ftx:support deposit histories

pkg/cmd/deposit.go

@@ -0,0 +1,97 @@
+package cmd
+
+import (
+	"context"
+	"fmt"
+	"os"
+	"time"
+
+	"github.com/pkg/errors"
+	log "github.com/sirupsen/logrus"
+	"github.com/spf13/cobra"
+
+	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func init() {
+	depositsCmd.Flags().String("session", "", "the exchange session name for querying balances")
+	depositsCmd.Flags().String("asset", "", "the trading pair, like btcusdt")
+	RootCmd.AddCommand(depositsCmd)
+}
+
+// go run ./cmd/bbgo deposits --session=ftx --asset="BTC"
+// This is a testing util and will query deposits in last 7 days.
+var depositsCmd = &cobra.Command{
+	Use:          "deposits",
+	SilenceUsage: true,
+	RunE: func(cmd *cobra.Command, args []string) error {
+		ctx := context.Background()
+
+		configFile, err := cmd.Flags().GetString("config")
+		if err != nil {
+			return err
+		}
+
+		if len(configFile) == 0 {
+			return errors.New("--config option is required")
+		}
+
+		// if config file exists, use the config loaded from the config file.
+		// otherwise, use a empty config object
+		var userConfig *bbgo.Config
+		if _, err := os.Stat(configFile); err == nil {
+			// load successfully
+			userConfig, err = bbgo.Load(configFile, false)
+			if err != nil {
+				return err
+			}
+		} else if os.IsNotExist(err) {
+			// config file doesn't exist
+			userConfig = &bbgo.Config{}
+		} else {
+			// other error
+			return err
+		}
+
+		environ := bbgo.NewEnvironment()
+
+		if err := environ.ConfigureExchangeSessions(userConfig); err != nil {
+			return err
+		}
+
+		sessionName, err := cmd.Flags().GetString("session")
+		if err != nil {
+			return err
+		}
+
+		session, ok := environ.Session(sessionName)
+		if !ok {
+			return fmt.Errorf("session %s not found", sessionName)
+		}
+
+		asset, err := cmd.Flags().GetString("asset")
+		if err != nil {
+			return fmt.Errorf("can't get the asset from flags: %w", err)
+		}
+		if asset == "" {
+			return fmt.Errorf("asset is not found")
+		}
+
+		until := time.Now()
+		since := until.Add(-7 * 24 * time.Hour)
+		exchange, ok := session.Exchange.(types.ExchangeTransferService)
+		if !ok {
+			return fmt.Errorf("exchange session %s does not implement transfer service", sessionName)
+		}
+		histories, err := exchange.QueryDepositHistory(ctx, asset, since, until)
+		if err != nil {
+			return err
+		}
+
+		for _, h := range histories {
+			log.Infof("deposit history: %+v", h)
+		}
+		return nil
+	},
+}

pkg/exchange/ftx/convert.go

@@ -3,6 +3,9 @@ package ftx
 import (
 	"fmt"
 	"strings"
+	"time"
+
+	log "github.com/sirupsen/logrus"
 
 	"github.com/c9s/bbgo/pkg/datatype"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
@@ -73,3 +76,35 @@ func toGlobalOrder(r order) (types.Order, error) {
 
 	return o, nil
 }
+
+func toGlobalDeposit(input depositHistory) (types.Deposit, error) {
+	s, err := toGlobalDepositStatus(input.Status)
+	if err != nil {
+		log.WithError(err).Warnf("assign empty string to the deposit status")
+	}
+	t := input.Time
+	if input.ConfirmedTime != (time.Time{}) {
+		t = input.ConfirmedTime
+	}
+	d := types.Deposit{
+		GID:           0,
+		Exchange:      types.ExchangeFTX,
+		Time:          datatype.Time(t),
+		Amount:        input.Size,
+		Asset:         toGlobalCurrency(input.Coin),
+		TransactionID: input.TxID,
+		Status:        s,
+		Address:       input.Address.Address,
+		AddressTag:    input.Address.Tag,
+	}
+	return d, nil
+}
+
+func toGlobalDepositStatus(input string) (types.DepositStatus, error) {
+	// The document only list `confirmed` status
+	switch input {
+	case "confirmed", "complete":
+		return types.DepositSuccess, nil
+	}
+	return "", fmt.Errorf("unsupported status %s", input)
+}

