: func(ctx context.Context, startTime, endTime time.Time) (interface{}, chan error) {
|
||||
query := &batch.ClosedOrderBatchQuery{
|
||||
ExchangeTradeHistoryService: api,
|
||||
}
|
||||
|
||||
return query.Query(ctx, symbol, startTime, endTime, lastOrderID)
|
||||
},
|
||||
Filter: func(obj interface{}) bool {
|
||||
// skip canceled and not filled orders
|
||||
order := obj.(types.Order)
|
||||
if order.Status == types.OrderStatusCanceled && order.ExecutedQuantity.IsZero() {
|
||||
return false
|
||||
}
|
||||
|
||||
return true
|
||||
},
|
||||
Insert: func(obj interface{}) error {
|
||||
order := obj.(types.Order)
|
||||
return s.Insert(order)
|
||||
},
|
||||
},
|
||||
}
|
||||
ordersC, errC := b.Query(ctx, symbol, startTime, time.Now(), lastID)
|
||||
for order := range ordersC {
|
||||
select {
|
||||
|
||||
case <-ctx.Done():
|
||||
return ctx.Err()
|
||||
|
||||
case err := <-errC:
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
default:
|
||||
|
||||
}
|
||||
|
||||
if _, exists := orderKeys[order.OrderID]; exists {
|
||||
continue
|
||||
}
|
||||
|
||||
// skip canceled and not filled orders
|
||||
if order.Status == types.OrderStatusCanceled && order.ExecutedQuantity.IsZero() {
|
||||
continue
|
||||
}
|
||||
|
||||
if err := s.Insert(order); err != nil {
|
||||
for _, sel := range tasks {
|
||||
if err := sel.execute(ctx, s.DB, startTime); err != nil {
|
||||
return err
|
||||
}
|
||||
}
|
||||
|
||||
return <-errC
|
||||
return nil
|
||||
}
|
||||
|
||||
// QueryLast queries the last order from the database
|
||||
func (s *OrderService) QueryLast(ex types.ExchangeName, symbol string, isMargin, isFutures, isIsolated bool, limit int) ([]types.Order, error) {
|
||||
log.Infof("querying last order exchange = %s AND symbol = %s AND is_margin = %v AND is_futures = %v AND is_isolated = %v", ex, symbol, isMargin, isFutures, isIsolated)
|
||||
|
||||
sql := `SELECT * FROM orders WHERE exchange = :exchange AND symbol = :symbol AND is_margin = :is_margin AND is_futures = :is_futures AND is_isolated = :is_isolated ORDER BY gid DESC LIMIT :limit`
|
||||
rows, err := s.DB.NamedQuery(sql, map[string]interface{}{
|
||||
"exchange": ex,
|
||||
"symbol": symbol,
|
||||
"is_margin": isMargin,
|
||||
"is_futures": isFutures,
|
||||
"is_isolated": isIsolated,
|
||||
"limit": limit,
|
||||
})
|
||||
|
||||
if err != nil {
|
||||
return nil, errors.Wrap(err, "query last order error")
|
||||
}
|
||||
|
||||
defer rows.Close()
|
||||
return s.scanRows(rows)
|
||||
func SelectLastOrders(ex types.ExchangeName, symbol string, isMargin, isFutures, isIsolated bool, limit uint64) sq.SelectBuilder {
|
||||
return sq.Select("*").
|
||||
From("orders").
|
||||
Where(sq.And{
|
||||
sq.Eq{"symbol": symbol},
|
||||
sq.Eq{"exchange": ex},
|
||||
sq.Eq{"is_margin": isMargin},
|
||||
sq.Eq{"is_futures": isFutures},
|
||||
sq.Eq{"is_isolated": isIsolated},
|
||||
}).
|
||||
OrderBy("gid DESC").
