Merge pull request #1678 from c9s/c9s/xalign/withdraw-detection

FEATURE: [xalign] add withdraw detection

pkg/exchange/binance/binanceapi/get_withdraw_history_request.go

@@ -8,8 +8,9 @@ import (
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
 
-//go:generate stringer -type=TransferType
 // 1 for internal transfer, 0 for external transfer
+//
+//go:generate stringer -type=TransferType
 type TransferType int
 
 const (
@@ -33,7 +34,7 @@ type WithdrawRecord struct {
 	TxID            string           `json:"txId"`
 }
 
-//go:generate stringer -type=WithdrawStatus
+//go:generate stringer -type=WithdrawStatus -trimprefix=WithdrawStatus
 type WithdrawStatus int
 
 // WithdrawStatus: 0(0:Email Sent,1:Cancelled 2:Awaiting Approval 3:Rejected 4:Processing 5:Failure 6:Completed)

pkg/exchange/binance/binanceapi/get_withdraw_history_request_requestgen.go

@@ -212,6 +212,12 @@ func (g *GetWithdrawHistoryRequest) GetSlugsMap() (map[string]string, error) {
 	return slugs, nil
 }
 
+// GetPath returns the request path of the API
+func (g *GetWithdrawHistoryRequest) GetPath() string {
+	return "/sapi/v1/capital/withdraw/history"
+}
+
+// Do generates the request object and send the request object to the API endpoint
 func (g *GetWithdrawHistoryRequest) Do(ctx context.Context) ([]WithdrawRecord, error) {
 
 	// empty params for GET operation
@@ -221,7 +227,9 @@ func (g *GetWithdrawHistoryRequest) Do(ctx context.Context) ([]WithdrawRecord, e
 		return nil, err
 	}
 
-	apiURL := "/sapi/v1/capital/withdraw/history"
+	var apiURL string
+
+	apiURL = g.GetPath()
 
 	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
 	if err != nil {
@@ -234,8 +242,32 @@ func (g *GetWithdrawHistoryRequest) Do(ctx context.Context) ([]WithdrawRecord, e
 	}
 
 	var apiResponse []WithdrawRecord
-	if err := response.DecodeJSON(&apiResponse); err != nil {
-		return nil, err
+
+	type responseUnmarshaler interface {
+		Unmarshal(data []byte) error
+	}
+
+	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
+		if err := unmarshaler.Unmarshal(response.Body); err != nil {
+			return nil, err
+		}
+	} else {
+		// The line below checks the content type, however, some API server might not send the correct content type header,
+		// Hence, this is commented for backward compatibility
+		// response.IsJSON()
+		if err := response.DecodeJSON(&apiResponse); err != nil {
+			return nil, err
+		}
+	}
+
+	type responseValidator interface {
+		Validate() error
+	}
+
+	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
+		if err := validator.Validate(); err != nil {
+			return nil, err
+		}
 	}
 	return apiResponse, nil
 }

pkg/exchange/binance/binanceapi/withdrawstatus_string.go

@@ -1,4 +1,4 @@
-// Code generated by "stringer -type=WithdrawStatus"; DO NOT EDIT.
+// Code generated by "stringer -type=WithdrawStatus -trimprefix=WithdrawStatus"; DO NOT EDIT.
 
 package binanceapi
 
@@ -17,9 +17,9 @@ func _() {
 	_ = x[WithdrawStatusCompleted-6]
 }
 
-const _WithdrawStatus_name = "WithdrawStatusEmailSentWithdrawStatusCancelledWithdrawStatusAwaitingApprovalWithdrawStatusRejectedWithdrawStatusProcessingWithdrawStatusFailureWithdrawStatusCompleted"
+const _WithdrawStatus_name = "EmailSentCancelledAwaitingApprovalRejectedProcessingFailureCompleted"
 