pkg/exchange/ftx/exchange.go

@@ -149,7 +149,27 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
 }
 
 func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []types.Deposit, err error) {
-	panic("implement me")
+	if err = verifySinceUntil(since, until); err != nil {
+		return nil, err
+	}
+
+	resp, err := e.newRest().DepositHistory(ctx)
+	if err != nil {
+		return nil, err
+	}
+	sort.Slice(resp.Result, func(i, j int) bool {
+		return resp.Result[i].Time.Before(resp.Result[j].Time)
+	})
+	for _, r := range resp.Result {
+		d, err := toGlobalDeposit(r)
+		if err != nil {
+			return nil, err
+		}
+		if d.Asset == asset && !since.After(d.Time.Time()) && !until.Before(d.Time.Time()) {
+			allDeposits = append(allDeposits, d)
+		}
+	}
+	return
 }
 
 func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []types.Withdraw, err error) {
@@ -212,8 +232,8 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
 // symbol, since and until are all optional. FTX can only query by order created time, not updated time.
 // FTX doesn't support lastOrderID, so we will query by the time range first, and filter by the lastOrderID.
 func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []types.Order, err error) {
-	if since.After(until) {
-		return nil, fmt.Errorf("since can't be after until")
+	if err := verifySinceUntil(since, until); err != nil {
+		return nil, err
 	}
 	if lastOrderID > 0 {
 		logger.Warn("FTX doesn't support lastOrderID")
@@ -281,3 +301,16 @@ func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticke
 func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error) {
 	panic("implement me")
 }
+
+func verifySinceUntil(since, until time.Time) error {
+	if since.After(until) {
+		return fmt.Errorf("since can't be greater than until")
+	}
+	if since == (time.Time{}) {
+		return fmt.Errorf("since not found")
+	}
+	if until == (time.Time{}) {
+		return fmt.Errorf("until not found")
+	}
+	return nil
+}

pkg/exchange/ftx/exchange_test.go

@@ -11,6 +11,7 @@ import (
 
 	"github.com/stretchr/testify/assert"
 
+	"github.com/c9s/bbgo/pkg/datatype"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -116,7 +117,7 @@ func TestExchange_QueryClosedOrders(t *testing.T) {
 		serverURL, err := url.Parse(ts.URL)
 		assert.NoError(t, err)
 		ex.restEndpoint = serverURL
-		resp, err := ex.QueryClosedOrders(context.Background(), "BTC-PERP", time.Time{}, time.Time{}, 100)
+		resp, err := ex.QueryClosedOrders(context.Background(), "BTC-PERP", time.Now(), time.Now(), 100)
 		assert.NoError(t, err)
 
 		assert.Len(t, resp, 0)
@@ -157,7 +158,7 @@ func TestExchange_QueryClosedOrders(t *testing.T) {
 		serverURL, err := url.Parse(ts.URL)
 		assert.NoError(t, err)
 		ex.restEndpoint = serverURL
-		resp, err := ex.QueryClosedOrders(context.Background(), "BTC-PERP", time.Time{}, time.Time{}, 100)
+		resp, err := ex.QueryClosedOrders(context.Background(), "BTC-PERP", time.Now(), time.Now(), 100)
 		assert.NoError(t, err)
 		assert.Len(t, resp, 1)
 		assert.Equal(t, "BTC-PERP", resp[0].Symbol)
@@ -201,7 +202,7 @@ func TestExchange_QueryClosedOrders(t *testing.T) {
 		serverURL, err := url.Parse(ts.URL)
 		assert.NoError(t, err)
 		ex.restEndpoint = serverURL
-		resp, err := ex.QueryClosedOrders(context.Background(), "BTC-PERP", time.Time{}, time.Time{}, 100)
+		resp, err := ex.QueryClosedOrders(context.Background(), "BTC-PERP", time.Now(), time.Now(), 100)
 		assert.NoError(t, err)
 		assert.Len(t, resp, 3)
 
