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exchange.go
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exchange.go
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package max
import (
"context"
"fmt"
"math"
"os"
"sort"
"strconv"
"time"
"github.com/pkg/errors"
"github.com/sirupsen/logrus"
"go.uber.org/multierr"
"golang.org/x/time/rate"
maxapi "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
v3 "github.com/c9s/bbgo/pkg/exchange/max/maxapi/v3"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
var log = logrus.WithField("exchange", "max")
func init() {
_ = types.ExchangeTradeHistoryService(&Exchange{})
}
type Exchange struct {
types.MarginSettings
key, secret string
client *maxapi.RestClient
v3client *v3.Client
v3margin *v3.MarginService
submitOrderLimiter, queryTradeLimiter, accountQueryLimiter, closedOrderQueryLimiter, marketDataLimiter *rate.Limiter
}
func New(key, secret string) *Exchange {
baseURL := maxapi.ProductionAPIURL
if override := os.Getenv("MAX_API_BASE_URL"); len(override) > 0 {
baseURL = override
}
client := maxapi.NewRestClient(baseURL)
client.Auth(key, secret)
return &Exchange{
client: client,
key: key,
// pragma: allowlist nextline secret
secret: secret,
v3client: &v3.Client{Client: client},
v3margin: &v3.MarginService{Client: client},
queryTradeLimiter: rate.NewLimiter(rate.Every(250*time.Millisecond), 2),
// 1200 cpm (1200 requests per minute = 20 requests per second)
submitOrderLimiter: rate.NewLimiter(rate.Every(50*time.Millisecond), 20),
// closedOrderQueryLimiter is used for the closed orders query rate limit, 1 request per second
closedOrderQueryLimiter: rate.NewLimiter(rate.Every(1*time.Second), 1),
accountQueryLimiter: rate.NewLimiter(rate.Every(250*time.Millisecond), 1),
marketDataLimiter: rate.NewLimiter(rate.Every(2*time.Second), 10),
}
}
func (e *Exchange) Name() types.ExchangeName {
return types.ExchangeMax
}
func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) {
req := e.client.NewGetTickerRequest()
req.Market(toLocalSymbol(symbol))
ticker, err := req.Do(ctx)
if err != nil {
return nil, err
}
return &types.Ticker{
Time: ticker.Time,
Volume: ticker.Volume,
Last: ticker.Last,
Open: ticker.Open,
High: ticker.High,
Low: ticker.Low,
Buy: ticker.Buy,
Sell: ticker.Sell,
}, nil
}
func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error) {
if err := e.marketDataLimiter.Wait(ctx); err != nil {
return nil, err
}
var tickers = make(map[string]types.Ticker)
if len(symbol) == 1 {
ticker, err := e.QueryTicker(ctx, symbol[0])
if err != nil {
return nil, err
}
tickers[toGlobalSymbol(symbol[0])] = *ticker
} else {
req := e.client.NewGetTickersRequest()
maxTickers, err := req.Do(ctx)
if err != nil {
return nil, err
}
m := make(map[string]struct{})
exists := struct{}{}
for _, s := range symbol {
m[toGlobalSymbol(s)] = exists
}
for k, v := range maxTickers {
if _, ok := m[toGlobalSymbol(k)]; len(symbol) != 0 && !ok {
continue
}
tickers[toGlobalSymbol(k)] = types.Ticker{
Time: v.Time,
Volume: v.Volume,
Last: v.Last,
Open: v.Open,
High: v.High,
Low: v.Low,
Buy: v.Buy,
Sell: v.Sell,
}
}
}
return tickers, nil
}
func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
req := e.client.NewGetMarketsRequest()
remoteMarkets, err := req.Do(ctx)
if err != nil {
return nil, err
}
markets := types.MarketMap{}
for _, m := range remoteMarkets {
symbol := toGlobalSymbol(m.ID)
market := types.Market{
Exchange: types.ExchangeMax,
Symbol: symbol,
LocalSymbol: m.ID,
PricePrecision: m.QuoteUnitPrecision,
VolumePrecision: m.BaseUnitPrecision,
QuoteCurrency: toGlobalCurrency(m.QuoteUnit),
BaseCurrency: toGlobalCurrency(m.BaseUnit),
MinNotional: m.MinQuoteAmount,
MinAmount: m.MinQuoteAmount,
MinQuantity: m.MinBaseAmount,
MaxQuantity: fixedpoint.NewFromInt(10000),
// make it like 0.0001
StepSize: fixedpoint.NewFromFloat(1.0 / math.Pow10(m.BaseUnitPrecision)),
// used in the price formatter
MinPrice: fixedpoint.NewFromFloat(1.0 / math.Pow10(m.QuoteUnitPrecision)),
MaxPrice: fixedpoint.NewFromInt(10000),
TickSize: fixedpoint.NewFromFloat(1.0 / math.Pow10(m.QuoteUnitPrecision)),
}
markets[symbol] = market
}
return markets, nil
}
func (e *Exchange) NewStream() types.Stream {
stream := NewStream(e.key, e.secret)
