mirror of
https://github.com/c9s/bbgo.git
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414 lines
9.4 KiB
Go
414 lines
9.4 KiB
Go
package max
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import (
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"context"
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"fmt"
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"strconv"
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"strings"
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"time"
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"github.com/pkg/errors"
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log "github.com/sirupsen/logrus"
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maxapi "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/util"
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)
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type Exchange struct {
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client *maxapi.RestClient
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key, secret string
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}
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func New(key, secret string) *Exchange {
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client := maxapi.NewRestClient(maxapi.ProductionAPIURL)
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client.Auth(key, secret)
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return &Exchange{
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client: client,
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key: key,
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secret: secret,
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}
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}
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func (e *Exchange) Name() types.ExchangeName {
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return types.ExchangeMax
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}
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func (e *Exchange) NewStream() types.Stream {
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return NewStream(e.key, e.secret)
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}
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func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) error {
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orderType, err := toLocalOrderType(order.Type)
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if err != nil {
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return err
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}
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req := e.client.OrderService.NewCreateOrderRequest().
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Market(order.Symbol).
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OrderType(string(orderType)).
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Side(toLocalSideType(order.Side)).
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Volume(order.QuantityString).
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Price(order.PriceString)
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retOrder, err := req.Do(ctx)
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if err != nil {
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return err
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}
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logger.Infof("order created: %+v", retOrder)
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return err
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}
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// PlatformFeeCurrency
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func (e *Exchange) PlatformFeeCurrency() string {
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return toGlobalCurrency("MAX")
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}
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func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
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userInfo, err := e.client.AccountService.Me()
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if err != nil {
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return nil, err
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}
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var balances = make(types.BalanceMap)
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for _, a := range userInfo.Accounts {
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balances[toGlobalCurrency(a.Currency)] = types.Balance{
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Currency: toGlobalCurrency(a.Currency),
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Available: util.MustParseFloat(a.Balance),
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Locked: util.MustParseFloat(a.Locked),
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}
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}
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return &types.Account{
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MakerCommission: 15, // 0.15%
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TakerCommission: 15, // 0.15%
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Balances: balances,
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}, nil
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}
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func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []types.Withdraw, err error) {
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startTime := since
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txIDs := map[string]struct{}{}
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for startTime.Before(until) {
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// startTime ~ endTime must be in 90 days
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endTime := startTime.AddDate(0, 0, 60)
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if endTime.After(until) {
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endTime = until
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}
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log.Infof("querying withdraw %s: %s <=> %s", asset, startTime, endTime)
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req := e.client.AccountService.NewGetWithdrawalHistoryRequest()
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if len(asset) > 0 {
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req.Currency(toLocalCurrency(asset))
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}
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withdraws, err := req.
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From(startTime.Unix()).
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To(endTime.Unix()).
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Do(ctx)
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if err != nil {
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return allWithdraws, err
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}
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for _, d := range withdraws {
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if _, ok := txIDs[d.TxID]; ok {
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continue
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}
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// we can convert this later
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status := d.State
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switch d.State {
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case "confirmed":
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status = "completed" // make it compatible with binance
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case "submitting", "submitted", "accepted",
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"rejected", "suspect", "approved", "delisted_processing",
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"processing", "retryable", "sent", "canceled",
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"failed", "pending",
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"kgi_manually_processing", "kgi_manually_confirmed", "kgi_possible_failed",
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"sygna_verifying":
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default:
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status = d.State
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}
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txIDs[d.TxID] = struct{}{}
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allWithdraws = append(allWithdraws, types.Withdraw{
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ApplyTime: time.Unix(d.CreatedAt, 0),
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Asset: toGlobalCurrency(d.Currency),
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Amount: util.MustParseFloat(d.Amount),
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Address: "",
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AddressTag: "",
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TransactionID: d.TxID,
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TransactionFee: util.MustParseFloat(d.Fee),
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// WithdrawOrderID: d.WithdrawOrderID,
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// Network: d.Network,
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Status: status,
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})
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}
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startTime = endTime
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}
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return allWithdraws, nil
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}
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func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []types.Deposit, err error) {
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startTime := since
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txIDs := map[string]struct{}{}
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for startTime.Before(until) {
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// startTime ~ endTime must be in 90 days
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endTime := startTime.AddDate(0, 0, 60)
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if endTime.After(until) {
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endTime = until
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}
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log.Infof("querying deposit history %s: %s <=> %s", asset, startTime, endTime)
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req := e.client.AccountService.NewGetDepositHistoryRequest()
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if len(asset) > 0 {
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req.Currency(toLocalCurrency(asset))
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}
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deposits, err := req.
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From(startTime.Unix()).
