fix QueryWithdrawHistory and QueryDepositHistory

pkg/exchange/binance/exchange.go

@@ -194,9 +194,27 @@ func (e *Exchange) QueryIsolatedMarginAccount(ctx context.Context, symbols ...st
 	return toGlobalIsolatedMarginAccount(account), nil
 }
 
-func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []types.Withdraw, err error) {
+func (e *Exchange) getLaunchDate() (time.Time, error) {
+	// binance launch date 12:00 July 14th, 2017
+	loc, err := time.LoadLocation("Asia/Shanghai")
+	if err != nil {
+		return time.Time{}, err
+	}
 
+	return time.Date(2017, time.July, 14, 0, 0, 0, 0, loc), nil
+}
+
+func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []types.Withdraw, err error) {
 	startTime := since
+
+	var emptyTime = time.Time{}
+	if startTime == emptyTime {
+		startTime, err = e.getLaunchDate()
+		if err != nil {
+			return nil, err
+		}
+	}
+
 	txIDs := map[string]struct{}{}
 
 	for startTime.Before(until) {

pkg/exchange/max/exchange.go

@@ -377,6 +377,16 @@ func (e *Exchange) PlatformFeeCurrency() string {
 	return toGlobalCurrency("max")
 }
 
+func (e *Exchange) getLaunchDate() (time.Time, error) {
+	// MAX launch date June 21th, 2018
+	loc, err := time.LoadLocation("Asia/Taipei")
+	if err != nil {
+		return time.Time{}, err
+	}
+
+	return time.Date(2018, time.June, 21, 0, 0, 0, 0, loc), nil
+}
+
 func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
 	if err := accountQueryLimiter.Wait(ctx); err != nil {
 		return nil, err
@@ -407,10 +417,19 @@ func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
 
 func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []types.Withdraw, err error) {
 	startTime := since
+	limit := 1000
 	txIDs := map[string]struct{}{}
 
+	emptyTime := time.Time{}
+	if startTime == emptyTime {
+		startTime, err = e.getLaunchDate()
+		if err != nil {
+			return nil, err
+		}
+	}
+
 	for startTime.Before(until) {
-		// startTime ~ endTime must be in 90 days
+		// startTime ~ endTime must be in 60 days
 		endTime := startTime.AddDate(0, 0, 60)
 		if endTime.After(until) {
 			endTime = until
@@ -425,12 +444,18 @@ func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since
 		withdraws, err := req.
 			From(startTime.Unix()).
 			To(endTime.Unix()).
+			Limit(limit).
 			Do(ctx)
 
 		if err != nil {
 			return allWithdraws, err
 		}
 
+		if len(withdraws) == 0 {
+			startTime = endTime
+			continue
+		}
+
 		for _, d := range withdraws {
 			if _, ok := txIDs[d.TxID]; ok {
 				continue
@@ -456,7 +481,7 @@ func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since
 			}
 
 			txIDs[d.TxID] = struct{}{}
-			allWithdraws = append(allWithdraws, types.Withdraw{
+			withdraw := types.Withdraw{
 				Exchange:       types.ExchangeMax,
 				ApplyTime:      datatype.Time(time.Unix(d.CreatedAt, 0)),
 				Asset:          toGlobalCurrency(d.Currency),
@@ -468,10 +493,17 @@ func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since
 				// WithdrawOrderID: d.WithdrawOrderID,
 				// Network:         d.Network,
 				Status: status,
-			})
+			}
+			allWithdraws = append(allWithdraws, withdraw)
+		}
+
+		// go next time frame
+		if len(withdraws) < limit {
+			startTime = endTime
+		} else {
+			startTime = time.Unix(withdraws[len(withdraws)-1].UpdatedAt, 0)
 		}
 