stream.MarginSettings = e.MarginSettings
return stream
}
func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) ([]types.Trade, error) {
if q.OrderID == "" {
return nil, errors.New("max.QueryOrder: OrderID is required parameter")
}
orderID, err := strconv.ParseInt(q.OrderID, 10, 64)
if err != nil {
return nil, err
}
maxTrades, err := e.v3client.NewGetOrderTradesRequest().OrderID(uint64(orderID)).Do(ctx)
if err != nil {
return nil, err
}
var trades []types.Trade
for _, t := range maxTrades {
localTrades, err := toGlobalTradeV3(t)
if err != nil {
log.WithError(err).Errorf("can not convert trade: %+v", t)
continue
}
// because self-trades will contains ask and bid orders in its struct
// we need to make sure the trade's order is what we want
for _, localTrade := range localTrades {
if localTrade.OrderID == uint64(orderID) {
trades = append(trades, localTrade)
}
}
}
// ensure everything is sorted ascending
trades = types.SortTradesAscending(trades)
return trades, nil
}
func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.Order, error) {
if len(q.OrderID) == 0 && len(q.ClientOrderID) == 0 {
return nil, errors.New("max.QueryOrder: one of OrderID/ClientOrderID is required parameter")
}
if len(q.OrderID) != 0 && len(q.ClientOrderID) != 0 {
return nil, errors.New("max.QueryOrder: only accept one parameter of OrderID/ClientOrderID")
}
request := e.v3client.NewGetOrderRequest()
if len(q.OrderID) != 0 {
orderID, err := strconv.ParseInt(q.OrderID, 10, 64)
if err != nil {
return nil, err
}
request.Id(uint64(orderID))
}
if len(q.ClientOrderID) != 0 {
request.ClientOrderID(q.ClientOrderID)
}
maxOrder, err := request.Do(ctx)
if err != nil {
return nil, err
}
return toGlobalOrder(*maxOrder)
}
func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) ([]types.Order, error) {
market := toLocalSymbol(symbol)
walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
// timestamp can't be negative, so we need to use time which epochtime is > 0
since, err := e.getLaunchDate()
if err != nil {
return nil, err
}
// use types.OrderMap because the timestamp params is inclusive. We will get the duplicated order if we use the last order as new since.
// If we use since = since + 1ms, we may miss some orders with the same created_at.
// As a result, we use OrderMap to avoid duplicated or missing order.
var orderMap types.OrderMap = make(types.OrderMap)
var limit uint = 1000
for {
req := e.v3client.NewGetWalletOpenOrdersRequest(walletType).Market(market).Timestamp(since).OrderBy(maxapi.OrderByAsc).Limit(limit)
maxOrders, err := req.Do(ctx)
if err != nil {
return nil, err
}
numUniqueOrders := 0
for _, maxOrder := range maxOrders {
createdAt := maxOrder.CreatedAt.Time()
if createdAt.After(since) {
since = createdAt
}
order, err := toGlobalOrder(maxOrder)
if err != nil {
return nil, err
}
if _, exist := orderMap[order.OrderID]; !exist {
orderMap[order.OrderID] = *order
numUniqueOrders++
}
}
if len(maxOrders) < int(limit) {
break
}
if numUniqueOrders == 0 {
break
}
}
return orderMap.Orders(), err
}
func (e *Exchange) QueryClosedOrders(
ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64,
) ([]types.Order, error) {
if !since.IsZero() || !until.IsZero() {
return e.queryClosedOrdersByTime(ctx, symbol, since, until, maxapi.OrderByAsc)
}
return e.queryClosedOrdersByLastOrderID(ctx, symbol, lastOrderID)
}
func (e *Exchange) QueryClosedOrdersDesc(
ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64,
) ([]types.Order, error) {
closedOrders, err := e.queryClosedOrdersByTime(ctx, symbol, since, until, maxapi.OrderByDesc)
if lastOrderID == 0 {
return closedOrders, err
}
var filterClosedOrders []types.Order
for _, closedOrder := range closedOrders {
if closedOrder.OrderID > lastOrderID {
filterClosedOrders = append(filterClosedOrders, closedOrder)
}
}
return filterClosedOrders, err
}
func (e *Exchange) queryClosedOrdersByLastOrderID(
ctx context.Context, symbol string, lastOrderID uint64,
) (orders []types.Order, err error) {
if err := e.closedOrderQueryLimiter.Wait(ctx); err != nil {
return orders, err
}
market := toLocalSymbol(symbol)
walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
if lastOrderID == 0 {
lastOrderID = 1
}
req := e.v3client.NewGetWalletOrderHistoryRequest(walletType).