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To(endTime.Unix()).Do(ctx)
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if err != nil {
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return nil, err
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}
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for _, d := range deposits {
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if _, ok := txIDs[d.TxID]; ok {
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continue
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}
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allDeposits = append(allDeposits, types.Deposit{
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Time: time.Unix(d.CreatedAt, 0),
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Amount: util.MustParseFloat(d.Amount),
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Asset: toGlobalCurrency(d.Currency),
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Address: "", // not supported
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AddressTag: "", // not supported
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TransactionID: d.TxID,
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Status: convertDepositState(d.State),
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})
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}
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startTime = endTime
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}
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return allDeposits, err
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}
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func convertDepositState(a string) types.DepositStatus {
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switch a {
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case "submitting", "submitted", "checking":
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return types.DepositPending
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case "accepted":
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return types.DepositSuccess
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case "rejected":
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return types.DepositRejected
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case "canceled":
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return types.DepositCancelled
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case "suspect", "refunded":
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}
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return types.DepositStatus(a)
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}
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func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error) {
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accounts, err := e.client.AccountService.Accounts()
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if err != nil {
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return nil, err
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}
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var balances = make(types.BalanceMap)
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for _, a := range accounts {
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balances[toGlobalCurrency(a.Currency)] = types.Balance{
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Currency: toGlobalCurrency(a.Currency),
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Available: util.MustParseFloat(a.Balance),
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Locked: util.MustParseFloat(a.Locked),
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}
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}
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return balances, nil
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}
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func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error) {
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req := e.client.TradeService.NewPrivateTradeRequest()
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req.Market(toLocalSymbol(symbol))
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if options.Limit > 0 {
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req.Limit(options.Limit)
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}
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if options.LastTradeID > 0 {
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req.From(options.LastTradeID)
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}
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// make it compatible with binance, we need the last trade id for the next page.
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req.OrderBy("asc")
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remoteTrades, err := req.Do(ctx)
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if err != nil {
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return nil, err
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}
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for _, t := range remoteTrades {
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localTrade, err := convertRemoteTrade(t)
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if err != nil {
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logger.WithError(err).Errorf("can not convert trade: %+v", t)
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continue
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}
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logger.Infof("T: id=%d % 4s %s P=%f Q=%f %s", localTrade.ID, localTrade.Symbol, localTrade.Side, localTrade.Price, localTrade.Quantity, localTrade.Time)
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trades = append(trades, *localTrade)
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}
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return trades, nil
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}
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func (e *Exchange) QueryKLines(ctx context.Context, symbol, interval string, options types.KLineQueryOptions) ([]types.KLine, error) {
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var limit = 5000
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if options.Limit > 0 {
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// default limit == 500
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limit = options.Limit
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}
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if options.StartTime == nil {
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return nil, errors.New("start time can not be empty")
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}
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if options.EndTime != nil {
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return nil, errors.New("end time is not supported")
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}
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log.Infof("querying kline %s %s %v", symbol, interval, options)
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// avoid rate limit
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time.Sleep(100 * time.Millisecond)
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localKlines, err := e.client.PublicService.KLines(toLocalSymbol(symbol), interval, *options.StartTime, limit)
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if err != nil {
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return nil, err
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}
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var kLines []types.KLine
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for _, k := range localKlines {
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kLines = append(kLines, k.KLine())
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}
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return kLines, nil
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}
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func (e *Exchange) QueryAveragePrice(ctx context.Context, symbol string) (float64, error) {
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ticker, err := e.client.PublicService.Ticker(toLocalSymbol(symbol))
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if err != nil {
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return 0, err
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}
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return (util.MustParseFloat(ticker.Sell) + util.MustParseFloat(ticker.Buy)) / 2, nil
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}
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func toGlobalCurrency(currency string) string {
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return strings.ToUpper(currency)
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}
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func toLocalCurrency(currency string) string {
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return strings.ToLower(currency)
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}
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func toLocalSymbol(symbol string) string {
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return strings.ToLower(symbol)
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}
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func toGlobalSymbol(symbol string) string {
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return strings.ToUpper(symbol)
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}
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func toLocalSideType(side types.SideType) string {
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return strings.ToLower(string(side))
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}
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func toGlobalSideType(v string) string {
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switch strings.ToLower(v) {
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case "bid":
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return "BUY"
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case "ask":
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return "SELL"
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case "self-trade":
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return "SELF"
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}
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return strings.ToUpper(v)
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}
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func toLocalOrderType(orderType types.OrderType) (maxapi.OrderType, error) {
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switch orderType {
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case types.OrderTypeLimit:
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return maxapi.OrderTypeLimit, nil
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case types.OrderTypeMarket:
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return maxapi.OrderTypeMarket, nil
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}
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return "", fmt.Errorf("order type %s not supported", orderType)
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}
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func convertRemoteTrade(t maxapi.Trade) (*types.Trade, error) {
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// skip trade ID that is the same. however this should not happen
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var side = toGlobalSideType(t.Side)
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// trade time
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mts := time.Unix(0, t.CreatedAtMilliSeconds*int64(time.Millisecond))
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price, err := strconv.ParseFloat(t.Price, 64)
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if err != nil {
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return nil, err
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}
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quantity, err := strconv.ParseFloat(t.Volume, 64)
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if err != nil {
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return nil, err
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}
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quoteQuantity, err := strconv.ParseFloat(t.Funds, 64)
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if err != nil {
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return nil, err
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}
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fee, err := strconv.ParseFloat(t.Fee, 64)
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if err != nil {
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return nil, err
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}
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return &types.Trade{
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ID: int64(t.ID),
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Price: price,
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Symbol: toGlobalSymbol(t.Market),
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Exchange: "max",
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Quantity: quantity,
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Side: side,
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IsBuyer: t.IsBuyer(),
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IsMaker: t.IsMaker(),
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Fee: fee,
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FeeCurrency: toGlobalCurrency(t.FeeCurrency),
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QuoteQuantity: quoteQuantity,
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Time: mts,
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}, nil
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}
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