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Copy pathbiz.go
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1832 lines (1705 loc) · 51.1 KB
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package banexg
import (
"bytes"
"compress/gzip"
"context"
"encoding/gob"
"fmt"
"io"
"maps"
"math"
"math/rand"
"net/http"
"net/url"
"os"
"reflect"
"sort"
"strconv"
"strings"
"time"
"github.com/banbox/banexg/errs"
"github.com/banbox/banexg/log"
"github.com/banbox/banexg/utils"
"github.com/banbox/bntp"
"github.com/sasha-s/go-deadlock"
"github.com/shopspring/decimal"
"go.uber.org/zap"
)
// globalProxy holds the process-wide HTTP proxy function set via SetProxy.
// It is applied by NewHttpClient and as a fallback in Exchange.Init.
var globalProxy func(*http.Request) (*url.URL, error)
// SetProxy sets a process-wide HTTP proxy. It also patches
// http.DefaultTransport so that any code using http.Get / http.DefaultClient
// automatically goes through the proxy.
// - "no" : explicitly disable proxy
// - "" : if globalProxy is already set, keep it; otherwise try
// HTTPS_PROXY / HTTP_PROXY env, then system proxy
// - other : use as proxy URL
func SetProxy(proxyUrl string) *errs.Error {
if proxyUrl == "no" {
globalProxy = nil
if t, ok := http.DefaultTransport.(*http.Transport); ok {
t.Proxy = http.ProxyFromEnvironment
}
return nil
}
if proxyUrl == "" {
if globalProxy != nil {
return nil
}
// 尝试从环境变量和系统代理中解析
proxyUrl = utils.GetSystemEnvProxy()
if proxyUrl == "" {
prx, err := utils.GetSystemProxy()
if err != nil {
log.Error("GetSystemProxy fail, skip", zap.Error(err))
} else if prx != nil {
proxyUrl = fmt.Sprintf("%s://%s:%s", prx.Protocol, prx.Host, prx.Port)
}
}
if proxyUrl == "" {
return nil
}
}
parsed, err := url.Parse(proxyUrl)
if err != nil {
return errs.New(errs.CodeParamInvalid, err)
}
globalProxy = http.ProxyURL(parsed)
if t, ok := http.DefaultTransport.(*http.Transport); ok {
t.Proxy = globalProxy
}
return nil
}
// GetProxy returns the current global proxy URL string, or empty if not set.
func GetProxy() string {
if globalProxy == nil {
return ""
}
u, err := globalProxy(nil)
if err != nil || u == nil {
return ""
}
return u.String()
}
// NewHttpClient creates an *http.Client that inherits the global proxy set
// via SetProxy. Callers may further customise the returned client.
func NewHttpClient() *http.Client {
client := &http.Client{}
if globalProxy != nil {
client.Transport = &http.Transport{Proxy: globalProxy}
}
return client
}
func (e *Exchange) Init() *errs.Error {
e.HttpClient = &http.Client{}
e.wsCheckStop = make(chan struct{})
// 代理解析：优先传入Proxy(no表示禁用)，其次全局代理(含env/system自动检测)
proxyUrl := utils.GetMapVal(e.Options, OptProxy, "")
if proxyUrl == "no" {
// 显式禁用代理
} else if proxyUrl != "" {
proxy, err := url.Parse(proxyUrl)
if err != nil {
return errs.New(errs.CodeParamInvalid, err)
}
e.Proxy = http.ProxyURL(proxy)
e.HttpClient.Transport = &http.Transport{Proxy: e.Proxy}
} else {
// 空字符串：尝试触发全局自动检测，然后使用全局代理
_ = SetProxy("")
if globalProxy != nil {
e.Proxy = globalProxy
e.HttpClient.Transport = &http.Transport{Proxy: globalProxy}
}
}