Market(market).
FromID(lastOrderID).
Limit(1000)
maxOrders, err := req.Do(ctx)
if err != nil {
return orders, err
}
for _, maxOrder := range maxOrders {
order, err2 := toGlobalOrder(maxOrder)
if err2 != nil {
err = multierr.Append(err, err2)
continue
}
orders = append(orders, *order)
}
if err != nil {
return nil, err
}
return types.SortOrdersAscending(orders), nil
}
func (e *Exchange) queryClosedOrdersByTime(
ctx context.Context, symbol string, since, until time.Time, orderByType maxapi.OrderByType,
) (orders []types.Order, err error) {
if err := e.closedOrderQueryLimiter.Wait(ctx); err != nil {
return orders, err
}
// there is since limit for closed orders API. If the since is before launch date, it will respond error
sinceLimit, err := e.getLaunchDate()
if err != nil {
return orders, err
}
if since.Before(sinceLimit) {
since = sinceLimit
}
if until.IsZero() {
until = time.Now()
}
market := toLocalSymbol(symbol)
walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
req := e.v3client.NewGetWalletClosedOrdersRequest(walletType).
Market(market).
Limit(1000).
OrderBy(orderByType)
switch orderByType {
case maxapi.OrderByAsc:
req.Timestamp(since)
case maxapi.OrderByDesc:
req.Timestamp(until)
case maxapi.OrderByAscUpdatedAt:
// not implement yet
return nil, fmt.Errorf("unsupported order by type: %s", orderByType)
case maxapi.OrderByDescUpdatedAt:
// not implement yet
return nil, fmt.Errorf("unsupported order by type: %s", orderByType)
default:
return nil, fmt.Errorf("unsupported order by type: %s", orderByType)
}
maxOrders, err := req.Do(ctx)
if err != nil {
return orders, err
}
for _, maxOrder := range maxOrders {
createdAt := maxOrder.CreatedAt.Time()
if createdAt.Before(since) || createdAt.After(until) {
continue
}
order, err2 := toGlobalOrder(maxOrder)
if err2 != nil {
err = multierr.Append(err, err2)
continue
}
orders = append(orders, *order)
}
if err != nil {
return nil, err
}
return orders, nil
}
func (e *Exchange) CancelAllOrders(ctx context.Context) ([]types.Order, error) {
walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
req := e.v3client.NewCancelWalletOrderAllRequest(walletType)
var orderResponses, err = req.Do(ctx)
if err != nil {
return nil, err
}
var maxOrders []maxapi.Order
for _, resp := range orderResponses {
if resp.Error == nil {
maxOrders = append(maxOrders, resp.Order)
}
}
return toGlobalOrders(maxOrders)
}
func (e *Exchange) CancelOrdersBySymbol(ctx context.Context, symbol string) ([]types.Order, error) {
market := toLocalSymbol(symbol)
walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
req := e.v3client.NewCancelWalletOrderAllRequest(walletType)
req.Market(market)
var orderResponses, err = req.Do(ctx)
if err != nil {
return nil, err
}
var maxOrders []maxapi.Order
for _, resp := range orderResponses {
if resp.Error == nil {
maxOrders = append(maxOrders, resp.Order)
}
}
return toGlobalOrders(maxOrders)
}
func (e *Exchange) CancelOrdersByGroupID(ctx context.Context, groupID uint32) ([]types.Order, error) {
walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