@@ -272,7 +273,7 @@ func TestExchange_QueryClosedOrders(t *testing.T) {
 		serverURL, err := url.Parse(ts.URL)
 		assert.NoError(t, err)
 		ex.restEndpoint = serverURL
-		resp, err := ex.QueryClosedOrders(context.Background(), "BTC-PERP", time.Time{}, time.Time{}, 100)
+		resp, err := ex.QueryClosedOrders(context.Background(), "BTC-PERP", time.Now(), time.Now(), 100)
 		assert.NoError(t, err)
 		assert.Len(t, resp, 2)
 		expectedOrderID := []uint64{123, 456}
@@ -423,3 +424,63 @@ func TestExchange_QueryMarkets(t *testing.T) {
 		TickSize:        1,
 	}, resp["BTC/USD"])
 }
+
+func TestExchange_QueryDepositHistory(t *testing.T) {
+	respJSON := `
+{
+  "success": true,
+  "result": [
+    {
+      "coin": "TUSD",
+      "confirmations": 64,
+      "confirmedTime": "2019-03-05T09:56:55.728933+00:00",
+      "fee": 0,
+      "id": 1,
+      "sentTime": "2019-03-05T09:56:55.735929+00:00",
+      "size": 99.0,
+      "status": "confirmed",
+      "time": "2019-03-05T09:56:55.728933+00:00",
+      "txid": "0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1",
+			"address": {"address": "test-addr", "tag": "test-tag"}
+    }
+  ]
+}
+`
+	ts := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
+		fmt.Fprintln(w, respJSON)
+	}))
+	defer ts.Close()
+
+	ex := NewExchange("", "", "")
+	serverURL, err := url.Parse(ts.URL)
+	assert.NoError(t, err)
+	ex.restEndpoint = serverURL
+
+	ctx := context.Background()
+	layout := "2006-01-02T15:04:05.999999Z07:00"
+	actualConfirmedTime, err := time.Parse(layout, "2019-03-05T09:56:55.728933+00:00")
+	assert.NoError(t, err)
+	dh, err := ex.QueryDepositHistory(ctx, "TUSD", actualConfirmedTime.Add(-1*time.Hour), actualConfirmedTime.Add(1*time.Hour))
+	assert.NoError(t, err)
+	assert.Len(t, dh, 1)
+	assert.Equal(t, types.Deposit{
+		Exchange:      types.ExchangeFTX,
+		Time:          datatype.Time(actualConfirmedTime),
+		Amount:        99.0,
+		Asset:         "TUSD",
+		TransactionID: "0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1",
+		Status:        types.DepositSuccess,
+		Address:       "test-addr",
+		AddressTag:    "test-tag",
+	}, dh[0])
+
+	// not in the time range
+	dh, err = ex.QueryDepositHistory(ctx, "TUSD", actualConfirmedTime.Add(1*time.Hour), actualConfirmedTime.Add(2*time.Hour))
+	assert.NoError(t, err)
+	assert.Len(t, dh, 0)
+
+	// exclude by asset
+	dh, err = ex.QueryDepositHistory(ctx, "BTC", actualConfirmedTime.Add(-1*time.Hour), actualConfirmedTime.Add(1*time.Hour))
+	assert.NoError(t, err)
+	assert.Len(t, dh, 0)
+}

pkg/exchange/ftx/rest.go

@@ -19,7 +19,7 @@ import (
 )
 
 type restRequest struct {
-	*balanceRequest
+	*walletRequest
 	*orderRequest
 	*accountRequest
 	*marketRequest
@@ -46,7 +46,7 @@ func newRestRequest(c *http.Client, baseURL *url.URL) *restRequest {
 
 	r.marketRequest = &marketRequest{restRequest: r}
 	r.accountRequest = &accountRequest{restRequest: r}
-	r.balanceRequest = &balanceRequest{restRequest: r}
+	r.walletRequest = &walletRequest{restRequest: r}
 	r.orderRequest = &orderRequest{restRequest: r}
 	return r
 }