e.parseOptCreds()
utils.SetFieldBy(&e.UserAgent, e.Options, OptUserAgent, "")
if e.EnableRateLimit == BoolNull {
e.EnableRateLimit = BoolTrue
}
e.CalcRateLimiterCost = makeCalcRateLimiterCost(e)
e.ReqHeaders = DefReqHeaders
reqHeaders := utils.GetMapVal(e.Options, OptReqHeaders, map[string]string{})
for k, v := range reqHeaders {
e.ReqHeaders[k] = v
}
e.WsIntvs = DefWsIntvs
wsIntvs := utils.GetMapVal(e.Options, OptWsIntvs, map[string]int{})
for k, v := range wsIntvs {
e.WsIntvs[k] = v
}
e.Retries = DefRetries
retries := utils.GetMapVal(e.Options, OptRetries, map[string]int{})
for k, v := range retries {
e.Retries[k] = v
}
// 更新api缓存时间
apiCaches := utils.GetMapVal(e.Options, OptApiCaches, map[string]int{})
var failCaches []string
for k, v := range apiCaches {
if api, ok := e.Apis[k]; ok {
api.CacheSecs = v
} else {
failCaches = append(failCaches, k)
}
}
if len(failCaches) > 0 {
log.Error("invalid api keys for OptApiCaches", zap.Strings("keys", failCaches))
}
err := e.SetDump(utils.GetMapVal(e.Options, OptDumpPath, ""))
if err != nil {
return err
}
err = e.SetReplay(utils.GetMapVal(e.Options, OptReplayPath, ""))
if err != nil {
return err
}
apiEnv := utils.GetMapVal(e.Options, OptEnv, "")
if apiEnv == "test" {
e.Hosts.TestNet = true
}
// 更新手续费比率
fees := utils.GetMapVal(e.Options, OptFees, map[string]map[string]float64{})
e.SetFees(fees)
utils.SetFieldBy(&e.CareMarkets, e.Options, OptCareMarkets, nil)
utils.SetFieldBy(&e.MarketType, e.Options, OptMarketType, MarketSpot)
utils.SetFieldBy(&e.ContractType, e.Options, OptContractType, "")
utils.SetFieldBy(&e.TimeInForce, e.Options, OptTimeInForce, DefTimeInForce)
utils.SetFieldBy(&e.DebugWS, e.Options, OptDebugWs, false)
utils.SetFieldBy(&e.DebugAPI, e.Options, OptDebugApi, false)
utils.SetFieldBy(&e.WsBatchSize, e.Options, OptDumpBatchSize, 1000)
utils.SetFieldBy(&e.WsTimeout, e.Options, OptWsTimeout, 15000)
e.CurrByCodeLock.Lock()
e.CurrByIdLock.Lock()
e.CurrCodeMap = DefCurrCodeMap
e.CurrenciesById = map[string]*Currency{}
e.CurrenciesByCode = map[string]*Currency{}
e.WSClients = map[string]*WsClient{}
e.WsOutChans = map[string]interface{}{}
e.WsChanRefs = map[string]map[string]struct{}{}
e.OrderBooks = map[string]*OrderBook{}
e.MarkPrices = map[string]map[string]float64{}
e.KeyTimeStamps = map[string]int64{}
e.ExgInfo.Min1mHole = 1
e.CurrByIdLock.Unlock()
e.CurrByCodeLock.Unlock()
return nil
}
/**************************** Business Functions *******************************/
func (e *Exchange) SafeCurrency(currId string) *Currency {
if currId == "" {
return &Currency{}
}
if e.CurrenciesById != nil {
e.CurrByIdLock.Lock()
curr, ok := e.CurrenciesById[currId]
e.CurrByIdLock.Unlock()
if ok {
return curr
}
}
code := currId
if mapped, ok := e.CurrCodeMap[strings.ToUpper(currId)]; ok {
code = mapped
}
return &Currency{
ID: currId,
Code: code,
}
}
func (e *Exchange) SetFees(fees map[string]map[string]float64) {
if len(fees) == 0 {
return
}
if e.Fees == nil {
e.Fees = &ExgFee{}
}
for market, feeMap := range fees {
var target *TradeFee
if market == "linear" {
if e.Fees.Linear == nil {
e.Fees.Linear = &TradeFee{}