|
||||
Limit(limit)
|
||||
}
|
||||
|
||||
type AggOrder struct {
|
||||
|
|
|
@ -100,9 +100,9 @@ func (s *SyncService) SyncDepositHistory(ctx context.Context, exchange types.Exc
|
|||
return nil
|
||||
}
|
||||
|
||||
func (s *SyncService) SyncWithdrawHistory(ctx context.Context, exchange types.Exchange) error {
|
||||
func (s *SyncService) SyncWithdrawHistory(ctx context.Context, exchange types.Exchange, startTime time.Time) error {
|
||||
log.Infof("syncing %s withdraw records...", exchange.Name())
|
||||
if err := s.WithdrawService.Sync(ctx, exchange); err != nil {
|
||||
if err := s.WithdrawService.Sync(ctx, exchange, startTime); err != nil {
|
||||
if err != ErrNotImplemented {
|
||||
log.Warnf("%s withdraw service is not supported", exchange.Name())
|
||||
return err
|
||||
|
|
|
@ -18,18 +18,24 @@ type SyncTask struct {
|
|||
// Since it will create a []Type slice from this type, you should not set pointer to this field
|
||||
Type interface{}
|
||||
|
||||
// Select is the select query builder for querying db records
|
||||
Select squirrel.SelectBuilder
|
||||
|
||||
// OnLoad is called when the records are loaded from the database
|
||||
OnLoad func(objs interface{})
|
||||
|
||||
// ID is a function that returns the unique identity of the object
|
||||
ID func(obj interface{}) string
|
||||
|
||||
// Time is a function that returns the time of the object
|
||||
Time func(obj interface{}) time.Time
|
||||
|
||||
// Select is the select query builder for querying db records
|
||||
Select squirrel.SelectBuilder
|
||||
|
||||
// OnLoad is an optional field, which is called when the records are loaded from the database
|
||||
OnLoad func(objs interface{})
|
||||
|
||||
// Filter is an optional field, which is used for filtering the remote records
|
||||
Filter func(obj interface{}) bool
|
||||
|
||||
// Insert is an option field, which is used for customizing the record insert
|
||||
Insert func(obj interface{}) error
|
||||
|
||||
// BatchQuery is used for querying remote records.
|
||||
BatchQuery func(ctx context.Context, startTime, endTime time.Time) (interface{}, chan error)
|
||||
}
|
||||
|
@ -86,9 +92,23 @@ func (sel SyncTask) execute(ctx context.Context, db *sqlx.DB, startTime time.Tim
|
|||
continue
|
||||
}
|
||||
|
||||
if sel.Filter != nil {
|
||||
if !sel.Filter(obj) {
|
||||
continue
|
||||
}
|
||||
}
|
||||
|
||||
logrus.Infof("inserting %T: %+v", obj, obj)
|
||||
if err := insertType(db, obj); err != nil {
|
||||
return err
|
||||
|
||||
if sel.Insert != nil {
|
||||
// for custom insert
|
||||
if err := sel.Insert(obj); err != nil {
|
||||
return err
|
||||
}
|
||||
} else {
|
||||
if err := insertType(db, obj); err != nil {
|
||||
return err
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
|
|
@ -103,17 +103,6 @@ func (s *TradeService) Sync(ctx context.Context, exchange types.Exchange, symbol
|
|||
}
|
||||
}
|
||||
|
||||
/*
|
||||
log.Infof("inserting trade: %s %d %s %-4s price: %-13v volume: %-11v %5s %s",
|
||||
trade.Exchange,
|
||||
trade.ID,
|
||||
trade.Symbol,
|
||||
trade.Side,
|
||||
trade.Price,
|
||||
trade.Quantity,
|
||||
trade.Liquidity(),
|
||||
trade.Time.String())
|
||||
*/
|
||||
return nil
|
||||
}
|
||||
|
||||
|
@ -464,8 +453,6 @@ func SelectLastTrades(ex types.ExchangeName, symbol string, isMargin, isFutures,
|
|||
Limit(limit)
|
||||
}
|
||||
|
||||
|
||||
|
||||
func getExchangeAttributes(exchange types.Exchange) (isMargin, isFutures, isIsolated bool, isolatedSymbol string) {
|
||||
if marginExchange, ok := exchange.(types.MarginExchange); ok {
|
||||
marginSettings := marginExchange.GetMarginSettings()
|
||||
|
|
|
@ -2,12 +2,12 @@ package service
|
|||
|
||||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"time"
|
||||
|
||||
sq "github.com/Masterminds/squirrel"
|
||||
"github.com/jmoiron/sqlx"
|
||||