pkg/exchange/ftx/rest_balance_request.go

@@ -1,29 +0,0 @@
-package ftx
-
-import (
-	"context"
-	"encoding/json"
-	"fmt"
-)
-
-type balanceRequest struct {
-	*restRequest
-}
-
-func (r *balanceRequest) Balances(ctx context.Context) (balances, error) {
-	resp, err := r.
-		Method("GET").
-		ReferenceURL("api/wallet/balances").
-		DoAuthenticatedRequest(ctx)
-
-	if err != nil {
-		return balances{}, err
-	}
-
-	var b balances
-	if err := json.Unmarshal(resp.Body, &b); err != nil {
-		return balances{}, fmt.Errorf("failed to unmarshal balance response body to json: %w", err)
-	}
-
-	return b, nil
-}

pkg/exchange/ftx/rest_responses.go

@@ -200,3 +200,57 @@ type orderResponse struct {
 
 	Result order `json:"result"`
 }
+
+/*
+{
+  "success": true,
+  "result": [
+    {
+      "coin": "TUSD",
+      "confirmations": 64,
+      "confirmedTime": "2019-03-05T09:56:55.728933+00:00",
+      "fee": 0,
+      "id": 1,
+      "sentTime": "2019-03-05T09:56:55.735929+00:00",
+      "size": 99.0,
+      "status": "confirmed",
+      "time": "2019-03-05T09:56:55.728933+00:00",
+      "txid": "0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1"
+    }
+  ]
+}
+*/
+type depositHistoryResponse struct {
+	Success bool             `json:"success"`
+	Result  []depositHistory `json:"result"`
+}
+
+type depositHistory struct {
+	ID            int64     `json:"id"`
+	Coin          string    `json:"coin"`
+	TxID          string    `json:"txid"`
+	Address       address   `json:"address"`
+	Confirmations int64     `json:"confirmations"`
+	ConfirmedTime time.Time `json:"confirmedTime"`
+	Fee           float64   `json:"fee"`
+	SentTime      time.Time `json:"sentTime"`
+	Size          float64   `json:"size"`
+	Status        string    `json:"status"`
+	Time          time.Time `json:"time"`
+	Notes         string    `json:"notes"`
+}
+
+/**
+{
+	"address": "test123",
+	"tag": null,
+	"method": "ltc",
+	"coin": null
+}
+*/
+type address struct {
+	Address string `json:"address"`
+	Tag     string `json:"tag"`
+	Method  string `json:"method"`
+	Coin    string `json:"coin"`
+}

pkg/exchange/ftx/rest_wallet_request.go

@@ -0,0 +1,47 @@
+package ftx
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+)
+
+type walletRequest struct {
+	*restRequest
+}
+
+func (r *walletRequest) DepositHistory(ctx context.Context) (depositHistoryResponse, error) {
+	resp, err := r.
+		Method("GET").
+		ReferenceURL("api/wallet/deposits").
+		DoAuthenticatedRequest(ctx)
+
+	if err != nil {
+		return depositHistoryResponse{}, err
+	}
+
+	var d depositHistoryResponse
+	if err := json.Unmarshal(resp.Body, &d); err != nil {
+		return depositHistoryResponse{}, fmt.Errorf("failed to unmarshal deposit history response body to json: %w", err)
+	}
+
+	return d, nil
+}
+
+func (r *walletRequest) Balances(ctx context.Context) (balances, error) {
+	resp, err := r.
+		Method("GET").
+		ReferenceURL("api/wallet/balances").
+		DoAuthenticatedRequest(ctx)
+
+	if err != nil {
+		return balances{}, err
+	}
+
+	var b balances
+	if err := json.Unmarshal(resp.Body, &b); err != nil {
+		return balances{}, fmt.Errorf("failed to unmarshal balance response body to json: %w", err)
+	}
+
+	return b, nil
+}

pkg/types/deposit.go

@@ -9,7 +9,7 @@ import (
 type DepositStatus string
 
 const (
-	DepositOther = DepositStatus("")
+	// EMPTY string means not supported
 
 	DepositPending = DepositStatus("pending")