}
target = e.Fees.Linear
} else if market == "inverse" {
if e.Fees.Inverse == nil {
e.Fees.Inverse = &TradeFee{}
}
target = e.Fees.Inverse
} else {
if e.Fees.Main == nil {
e.Fees.Main = &TradeFee{}
}
target = e.Fees.Main
}
for field, rate := range feeMap {
field = strings.ToLower(field)
if field == "taker" {
target.Taker = rate
} else if field == "maker" {
target.Maker = rate
} else {
log.Warn("unknown fee Field, expect: maker/taker", zap.String("val", field))
}
}
}
}
func (e *Exchange) SafeCurrencyCode(currId string) string {
return e.SafeCurrency(currId).Code
}
func doLoadMarkets(e *Exchange, params map[string]interface{}) {
var markets MarketMap
var currencies CurrencyMap
var err *errs.Error
markets, currencies = e.getMarketsCache(true)
if markets == nil {
markets, currencies, err = e.fetchMarketsCurrs(params)
if err != nil {
e.MarketsWait <- err
return
}
}
// 更新Markets
e.setMarkets(markets)
// 更新currencies
e.setCurrencies(currencies, markets)
e.MarketsWait <- markets
}
func (e *Exchange) fetchMarketsCurrs(params map[string]interface{}) (MarketMap, CurrencyMap, *errs.Error) {
var markets MarketMap
var currencies CurrencyMap
var err *errs.Error
// 设置写入锁
marketsLock.Lock()
defer marketsLock.Unlock()
ts, ok := exgMarketTS[e.Name]
delayMins := int((e.MilliSeconds() - ts) / 60000)
if ok && delayMins == 0 {
// 并发写入，其他线程已写入
markets, currencies = e.getMarketsCache(false)
if markets != nil {
return markets, currencies, nil
}
}
if e.HasApi(ApiFetchCurrencies, "") {
currencies, err = e.FetchCurrencies(params)
if err != nil {
return nil, nil, err
}
}
cares := e.getAllCareMarkets()
markets, err = e.FetchMarkets(cares, params)
if err != nil {
return nil, nil, err
}
// 写入到缓存
exgMarketTS[e.Name] = e.MilliSeconds()
exgCacheCurrs[e.Name] = currencies
exgCacheMarkets[e.Name] = markets
exgCareMarkets[e.Name] = cares
return markets, currencies, nil
}
func (e *Exchange) setMarkets(markets MarketMap) {
// 现货的放在前面
items := make([]*Market, 0, len(markets))
for _, v := range markets {
items = append(items, v)
}
sort.Slice(items, func(i, j int) bool {
var iv, ij = 0, 0
if items[i].Spot {
iv = 1
}
if items[j].Spot {
ij = 1
}
return iv > ij
})
marketsById := make(MarketArrMap)
var symbols = make([]string, len(markets))
var IDs = make([]string, 0, len(markets)/2)
for i, item := range items {
symbols[i] = item.Symbol
if list, ok := marketsById[item.ID]; ok {
marketsById[item.ID] = append(list, item)
} else {
marketsById[item.ID] = []*Market{item}
IDs = append(IDs, item.ID)
}
}
sort.Strings(symbols)
sort.Strings(IDs)
// 按固定顺序获取锁，防止死锁
e.MarketsLock.Lock()
e.MarketsByIdLock.Lock()
e.Markets = markets
e.MarketsById = marketsById
e.Symbols = symbols
e.IDs = IDs
e.MarketsByIdLock.Unlock()
e.MarketsLock.Unlock()
}
func (e *Exchange) setCurrencies(currencies CurrencyMap, markets MarketMap) {
var currByCode CurrencyMap
var currById CurrencyMap
if currencies == nil {
var currs = make([]*Currency, 0)
var defCurrPrec, defCurrPrecMode = float64(8), PrecModeDecimalPlace
for _, market := range markets {
if market.Base != "" {
curr := Currency{
ID: market.BaseID,
Code: market.Base,