req := e.v3client.NewCancelWalletOrderAllRequest(walletType)
req.GroupID(groupID)
var orderResponses, err = req.Do(ctx)
if err != nil {
return nil, err
}
var maxOrders []maxapi.Order
for _, resp := range orderResponses {
if resp.Error == nil {
maxOrders = append(maxOrders, resp.Order)
}
}
return toGlobalOrders(maxOrders)
}
func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err2 error) {
walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
var groupIDs = make(map[uint32]struct{})
var orphanOrders []types.Order
for _, o := range orders {
if o.GroupID > 0 {
groupIDs[o.GroupID] = struct{}{}
} else {
orphanOrders = append(orphanOrders, o)
}
}
if len(groupIDs) > 0 {
for groupID := range groupIDs {
req := e.v3client.NewCancelWalletOrderAllRequest(walletType)
req.GroupID(groupID)
if _, err := req.Do(ctx); err != nil {
log.WithError(err).Errorf("group id order cancel error")
err2 = err
}
}
}
for _, o := range orphanOrders {
req := e.v3client.NewCancelOrderRequest()
if o.OrderID > 0 {
req.Id(o.OrderID)
} else if len(o.ClientOrderID) > 0 && o.ClientOrderID != types.NoClientOrderID {
req.ClientOrderID(o.ClientOrderID)
} else {
return fmt.Errorf("order id or client order id is not defined, order=%+v", o)
}
if _, err := req.Do(ctx); err != nil {
log.WithError(err).Errorf("order cancel error")
err2 = err
}
}
return err2
}
func (e *Exchange) Withdraw(
ctx context.Context, asset string, amount fixedpoint.Value, address string, options *types.WithdrawalOptions,
) error {
asset = toLocalCurrency(asset)
addresses, err := e.client.WithdrawalService.NewGetWithdrawalAddressesRequest().
Currency(asset).
Do(ctx)
if err != nil {
return err
}
var whitelistAddress maxapi.WithdrawalAddress
for _, a := range addresses {
if a.Address == address {
whitelistAddress = a
break
}
}
if whitelistAddress.Address != address {
return fmt.Errorf("address %s is not in the whitelist", address)
}
if whitelistAddress.UUID == "" {
return errors.New("address UUID can not be empty")
}
response, err := e.client.WithdrawalService.NewWithdrawalRequest().
Currency(asset).
Amount(amount.Float64()).
AddressUUID(whitelistAddress.UUID).
Do(ctx)
if err != nil {
return err
}
log.Infof("withdrawal request response: %+v", response)
return nil
}
func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (createdOrder *types.Order, err error) {
if err := e.submitOrderLimiter.Wait(ctx); err != nil {
return nil, err
}
walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
o := order
orderType, err := toLocalOrderType(o.Type)
if err != nil {
return createdOrder, err
}
// case IOC type
if orderType == maxapi.OrderTypeLimit && o.TimeInForce == types.TimeInForceIOC {
orderType = maxapi.OrderTypeIOCLimit
}
var quantityString string
if o.Market.Symbol != "" {
quantityString = o.Market.FormatQuantity(o.Quantity)
} else {
quantityString = o.Quantity.String()
}
clientOrderID := NewClientOrderID(o.ClientOrderID)
req := e.v3client.NewCreateWalletOrderRequest(walletType)
req.Market(toLocalSymbol(o.Symbol)).
Side(toLocalSideType(o.Side)).
Volume(quantityString).
OrderType(orderType).