-var _WithdrawStatus_index = [...]uint8{0, 23, 46, 76, 98, 122, 143, 166}
+var _WithdrawStatus_index = [...]uint8{0, 9, 18, 34, 42, 52, 59, 68}
 
 func (i WithdrawStatus) String() string {
 	if i < 0 || i >= WithdrawStatus(len(_WithdrawStatus_index)-1) {

pkg/exchange/binance/convert.go

@@ -9,10 +9,32 @@ import (
 	"github.com/adshao/go-binance/v2/futures"
 	"github.com/pkg/errors"
 
+	"github.com/c9s/bbgo/pkg/exchange/binance/binanceapi"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+func toGlobalWithdrawStatus(status binanceapi.WithdrawStatus) (types.WithdrawStatus, error) {
+	switch status {
+	case binanceapi.WithdrawStatusEmailSent:
+		return types.WithdrawStatusSent, nil
+	case binanceapi.WithdrawStatusCancelled:
+		return types.WithdrawStatusCancelled, nil
+	case binanceapi.WithdrawStatusAwaitingApproval:
+		return types.WithdrawStatusAwaitingApproval, nil
+	case binanceapi.WithdrawStatusRejected:
+		return types.WithdrawStatusRejected, nil
+	case binanceapi.WithdrawStatusProcessing:
+		return types.WithdrawStatusProcessing, nil
+	case binanceapi.WithdrawStatusFailure:
+		return types.WithdrawStatusFailed, nil
+	case binanceapi.WithdrawStatusCompleted:
+		return types.WithdrawStatusCompleted, nil
+	default:
+		return types.WithdrawStatusUnknown, fmt.Errorf("unable to convert the withdraw status: %s", status)
+	}
+}
+
 func toGlobalMarket(symbol binance.Symbol) types.Market {
 	market := types.Market{
 		Exchange:        types.ExchangeBinance,

pkg/exchange/binance/exchange.go

@@ -571,6 +571,11 @@ func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since
 			return nil, err
 		}
 
+		status, err := toGlobalWithdrawStatus(d.Status)
+		if err != nil {
+			return nil, err
+		}
+
 		withdraws = append(withdraws, types.Withdraw{
 			Exchange:        types.ExchangeBinance,
 			ApplyTime:       types.Time(applyTime),
@@ -581,7 +586,8 @@ func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since
 			TransactionFee:  d.TransactionFee,
 			WithdrawOrderID: d.WithdrawOrderID,
 			Network:         d.Network,
-			Status:          d.Status.String(),
+			Status:          status,
+			OriginalStatus:  fmt.Sprintf("%s (%d)", d.Status.String(), int(d.Status)),
 		})
 	}
 

pkg/exchange/max/convert.go

@@ -340,3 +340,27 @@ func convertWebSocketOrderUpdate(u max.OrderUpdate) (*types.Order, error) {
 		UpdateTime:       types.Time(time.Unix(0, u.UpdateTime*int64(time.Millisecond))),
 	}, nil
 }
+
+func convertWithdrawStatus(state max.WithdrawState) types.WithdrawStatus {
+	switch state {
+
+	case max.WithdrawStateSent, max.WithdrawStateSubmitting, max.WithdrawStatePending, "accepted", "approved":
+		return types.WithdrawStatusSent
+
+	case max.WithdrawStateProcessing, "delisted_processing", "kgi_manually_processing", "kgi_manually_confirmed", "sygna_verifying":
+		return types.WithdrawStatusProcessing
+
+	case max.WithdrawStateFailed, "kgi_possible_failed", "rejected", "suspect", "retryable":
+		return types.WithdrawStatusFailed
+
+	case max.WithdrawStateCanceled:
+		return types.WithdrawStatusCancelled
+
+	case "confirmed":
+		// make it compatible with binance
+		return types.WithdrawStatusCompleted
+
+	default:
+		return types.WithdrawStatus(state)
+	}
+}