Precision: market.Precision.Base,
PrecMode: market.Precision.ModeBase,
}
if curr.ID == "" {
curr.ID = market.Base
}
if curr.Precision == 0 {
if market.Precision.Amount > 0 {
curr.Precision = market.Precision.Amount
curr.PrecMode = market.Precision.ModeAmount
} else {
curr.Precision = defCurrPrec
curr.PrecMode = defCurrPrecMode
}
}
currs = append(currs, &curr)
}
if market.Quote == "" {
curr := Currency{
ID: market.QuoteID,
Code: market.Quote,
Precision: market.Precision.Quote,
PrecMode: market.Precision.ModeQuote,
}
if curr.ID == "" {
curr.ID = market.Quote
}
if curr.Precision == 0 {
if market.Precision.Price > 0 {
curr.Precision = market.Precision.Price
curr.PrecMode = market.Precision.ModePrice
} else {
curr.Precision = defCurrPrec
curr.PrecMode = defCurrPrecMode
}
}
currs = append(currs, &curr)
}
}
var highPrecs = make(map[string]*Currency)
for _, curr := range currs {
if old, ok := highPrecs[curr.Code]; ok {
if old.PrecMode == PrecModeTickSize {
if curr.Precision < old.Precision {
highPrecs[curr.Code] = curr
}
} else if curr.Precision > old.Precision {
highPrecs[curr.Code] = curr
}
} else {
highPrecs[curr.Code] = curr
}
}
// 先复制现有的 CurrenciesByCode
e.CurrByCodeLock.Lock()
currByCode = make(CurrencyMap, len(e.CurrenciesByCode)+len(highPrecs))
for k, v := range e.CurrenciesByCode {
currByCode[k] = v
}
e.CurrByCodeLock.Unlock()
for _, v := range highPrecs {
if old, ok := currByCode[v.Code]; ok {
old.ID = v.ID
old.Precision = v.Precision
old.PrecMode = v.PrecMode
} else {
currByCode[v.Code] = v
}
}
} else {
currByCode = currencies
}
currById = make(CurrencyMap, len(currByCode))
for _, v := range currByCode {
currById[v.ID] = v
}
// 按固定顺序获取锁，防止死锁
e.CurrByCodeLock.Lock()
e.CurrByIdLock.Lock()
e.CurrenciesByCode = currByCode
e.CurrenciesById = currById
e.CurrByIdLock.Unlock()
e.CurrByCodeLock.Unlock()
}
func (e *Exchange) getMarketsCache(lock bool) (MarketMap, CurrencyMap) {
// 检查时间戳未过期
if lock {
marketsLock.RLock()
defer marketsLock.RUnlock()
}
ts, ok := exgMarketTS[e.Name]
delayMins := int((e.MilliSeconds() - ts) / 60000)
if !ok || delayMins < exgMarketExpireMins {
return nil, nil
}
// 检查是否缓存了所有所需的市场类型
if len(e.CareMarkets) < len(e.getAllCareMarkets()) {
return nil, nil
}
// 检查有缓存结果
markets, ok := exgCacheMarkets[e.Name]
if !ok || len(markets) == 0 {
return nil, nil
}
currs, ok := exgCacheCurrs[e.Name]
if !ok || len(currs) == 0 {
return nil, nil
}
return markets, currs
}
/*
将当前交易所的CareMarkets和全局所有交易所的ExgCareMarkets合并返回。
用于刷新全部市场信息
*/
func (e *Exchange) getAllCareMarkets() []string {
careArr, ok := exgCareMarkets[e.Name]
if !ok || len(careArr) == 0 {
return e.CareMarkets
}
cares := map[string]struct{}{}
for _, mar := range careArr {
cares[mar] = struct{}{}
}
for _, mar := range e.CareMarkets {
cares[mar] = struct{}{}
}
var res = make([]string, 0, len(cares))
for key := range cares {
res = append(res, key)
}
return res
}
func (e *Exchange) LoadMarkets(reload bool, params map[string]interface{}) (MarketMap, *errs.Error) {
if reload || e.Markets == nil {
if e.MarketsWait == nil {
e.MarketsWait = make(chan interface{})
log.Debug("try load markets", zap.Int64("stamp", e.MilliSeconds()))
