package max import ( "context" "fmt" "strconv" "strings" "time" "github.com/pkg/errors" "github.com/sirupsen/logrus" maxapi "github.com/c9s/bbgo/pkg/exchange/max/maxapi" "github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/util" ) var log = logrus.WithField("exchange", "max") type Exchange struct { client *maxapi.RestClient key, secret string } func New(key, secret string) *Exchange { client := maxapi.NewRestClient(maxapi.ProductionAPIURL) client.Auth(key, secret) return &Exchange{ client: client, key: key, secret: secret, } } func (e *Exchange) Name() types.ExchangeName { return types.ExchangeMax } func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) { log.Info("querying market info...") remoteMarkets, err := e.client.PublicService.Markets() if err != nil { return nil, err } markets := types.MarketMap{} for _, m := range remoteMarkets { market := types.Market{ Symbol: toGlobalSymbol(m.ID), PricePrecision: m.QuoteUnitPrecision, VolumePrecision: m.BaseUnitPrecision, QuoteCurrency: toGlobalCurrency(m.QuoteUnit), BaseCurrency: toGlobalCurrency(m.BaseUnit), MinNotional: m.MinQuoteAmount, MinAmount: m.MinQuoteAmount, MinLot: m.MinBaseAmount, MinQuantity: m.MinBaseAmount, MaxQuantity: 10000.0, MinPrice: 0.1, MaxPrice: 10000.0, TickSize: 0.001, } markets[m.ID] = market } return markets, nil } func (e *Exchange) NewStream() types.Stream { return NewStream(e.key, e.secret) } func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) error { orderType, err := toLocalOrderType(order.Type) if err != nil { return err } req := e.client.OrderService.NewCreateOrderRequest(). Market(order.Symbol). OrderType(string(orderType)). Side(toLocalSideType(order.Side)). Volume(order.QuantityString). Price(order.PriceString) retOrder, err := req.Do(ctx) if err != nil { return err } logger.Infof("order created: %+v", retOrder) return err } // PlatformFeeCurrency func (e *Exchange) PlatformFeeCurrency() string { return toGlobalCurrency("max") } func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) { userInfo, err := e.client.AccountService.Me() if err != nil { return nil, err } var balances = make(types.BalanceMap) for _, a := range userInfo.Accounts { balances[toGlobalCurrency(a.Currency)] = types.Balance{ Currency: toGlobalCurrency(a.Currency), Available: util.MustParseFloat(a.Balance), Locked: util.MustParseFloat(a.Locked), } } return &types.Account{ MakerCommission: 15, // 0.15% TakerCommission: 15, // 0.15% Balances: balances, }, nil } func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []types.Withdraw, err error) { startTime := since 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 } log.Infof("querying withdraw %s: %s <=> %s", asset, startTime, endTime) req := e.client.AccountService.NewGetWithdrawalHistoryRequest() if len(asset) > 0 { req.Currency(toLocalCurrency(asset)) } withdraws, err := req. From(startTime.Unix()). To(endTime.Unix()). Do(ctx) if err != nil { return allWithdraws, err } for _, d := range withdraws { if _, ok := txIDs[d.TxID]; ok { continue } // 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 } txIDs[d.TxID] = struct{}{} allWithdraws = append(allWithdraws, types.Withdraw{ ApplyTime: time.Unix(d.CreatedAt, 0), Asset: toGlobalCurrency(d.Currency), Amount: util.MustParseFloat(d.Amount), Address: "", AddressTag: "", TransactionID: d.TxID, TransactionFee: util.MustParseFloat(d.Fee), // WithdrawOrderID: d.WithdrawOrderID, // Network: d.Network, Status: status, }) } startTime = endTime } return allWithdraws, nil } func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []types.Deposit, err error) { startTime := since 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 } log.Infof("querying deposit history %s: %s <=> %s", asset, startTime, endTime) req := e.client.AccountService.NewGetDepositHistoryRequest() if len(asset) > 0 { req.Currency(toLocalCurrency(asset)) } deposits, err := req. From(startTime.Unix()). To(endTime.Unix()).Do(ctx) if err != nil { return nil, err } for _, d := range deposits { if _, ok := txIDs[d.TxID]; ok { continue } allDeposits = append(allDeposits, types.Deposit{ 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: convertDepositState(d.State), }) } startTime = endTime } return allDeposits, err } func convertDepositState(a string) types.DepositStatus { switch