pkg/exchange/max/exchange.go

@@ -867,23 +867,7 @@ func (e *Exchange) QueryWithdrawHistory(
 			}
 
 			// we can convert this later
-			status := d.State
-			switch d.State {
-
-			case "confirmed":
-				status = "completed" // make it compatible with binance
-
-			case "submitting", "submitted", "accepted",
-				"rejected", "suspect", "approved", "delisted_processing",
-				"processing", "retryable", "sent", "canceled",
-				"failed", "pending",
-				"kgi_manually_processing", "kgi_manually_confirmed", "kgi_possible_failed",
-				"sygna_verifying":
-
-			default:
-				status = d.State
-
-			}
+			status := convertWithdrawStatus(d.State)
 
 			txIDs[d.TxID] = struct{}{}
 			withdraw := types.Withdraw{
@@ -891,14 +875,16 @@ func (e *Exchange) QueryWithdrawHistory(
 				ApplyTime:              types.Time(d.CreatedAt),
 				Asset:                  toGlobalCurrency(d.Currency),
 				Amount:                 d.Amount,
-				Address:                "",
+				Address:                d.Address,
 				AddressTag:             "",
 				TransactionID:          d.TxID,
 				TransactionFee:         d.Fee,
 				TransactionFeeCurrency: d.FeeCurrency,
+				Network:                d.NetworkProtocol,
 				// WithdrawOrderID: d.WithdrawOrderID,
 				// Network:         d.Network,
-				Status: status,
+				Status:         status,
+				OriginalStatus: string(d.State),
 			}
 			allWithdraws = append(allWithdraws, withdraw)
 		}

pkg/exchange/max/maxapi/account.go

@@ -155,7 +155,23 @@ type WithdrawState string
 
 const (
 	WithdrawStateSubmitting WithdrawState = "submitting"
+	WithdrawStateSubmitted  WithdrawState = "submitted"
 	WithdrawStateConfirmed  WithdrawState = "confirmed"
+	WithdrawStatePending    WithdrawState = "pending"
+	WithdrawStateProcessing WithdrawState = "processing"
+	WithdrawStateCanceled   WithdrawState = "canceled"
+	WithdrawStateFailed     WithdrawState = "failed"
+	WithdrawStateSent       WithdrawState = "sent"
+	WithdrawStateRejected   WithdrawState = "rejected"
+)
+
+type WithdrawStatus string
+
+const (
+	WithdrawStatusPending   WithdrawStatus = "pending"
+	WithdrawStatusCancelled WithdrawStatus = "cancelled"
+	WithdrawStatusFailed    WithdrawStatus = "failed"
+	WithdrawStatusOK        WithdrawStatus = "ok"
 )
 
 type Withdraw struct {
@@ -167,17 +183,22 @@ type Withdraw struct {
 	FeeCurrency     string           `json:"fee_currency"`
 	TxID            string           `json:"txid"`
 
+	NetworkProtocol string `json:"network_protocol"`
+	Address         string `json:"to_address"`
+
 	// State can be "submitting", "submitted",
 	//     "rejected", "accepted", "suspect", "approved", "delisted_processing",
 	//     "processing", "retryable", "sent", "canceled",
 	//     "failed", "pending", "confirmed",
 	//     "kgi_manually_processing", "kgi_manually_confirmed", "kgi_possible_failed",
 	//     "sygna_verifying"
-	State         string                     `json:"state"`
-	Confirmations int                        `json:"confirmations"`
-	CreatedAt     types.MillisecondTimestamp `json:"created_at"`
-	UpdatedAt     types.MillisecondTimestamp `json:"updated_at"`
-	Notes         string                     `json:"notes"`
+	State WithdrawState `json:"state"`
+
+	Status WithdrawStatus `json:"status,omitempty"`
+
+	CreatedAt types.MillisecondTimestamp `json:"created_at"`
+	UpdatedAt types.MillisecondTimestamp `json:"updated_at"`
+	Notes     string                     `json:"notes"`
 }
 
 //go:generate GetRequest -url "v2/withdrawals" -type GetWithdrawHistoryRequest -responseType []Withdraw

pkg/strategy/xalign/strategy.go

@@ -114,6 +114,34 @@ func (s *Strategy) aggregateBalances(
 	return totalBalances, sessionBalances
 }
 