go doLoadMarkets(e, params)
}
result := <-e.MarketsWait
e.MarketsWait = nil
if mars, ok := result.(MarketMap); ok && mars != nil {
return mars, nil
}
if err, ok := result.(*errs.Error); ok && err != nil {
return nil, err
}
return nil, errs.NewMsg(errs.CodeUnsupportMarket, "unknown markets type: %t", result)
}
return e.Markets, nil
}
func (e *Exchange) GetPriceOnePip(pair string) (float64, *errs.Error) {
markets, err := e.LoadMarkets(false, nil)
if err != nil {
return 0, err
}
if mar, ok := markets[pair]; ok {
precision := mar.Precision.Price
if mar.Precision.ModePrice == PrecModeTickSize {
return precision, nil
} else {
return 1 / math.Pow(10, precision), nil
}
}
return 0, errs.NewMsg(errs.CodeNoMarketForPair, "no market found for pair")
}
func (e *Exchange) GetCurMarkets() MarketMap {
result := make(MarketMap)
fltFut := e.IsContract(e.MarketType)
isSwap := e.ContractType == MarketSwap
e.MarketsLock.Lock()
for key, mar := range e.Markets {
if !mar.Active || mar.Type != e.MarketType {
continue
}
if fltFut && isSwap && !mar.Swap {
continue
}
result[key] = mar
}
e.MarketsLock.Unlock()
return result
}
func (e *Exchange) GetMarketBy(symbol string) (*Market, bool) {
var mar *Market
var ok bool
e.MarketsLock.Lock()
if len(e.Markets) > 0 {
mar, ok = e.Markets[symbol]
}
e.MarketsLock.Unlock()
return mar, ok
}
/*
GetMarket 获取市场信息
symbol ccxt的symbol、交易所的ID，必须严格正确，如果可能错误，
根据当前的MarketType和MarketInverse过滤匹配
*/
func (e *Exchange) GetMarket(symbol string) (*Market, *errs.Error) {
if e.Markets == nil {
return nil, errs.NewMsg(errs.CodeMarketNotLoad, "markets not loaded")
}
if mar, ok := e.GetMarketBy(symbol); ok {
if mar.Spot && e.IsContract("") {
// 当前是合约模式，返回合约的Market
settle := mar.Quote
if e.MarketType == MarketInverse {
settle = mar.Base
}
futureSymbol := symbol + ":" + settle
if mar, ok = e.GetMarketBy(futureSymbol); ok {
return mar, nil
}
return nil, errs.NewMsg(errs.CodeNoMarketForPair, "no market found: %v - %v - %v",
e.ExgInfo.Name, e.ExgInfo.MarketType, symbol)
}
return mar, nil
} else {
market := e.GetMarketById(symbol, "")
if market != nil {
return market, nil
}
}
return nil, errs.NewMsg(errs.CodeNoMarketForPair, "no market found: %v - %v - %v",
e.ExgInfo.Name, e.ExgInfo.MarketType, symbol)
}
func (e *Exchange) MapMarket(exgSID string, year int) (*Market, *errs.Error) {
mar := e.GetMarketById(exgSID, "")
if mar == nil {
return nil, errs.NewMsg(errs.CodeNoMarketForPair, "no market found: %v - %v - %v",
e.ExgInfo.Name, e.ExgInfo.MarketType, exgSID)
}
return mar, nil
}
/*
GetMarketID
从CCXT的symbol得到交易所ID
*/
func (e *Exchange) GetMarketID(symbol string) (string, *errs.Error) {
market, err := e.GetMarket(symbol)
if err != nil {
return "", err
}
return market.ID, nil
}
func (e *Exchange) GetMarketIDByArgs(args map[string]interface{}, required bool) (string, *errs.Error) {
symbol := utils.PopMapVal(args, ParamSymbol, "")
if symbol == "" {
if required {
return "", errs.NewMsg(errs.CodeParamRequired, "symbol required")
}
return "", nil
}
return e.GetMarketID(symbol)
}
/*
GetMarketById get market by exchange id (Upper Required!)