-		startTime = endTime
 	}
 
 	return allWithdraws, nil
@@ -507,14 +539,14 @@ func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since,
 			}
 
 			allDeposits = append(allDeposits, types.Deposit{
-				Exchange:       types.ExchangeMax,
-				Time:           datatype.Time(time.Unix(d.CreatedAt, 0)),
-				Amount:         util.MustParseFloat(d.Amount),
-				Asset:          toGlobalCurrency(d.Currency),
-				Address:        "", // not supported
-				AddressTag:     "", // not supported
-				TransactionID:  d.TxID,
-				Status:         toGlobalDepositStatus(d.State),
+				Exchange:      types.ExchangeMax,
+				Time:          datatype.Time(time.Unix(d.CreatedAt, 0)),
+				Amount:        util.MustParseFloat(d.Amount),
+				Asset:         toGlobalCurrency(d.Currency),
+				Address:       "", // not supported
+				AddressTag:    "", // not supported
+				TransactionID: d.TxID,
+				Status:        toGlobalDepositStatus(d.State),
 			})
 		}
 

pkg/service/reward.go

@@ -36,7 +36,7 @@ func (s *RewardService) QueryLast(ex types.ExchangeName, limit int) ([]types.Rew
 func (s *RewardService) Sync(ctx context.Context, exchange types.Exchange) error {
 	service, ok := exchange.(types.ExchangeRewardService)
 	if !ok {
-		return ErrNotImplemented
+		return ErrExchangeRewardServiceNotImplemented
 	}
 
 	var rewardKeys = map[string]struct{}{}

pkg/service/sync.go

@@ -8,7 +8,8 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-var ErrNotImplemented = errors.New("exchange does not implement ExchangeRewardService interface")
+var ErrNotImplemented = errors.New("not implemented")
+var ErrExchangeRewardServiceNotImplemented = errors.New("exchange does not implement ExchangeRewardService interface")
 
 type SyncService struct {
 	TradeService    *TradeService
@@ -31,7 +32,7 @@ func (s *SyncService) SyncSessionSymbols(ctx context.Context, exchange types.Exc
 	}
 
 	if err := s.RewardService.Sync(ctx, exchange); err != nil {
-		if err != ErrNotImplemented {
+		if err != ErrExchangeRewardServiceNotImplemented {
 			return err
 		}
 	}

pkg/service/withdraw.go

@@ -1,6 +1,9 @@
 package service
 
 import (
+	"context"
+	"time"
+
 	"github.com/jmoiron/sqlx"
 
 	"github.com/c9s/bbgo/pkg/types"
@@ -10,6 +13,37 @@ type WithdrawService struct {
 	DB *sqlx.DB
 }
 
+func (s *WithdrawService) Sync(ctx context.Context, ex types.Exchange) error {
+	txnIDs := map[string]struct{}{}
+
+	records, err := s.QueryLast(ex.Name(), 10)
+	if err != nil {
+		return err
+	}
+
+	for _, record := range records {
+		txnIDs[record.TransactionID] = struct{}{}
+	}
+
+	transferApi, ok := ex.(types.ExchangeTransferService)
+	if !ok {
+		return ErrNotImplemented
+	}
+
+	withdraws, err := transferApi.QueryWithdrawHistory(ctx, "", records[0].ApplyTime.Time(), time.Now())
+	if err != nil {
+		return err
+	}
+
+	for _, withdraw := range withdraws {
+		if _, exists := txnIDs[withdraw.TransactionID] ; exists {
+			continue
+		}
+	}
+
+	return nil
+}
+
 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{}{

pkg/types/withdraw.go

@@ -1,6 +1,7 @@
 package types
 
 import (
+	"fmt"
 	"time"
 
 	"github.com/c9s/bbgo/pkg/datatype"
@@ -23,6 +24,10 @@ type Withdraw struct {
 	Network                string        `json:"network" db:"network"`
 }
 
+func (w Withdraw) String() string {
+	return fmt.Sprintf("withdraw %s %f to %s at %s", w.Asset, w.Amount, w.Address, w.ApplyTime.Time())
+}
+
 func (w Withdraw) EffectiveTime() time.Time {
 	return w.ApplyTime.Time()
 }