log "github.com/sirupsen/logrus"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/exchange/batch"
|
||||
"github.com/c9s/bbgo/pkg/types"
|
||||
)
|
||||
|
||||
|
@ -15,51 +15,53 @@ type WithdrawService struct {
|
|||
DB *sqlx.DB
|
||||
}
|
||||
|
||||
// Sync syncs the withdraw records into db
|
||||
func (s *WithdrawService) Sync(ctx context.Context, ex types.Exchange) error {
|
||||
txnIDs := map[string]struct{}{}
|
||||
|
||||
// query descending
|
||||
records, err := s.QueryLast(ex.Name(), 10)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
for _, record := range records {
|
||||
txnIDs[record.TransactionID] = struct{}{}
|
||||
// Sync syncs the withdrawal records into db
|
||||
func (s *WithdrawService) Sync(ctx context.Context, ex types.Exchange, startTime time.Time) error {
|
||||
isMargin, isFutures, isIsolated, _ := getExchangeAttributes(ex)
|
||||
if isMargin || isFutures || isIsolated {
|
||||
// only works in spot
|
||||
return nil
|
||||
}
|
||||
|
||||
transferApi, ok := ex.(types.ExchangeTransferService)
|
||||
if !ok {
|
||||
return ErrNotImplemented
|
||||
return nil
|
||||
}
|
||||
|
||||
since := time.Time{}
|
||||
if len(records) > 0 {
|
||||
since = records[len(records)-1].ApplyTime.Time()
|
||||
tasks := []SyncTask{
|
||||
{
|
||||
Type: types.Withdraw{},
|
||||
Select: SelectLastWithdraws(ex.Name(), 100),
|
||||
BatchQuery: func(ctx context.Context, startTime, endTime time.Time) (interface{}, chan error) {
|
||||
query := &batch.WithdrawBatchQuery{
|
||||
ExchangeTransferService: transferApi,
|
||||
}
|
||||
return query.Query(ctx, "", startTime, endTime)
|
||||
},
|
||||
Time: func(obj interface{}) time.Time {
|
||||
return obj.(types.Withdraw).ApplyTime.Time()
|
||||
},
|
||||
ID: func(obj interface{}) string {
|
||||
withdraw := obj.(types.Withdraw)
|
||||
return withdraw.TransactionID
|
||||
},
|
||||
Filter: func(obj interface{}) bool {
|
||||
withdraw := obj.(types.Withdraw)
|
||||
if withdraw.Status == "rejected" {
|
||||
return false
|
||||
}
|
||||
|
||||
if len(withdraw.TransactionID) == 0 {
|
||||
return false
|
||||
}
|
||||
|
||||
return true
|
||||
},
|
||||
},
|
||||
}
|
||||
|
||||
// asset "" means all assets
|
||||
withdraws, err := transferApi.QueryWithdrawHistory(ctx, "", since, time.Now())
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
for _, withdraw := range withdraws {
|
||||
if _, exists := txnIDs[withdraw.TransactionID]; exists {
|
||||
continue
|
||||
}
|
||||
|
||||
if withdraw.Status == "rejected" {
|
||||
log.Warnf("skip record, withdraw transaction rejected: %+v", withdraw)
|
||||
continue
|
||||
}
|
||||
|
||||
if len(withdraw.TransactionID) == 0 {
|
||||
return fmt.Errorf("empty withdraw transacion ID: %+v", withdraw)
|
||||
}
|
||||
|
||||
if err := s.Insert(withdraw); err != nil {
|
||||
for _, sel := range tasks {
|
||||
if err := sel.execute(ctx, s.DB, startTime); err != nil {
|
||||
return err
|
||||
}
|
||||
}
|
||||
|
@ -67,6 +69,16 @@ func (s *WithdrawService) Sync(ctx context.Context, ex types.Exchange) error {
|
|||
return nil
|
||||
}
|
||||
|
||||
func SelectLastWithdraws(ex types.ExchangeName, limit uint64) sq.SelectBuilder {
|
||||
return sq.Select("*").
|
||||
From("withdraws").
|
||||
Where(sq.And{
|
||||
sq.Eq{"exchange": ex},
|
||||
}).
|
||||
OrderBy("time DESC").
|
||||
Limit(limit)
|
||||
}
|
||||
|
||||
func (s *WithdrawService) QueryLast(ex types.ExchangeName, limit int) ([]types.Withdraw, error) {
|
||||
sql := "SELECT * FROM `withdraws` WHERE `exchange` = :exchange ORDER BY `time` DESC LIMIT :limit"
|
||||
rows, err := s.DB.NamedQuery(sql, map[string]interface{}{
|
||||
|
|
|
@ -84,7 +84,7 @@ func (r *WithdrawalRequest) String() string {
|
|||
}
|
||||
|
||||
func (r *WithdrawalRequest) PlainText() string {
|
||||
return fmt.Sprintf("Withdrawal request: sending %s %s from %s -> %s",
|
||||
return fmt.Sprintf("Withdraw request: sending %s %s from %s -> %s",