*/
func (e *Exchange) GetMarketById(marketId, marketType string) *Market {
if e.MarketsById == nil {
return nil
}
e.MarketsByIdLock.Lock()
mars, ok := e.MarketsById[marketId]
e.MarketsByIdLock.Unlock()
if ok {
// 这里不能判断有一个时直接返回，有可能市场不一致：bybit现货市场信息不含SEC，但现货tickers含SEC
if marketType == "" {
marketType = e.MarketType
}
for _, mar := range mars {
if mar.Type == marketType {
return mar
} else if mar.Margin && marketType == MarketMargin {
mar2 := *mar
mar2.Type = MarketMargin
return &mar2
}
}
}
return nil
}
/*
SafeMarket
从交易所品种ID转为规范化市场信息
*/
func (e *Exchange) SafeMarket(marketId, delimiter, marketType string) *Market {
// GetMarketById 内部已有锁保护
market := e.GetMarketById(marketId, marketType)
if market != nil {
return market
}
result := &Market{
ID: marketId,
}
if delimiter != "" {
parts := strings.Split(marketId, delimiter)
if len(parts) == 2 {
result.BaseID = parts[0]
result.QuoteID = parts[1]
result.Base = e.SafeCurrencyCode(result.BaseID)
result.Quote = e.SafeCurrencyCode(result.QuoteID)
result.Symbol = result.Base + "/" + result.Quote
}
}
return result
}
/*
SafeSymbol 将交易所品种ID转为规范化品种ID
marketType TradeSpot/TradeMargin/TradeSwap/TradeFuture/TradeOption
linear/inverse
*/
func (e *Exchange) SafeSymbol(marketId, delimiter, marketType string) string {
return e.SafeMarket(marketId, delimiter, marketType).Symbol
}
/*
CheckSymbols
split valid and invalid symbols
*/
func (e *Exchange) CheckSymbols(symbols ...string) ([]string, []string) {
var items = make(map[string]struct{})
for _, symbol := range symbols {
items[symbol] = struct{}{}
}
e.MarketsLock.Lock()
var valids = make([]string, 0, len(symbols))
var fails = make([]string, 0, len(symbols)/5)
for symbol := range items {
if _, ok := e.Markets[symbol]; ok {
valids = append(valids, symbol)
} else {
fails = append(fails, symbol)
}
}
e.MarketsLock.Unlock()
return valids, fails
}
func (e *Exchange) Info() *ExgInfo {
return e.ExgInfo
}
func (e *Exchange) FetchOHLCV(symbol, timeframe string, since int64, limit int, params map[string]interface{}) ([]*Kline, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) FetchBalance(params map[string]interface{}) (*Balances, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) FetchPositions(symbols []string, params map[string]interface{}) ([]*Position, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) FetchAccountPositions(symbols []string, params map[string]interface{}) ([]*Position, *errs.Error) {
return nil, nil
}
func (e *Exchange) FetchTicker(symbol string, params map[string]interface{}) (*Ticker, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) FetchTickers(symbols []string, params map[string]interface{}) ([]*Ticker, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) FetchTickerPrice(symbol string, params map[string]interface{}) (map[string]float64, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) FetchOrder(symbol, orderId string, params map[string]interface{}) (*Order, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) FetchOrders(symbol string, since int64, limit int, params map[string]interface{}) ([]*Order, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) FetchOpenOrders(symbol string, since int64, limit int, params map[string]interface{}) ([]*Order, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) FetchIncomeHistory(inType string, symbol string, since int64, limit int, params map[string]interface{}) ([]*Income, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) FetchFundingRate(symbol string, params map[string]interface{}) (*FundingRateCur, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) FetchFundingRates(symbols []string, params map[string]interface{}) ([]*FundingRateCur, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) FetchFundingRateHistory(symbol string, since int64, limit int, params map[string]interface{}) ([]*FundingRate, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) FetchLastPrices(symbols []string, params map[string]interface{}) ([]*LastPrice, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) FetchOrderBook(symbol string, limit int, params map[string]interface{}) (*OrderBook, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) CreateOrder(symbol, odType, side string, amount float64, price float64, params map[string]interface{}) (*Order, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) EditOrder(symbol, orderId, side string, amount, price float64, params map[string]interface{}) (*Order, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) CancelOrder(id string, symbol string, params map[string]interface{}) (*Order, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) SetLeverage(leverage float64, symbol string, params map[string]interface{}) (map[string]interface{}, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) LoadLeverageBrackets(reload bool, params map[string]interface{}) *errs.Error {
return errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) GetLeverage(symbol string, notional float64, account string) (float64, float64) {
return 0, 0
}
func (e *Exchange) CalcMaintMargin(symbol string, cost float64) (float64, *errs.Error) {
return 0, nil
}
func (e *Exchange) InitLeverageBrackets() *errs.Error {
return nil
}
func (e *Exchange) Call(method string, params map[string]interface{}) (*HttpRes, *errs.Error) {
params = utils.SafeParams(params)
tryNum := utils.PopMapVal(params, ParamRetry, -1)
if tryNum < 0 {
tryNum = e.GetRetryNum(method, 1)
}
rsp := e.RequestApiRetry(context.Background(), method, params, tryNum)
if rsp.Error != nil {
return nil, rsp.Error
}
return rsp, nil
}
func (e *Exchange) WatchOrderBooks(symbols []string, limit int, params map[string]interface{}) (chan *OrderBook, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) UnWatchOrderBooks(symbols []string, params map[string]interface{}) *errs.Error {
return errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) WatchOHLCVs(jobs [][2]string, params map[string]interface{}) (chan *PairTFKline, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) UnWatchOHLCVs(jobs [][2]string, params map[string]interface{}) *errs.Error {
return errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) WatchMarkPrices(symbols []string, params map[string]interface{}) (chan map[string]float64, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) UnWatchMarkPrices(symbols []string, params map[string]interface{}) *errs.Error {
return errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) WatchTrades(symbols []string, params map[string]interface{}) (chan *Trade, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) UnWatchTrades(symbols []string, params map[string]interface{}) *errs.Error {
return errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) WatchMyTrades(params map[string]interface{}) (chan *MyTrade, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) WatchBalance(params map[string]interface{}) (chan *Balances, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) WatchPositions(params map[string]interface{}) (chan []*Position, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) WatchAccountConfig(params map[string]interface{}) (chan *AccountConfig, *errs.Error) {
return nil, errs.NewMsg(errs.CodeNotImplement, "method not implement")
}
func (e *Exchange) CloseWsFile() {
if e.WsFile != nil {
err_ := e.WsFile.Close()
if err_ != nil {
log.Error("close ws file fail", zap.Error(err_))
}
e.WsFile = nil
}
}
func (e *Exchange) SetDump(path string) *errs.Error {
if path == "" {
if e.WsEncoder != nil {
if len(e.WsCache) > 0 {
err_ := e.WsEncoder.Encode(e.WsCache)
if err_ != nil {
log.Error("dump ws cache fail", zap.Error(err_))
}
}
e.WsEncoder = nil
err_ := e.WsWriter.Close()
if err_ != nil {
log.Error("write ws cache fail", zap.Error(err_))
}
e.WsWriter = nil
e.CloseWsFile()
}
return nil
}
if e.WsDecoder != nil {
return errs.NewMsg(errs.CodeRunTime, "cannot dump in replay mode")
}
// dump websocket messages for replay later
file, err := os.OpenFile(path, os.O_CREATE|os.O_WRONLY|os.O_APPEND, 0644)
if err != nil {
return errs.New(errs.CodeIOWriteFail, err)
}
e.WsFile = file
e.WsCache = nil
e.WsWriter = gzip.NewWriter(file)
e.WsEncoder = gob.NewEncoder(e.WsWriter)
return nil
}
func (e *Exchange) SetReplay(path string) *errs.Error {
if path == "" {
if e.WsDecoder != nil {
e.WsDecoder = nil
err := e.WsReader.Close()
if err != nil {
return errs.New(errs.CodeIOReadFail, err)
}
e.WsReader = nil
e.CloseWsFile()
}
return nil
}
// replay ws message with dumped file
if e.WsEncoder != nil {
return errs.NewMsg(errs.CodeRunTime, "cannot set replay in dump mode !")
}
file, err := os.Open(path)
if err != nil {
return errs.New(errs.CodeIOReadFail, err)
}
e.WsFile = file
e.WsCache = nil
e.WsReader, err = gzip.NewReader(file)
if err != nil {
return errs.New(errs.CodeIOReadFail, err)
}
e.WsDecoder = gob.NewDecoder(e.WsReader)
return nil
}
func (e *Exchange) DumpWS(name string, data interface{}) {
if e.WsEncoder == nil || data == nil {
return
}
dataStr, err_ := utils.MarshalString(data)
if err_ != nil {
log.Warn("marshal data fail for DumpWs", zap.String("name", name), zap.Error(err_))
return
}
item := &WsLog{
Name: name,
TimeMS: bntp.UTCStamp(),
Content: dataStr,
}
e.WsCache = append(e.WsCache, item)
if len(e.WsCache) > e.WsBatchSize {
rows := e.WsCache
e.WsCache = nil
go func() {
e.wsCacheLock.Lock()
defer e.wsCacheLock.Unlock()
err := e.WsEncoder.Encode(rows)
if err != nil {
log.Error("dump ws cache fail", zap.Error(err))
}
}()
}
}
func (e *Exchange) GetReplayTo() int64 {
if e.WsNextMS == 0 {
if len(e.WsCache) == 0 {
e.WsCache = make([]*WsLog, 0, e.WsBatchSize)
if err := e.WsDecoder.Decode(&e.WsCache); err != nil {
e.WsNextMS = math.MaxInt64
return e.WsNextMS
}
}
if len(e.WsCache) > 0 {