+func (s *Strategy) detectActiveTransfers(ctx context.Context, sessions map[string]*bbgo.ExchangeSession) (bool, error) {
+	var err2 error
+	until := time.Now()
+	since := until.Add(-time.Hour * 24)
+	for _, session := range sessions {
+		transferService, ok := session.Exchange.(types.ExchangeTransferHistoryService)
+		if !ok {
+			continue
+		}
+
+		withdraws, err := transferService.QueryWithdrawHistory(ctx, "", since, until)
+		if err != nil {
+			log.WithError(err).Errorf("unable to query withdraw history")
+			err2 = err
+			continue
+		}
+
+		for _, withdraw := range withdraws {
+			switch withdraw.Status {
+			case types.WithdrawStatusProcessing, types.WithdrawStatusSent, types.WithdrawStatusAwaitingApproval:
+				return true, nil
+			}
+		}
+	}
+
+	return false, err2
+}
+
 func (s *Strategy) selectSessionForCurrency(
 	ctx context.Context, sessions map[string]*bbgo.ExchangeSession, currency string, changeQuantity fixedpoint.Value,
 ) (*bbgo.ExchangeSession, *types.SubmitOrder) {
@@ -391,6 +419,14 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
 		}
 	}
 
+	foundActiveTransfer, err := s.detectActiveTransfers(ctx, sessions)
+	if err != nil {
+		log.WithError(err).Errorf("unable to check active transfers")
+	} else if foundActiveTransfer {
+		log.Warnf("found active transfer, skip balance align check")
+		return
+	}
+
 	totalBalances, sessionBalances := s.aggregateBalances(ctx, sessions)
 	_ = sessionBalances
 

pkg/types/exchange.go

@@ -149,6 +149,11 @@ type CustomIntervalProvider interface {
 	IsSupportedInterval(interval Interval) bool
 }
 
+type ExchangeTransferHistoryService interface {
+	QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []Deposit, err error)
+	QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []Withdraw, err error)
+}
+
 type ExchangeTransferService interface {
 	QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []Deposit, err error)
 	QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []Withdraw, err error)

pkg/types/withdraw.go

@@ -7,14 +7,28 @@ import (
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
 
+type WithdrawStatus string
+
+const (
+	WithdrawStatusSent             WithdrawStatus = "sent"
+	WithdrawStatusCancelled        WithdrawStatus = "cancelled"
+	WithdrawStatusAwaitingApproval WithdrawStatus = "awaiting_approval"
+	WithdrawStatusRejected         WithdrawStatus = "rejected"
+	WithdrawStatusProcessing       WithdrawStatus = "processing"
+	WithdrawStatusFailed           WithdrawStatus = "failed"
+	WithdrawStatusCompleted        WithdrawStatus = "completed"
+	WithdrawStatusUnknown          WithdrawStatus = "unknown"
+)
+
 type Withdraw struct {
-	GID        int64            `json:"gid" db:"gid"`
-	Exchange   ExchangeName     `json:"exchange" db:"exchange"`
-	Asset      string           `json:"asset" db:"asset"`
-	Amount     fixedpoint.Value `json:"amount" db:"amount"`
-	Address    string           `json:"address" db:"address"`
-	AddressTag string           `json:"addressTag"`
-	Status     string           `json:"status"`
+	GID            int64            `json:"gid" db:"gid"`
+	Exchange       ExchangeName     `json:"exchange" db:"exchange"`
+	Asset          string           `json:"asset" db:"asset"`
+	Amount         fixedpoint.Value `json:"amount" db:"amount"`
+	Address        string           `json:"address" db:"address"`
+	AddressTag     string           `json:"addressTag"`
+	Status         WithdrawStatus   `json:"status"`
+	OriginalStatus string           `json:"originalStatus"`
 
 	TransactionID          string           `json:"transactionID" db:"txn_id"`
 	TransactionFee         fixedpoint.Value `json:"transactionFee" db:"txn_fee"`