a { case "submitting", "submitted", "checking": return types.DepositPending case "accepted": return types.DepositSuccess case "rejected": return types.DepositRejected case "canceled": return types.DepositCancelled case "suspect", "refunded": } return types.DepositStatus(a) } func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error) { accounts, err := e.client.AccountService.Accounts() if err != nil { return nil, err } var balances = make(types.BalanceMap) for _, a := range accounts { balances[toGlobalCurrency(a.Currency)] = types.Balance{ Currency: toGlobalCurrency(a.Currency), Available: util.MustParseFloat(a.Balance), Locked: util.MustParseFloat(a.Locked), } } return balances, nil } func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error) { req := e.client.TradeService.NewPrivateTradeRequest() req.Market(toLocalSymbol(symbol)) if options.Limit > 0 { req.Limit(options.Limit) } if options.LastTradeID > 0 { req.From(options.LastTradeID) } // make it compatible with binance, we need the last trade id for the next page. req.OrderBy("asc") remoteTrades, err := req.Do(ctx) if err != nil { return nil, err } for _, t := range remoteTrades { localTrade, err := convertRemoteTrade(t) if err != nil { logger.WithError(err).Errorf("can not convert trade: %+v", t) continue } logger.Infof("T: id=%d % 4s %s P=%f Q=%f %s", localTrade.ID, localTrade.Symbol, localTrade.Side, localTrade.Price, localTrade.Quantity, localTrade.Time) trades = append(trades, *localTrade) } return trades, nil } func (e *Exchange) QueryKLines(ctx context.Context, symbol, interval string, options types.KLineQueryOptions) ([]types.KLine, error) { var limit = 5000 if options.Limit > 0 { // default limit == 500 limit = options.Limit } if options.StartTime == nil { return nil, errors.New("start time can not be empty") } if options.EndTime != nil { return nil, errors.New("end time is not supported") } log.Infof("querying kline %s %s %v", symbol, interval, options) // avoid rate limit time.Sleep(100 * time.Millisecond) localKlines, err := e.client.PublicService.KLines(toLocalSymbol(symbol), interval, *options.StartTime, limit) if err != nil { return nil, err } var kLines []types.KLine for _, k := range localKlines { kLines = append(kLines, k.KLine()) } return kLines, nil } func (e *Exchange) QueryAveragePrice(ctx context.Context, symbol string) (float64, error) { ticker, err := e.client.PublicService.Ticker(toLocalSymbol(symbol)) if err != nil { return 0, err } return (util.MustParseFloat(ticker.Sell) + util.MustParseFloat(ticker.Buy)) / 2, nil } func toGlobalCurrency(currency string) string { return strings.ToUpper(currency) } func toLocalCurrency(currency string) string { return strings.ToLower(currency) } func toLocalSymbol(symbol string) string { return strings.ToLower(symbol) } func toGlobalSymbol(symbol string) string { return strings.ToUpper(symbol) } func toLocalSideType(side types.SideType) string { return strings.ToLower(string(side)) } func toGlobalSideType(v string) string { switch strings.ToLower(v) { case "bid": return "BUY" case "ask": return "SELL" case "self-trade": return "SELF" } return strings.ToUpper(v) } func toLocalOrderType(orderType types.OrderType) (maxapi.OrderType, error) { switch orderType { case types.OrderTypeLimit: return maxapi.OrderTypeLimit, nil case types.OrderTypeMarket: return maxapi.OrderTypeMarket, nil } return "", fmt.Errorf("order type %s not supported", orderType) } func convertRemoteTrade(t maxapi.Trade) (*types.Trade, error) { // skip trade ID that is the same. however this should not happen var side = toGlobalSideType(t.Side) // trade time mts := time.Unix(0, t.CreatedAtMilliSeconds*int64(time.Millisecond)) price, err := strconv.ParseFloat(t.Price, 64) if err != nil { return nil, err } quantity, err := strconv.ParseFloat(t.Volume, 64) if err != nil { return nil, err } quoteQuantity, err := strconv.ParseFloat(t.Funds, 64) if err != nil { return nil, err } fee, err := strconv.ParseFloat(t.Fee, 64) if err != nil { return nil, err } return &types.Trade{ ID: int64(t.ID), Price: price, Symbol: toGlobalSymbol(t.Market), Exchange: "max", Quantity: quantity, Side: side, IsBuyer: t.IsBuyer(), IsMaker: t.IsMaker(), Fee: fee, FeeCurrency: toGlobalCurrency(t.FeeCurrency), QuoteQuantity: quoteQuantity, Time: mts, }, nil }