|
||||
r.Amount.FormatString(4),
|
||||
r.Asset,
|
||||
r.FromSession,
|
||||
|
@ -94,7 +94,7 @@ func (r *WithdrawalRequest) PlainText() string {
|
|||
|
||||
func (r *WithdrawalRequest) SlackAttachment() slack.Attachment {
|
||||
var color = "#DC143C"
|
||||
title := util.Render(`Withdrawal Request {{ .Asset }}`, r)
|
||||
title := util.Render(`Withdraw Request {{ .Asset }}`, r)
|
||||
return slack.Attachment{
|
||||
// Pretext: "",
|
||||
// Text: text,
|
||||
|
@ -265,7 +265,7 @@ func (s *Strategy) checkBalance(ctx context.Context, sessions map[string]*bbgo.E
|
|||
Amount: requiredAmount,
|
||||
})
|
||||
|
||||
if err := withdrawalService.Withdrawal(ctx, s.Asset, requiredAmount, toAddress.Address, &types.WithdrawalOptions{
|
||||
if err := withdrawalService.Withdraw(ctx, s.Asset, requiredAmount, toAddress.Address, &types.WithdrawalOptions{
|
||||
Network: toAddress.Network,
|
||||
AddressTag: toAddress.AddressTag,
|
||||
}); err != nil {
|
||||
|
|
|
@ -40,15 +40,22 @@ func (n ExchangeName) String() string {
|
|||
}
|
||||
|
||||
const (
|
||||
ExchangeMax = ExchangeName("max")
|
||||
ExchangeBinance = ExchangeName("binance")
|
||||
ExchangeFTX = ExchangeName("ftx")
|
||||
ExchangeOKEx = ExchangeName("okex")
|
||||
ExchangeKucoin = ExchangeName("kucoin")
|
||||
ExchangeBacktest = ExchangeName("backtest")
|
||||
ExchangeMax ExchangeName = "max"
|
||||
ExchangeBinance ExchangeName = "binance"
|
||||
ExchangeFTX ExchangeName = "ftx"
|
||||
ExchangeOKEx ExchangeName = "okex"
|
||||
ExchangeKucoin ExchangeName = "kucoin"
|
||||
ExchangeBacktest ExchangeName = "backtest"
|
||||
)
|
||||
|
||||
var SupportedExchanges = []ExchangeName{"binance", "max", "ftx", "okex", "kucoin"}
|
||||
var SupportedExchanges = []ExchangeName{
|
||||
ExchangeMax,
|
||||
ExchangeBinance,
|
||||
ExchangeFTX,
|
||||
ExchangeOKEx,
|
||||
ExchangeKucoin,
|
||||
// note: we are not using "backtest"
|
||||
}
|
||||
|
||||
func ValidExchangeName(a string) (ExchangeName, error) {
|
||||
switch strings.ToLower(a) {
|
||||
|
@ -122,7 +129,7 @@ type ExchangeTransferService interface {
|
|||
}
|
||||
|
||||
type ExchangeWithdrawalService interface {
|
||||
Withdrawal(ctx context.Context, asset string, amount fixedpoint.Value, address string, options *WithdrawalOptions) error
|
||||
Withdraw(ctx context.Context, asset string, amount fixedpoint.Value, address string, options *WithdrawalOptions) error
|
||||
}
|
||||
|
||||
type ExchangeRewardService interface {
|
||||
|
|
|
@ -2,8 +2,9 @@ package types
|
|||
|
||||
import (
|
||||
"fmt"
|
||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||
"time"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||
)
|
||||
|
||||
type Withdraw struct {
|
||||
|
@ -23,8 +24,32 @@ type Withdraw struct {
|
|||
Network string `json:"network" db:"network"`
|
||||
}
|
||||
|
||||
func (w Withdraw) String() string {
|
||||
return fmt.Sprintf("withdraw %s %v to %s at %s", w.Asset, w.Amount, w.Address, w.ApplyTime.Time())
|
||||
func cutstr(s string, maxLen, head, tail int) string {
|
||||
if len(s) > maxLen {
|
||||
l := len(s)
|
||||
return s[0:head] + "..." + s[l-tail:]
|
||||
}
|
||||
return s
|
||||
}
|
||||
|
||||
func (w Withdraw) String() (o string) {
|
||||
o = fmt.Sprintf("withdraw %s %v -> ", w.Asset, w.Amount)
|
||||
|
||||
if len(w.Network) > 0 && w.Network != w.Asset {
|
||||
o += w.Network + ":"
|
||||
}
|
||||
|
||||
o += fmt.Sprintf("%s at %s", w.Address, w.ApplyTime.Time())
|
||||
|
||||
if !w.TransactionFee.IsZero() {
|
||||
o += fmt.Sprintf("fee %f %s", w.TransactionFee.Float64(), w.TransactionFeeCurrency)
|
||||
}
|
||||
|
||||
if len(w.TransactionID) > 0 {
|
||||
o += fmt.Sprintf("txID: %s", cutstr(w.TransactionID, 12, 4, 4))
|
||||
}
|
||||
|
||||
return o
|
||||
}
|
||||
|
||||
func (w Withdraw) EffectiveTime() time.Time {
|
||||
|
|
Loading…
Reference in New Issue
Block a user