ClientOrderID(clientOrderID)
if o.GroupID > 0 {
req.GroupID(strconv.FormatUint(uint64(o.GroupID%math.MaxInt32), 10))
}
switch o.Type {
case types.OrderTypeStopLimit, types.OrderTypeLimit, types.OrderTypeLimitMaker:
var priceInString string
if o.Market.Symbol != "" {
priceInString = o.Market.FormatPrice(o.Price)
} else {
priceInString = o.Price.String()
}
req.Price(priceInString)
}
// set stop price field for limit orders
switch o.Type {
case types.OrderTypeStopLimit, types.OrderTypeStopMarket:
var priceInString string
if o.Market.Symbol != "" {
priceInString = o.Market.FormatPrice(o.StopPrice)
} else {
priceInString = o.StopPrice.String()
}
req.StopPrice(priceInString)
}
retOrder, err := req.Do(ctx)
if err != nil {
return createdOrder, err
}
if retOrder == nil {
return createdOrder, errors.New("returned nil order")
}
createdOrder, err = toGlobalOrder(*retOrder)
return createdOrder, err
}
// PlatformFeeCurrency
func (e *Exchange) PlatformFeeCurrency() string {
return toGlobalCurrency("max")
}
func (e *Exchange) getLaunchDate() (time.Time, error) {
// MAX launch date June 21th, 2018
loc, err := time.LoadLocation("Asia/Taipei")
if err != nil {
return time.Time{}, err
}
return time.Date(2018, time.June, 21, 0, 0, 0, 0, loc), nil
}
func (e *Exchange) QuerySpotAccount(ctx context.Context) (*types.Account, error) {
if err := e.accountQueryLimiter.Wait(ctx); err != nil {
return nil, err
}
vipLevel, err := e.client.NewGetVipLevelRequest().Do(ctx)
if err != nil {
return nil, err
}
// MAX returns the fee rate in the following format:
// "maker_fee": 0.0005 -> 0.05%
// "taker_fee": 0.0015 -> 0.15%
a := &types.Account{
AccountType: types.AccountTypeSpot,
MarginLevel: fixedpoint.Zero,
MakerFeeRate: fixedpoint.NewFromFloat(vipLevel.Current.MakerFee), // 0.15% = 0.0015
TakerFeeRate: fixedpoint.NewFromFloat(vipLevel.Current.TakerFee), // 0.15% = 0.0015
}
balances, err := e.queryBalances(ctx, maxapi.WalletTypeSpot)
if err != nil {
return nil, err
}
a.UpdateBalances(balances)
return a, nil
}
func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
if err := e.accountQueryLimiter.Wait(ctx); err != nil {
return nil, err
}
vipLevel, err := e.client.NewGetVipLevelRequest().Do(ctx)
if err != nil {
return nil, err
}
// MAX returns the fee rate in the following format:
// "maker_fee": 0.0005 -> 0.05%
// "taker_fee": 0.0015 -> 0.15%
a := &types.Account{
MarginLevel: fixedpoint.Zero,
MakerFeeRate: fixedpoint.NewFromFloat(vipLevel.Current.MakerFee), // 0.15% = 0.0015
TakerFeeRate: fixedpoint.NewFromFloat(vipLevel.Current.TakerFee), // 0.15% = 0.0015
}
if e.MarginSettings.IsMargin {
a.AccountType = types.AccountTypeMargin
} else {
a.AccountType = types.AccountTypeSpot
}
balances, err := e.QueryAccountBalances(ctx)
if err != nil {
return nil, err
}
a.UpdateBalances(balances)
if e.MarginSettings.IsMargin {
req := e.v3client.NewGetMarginADRatioRequest()
adRatio, err := req.Do(ctx)
if err != nil {
return a, err
}
a.MarginLevel = adRatio.AdRatio
a.TotalAccountValue = adRatio.AssetInUsdt
}
return a, nil
}
func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error) {
walletType := maxapi.WalletTypeSpot
if e.MarginSettings.IsMargin {
walletType = maxapi.WalletTypeMargin
}
return e.queryBalances(ctx, walletType)
}
func (e *Exchange) queryBalances(ctx context.Context, walletType maxapi.WalletType) (types.BalanceMap, error) {
if err := e.accountQueryLimiter.Wait(ctx); err != nil {
return nil, err
}
req := e.v3client.NewGetWalletAccountsRequest(walletType)
accounts, err := req.Do(ctx)
if err != nil {
return nil, err
}
var balances = make(types.BalanceMap)
for _, b := range accounts {
cur := toGlobalCurrency(b.Currency)
balances[cur] = types.Balance{
Currency: cur,
Available: b.Balance,
Locked: b.Locked,
NetAsset: b.Balance.Add(b.Locked).Sub(b.Principal).Sub(b.Interest),
Borrowed: b.Principal,
Interest: b.Interest,
}
}
return balances, nil
}
func (e *Exchange) QueryWithdrawHistory(
ctx context.Context, asset string, since, until time.Time,
) (allWithdraws []types.Withdraw, err error) {
startTime := since
limit := 1000
txIDs := map[string]struct{}{}
emptyTime := time.Time{}
if startTime == emptyTime {
startTime, err = e.getLaunchDate()
if err != nil {
return nil, err
}
}
for startTime.Before(until) {
// startTime ~ endTime must be in 60 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.NewGetWithdrawalHistoryRequest()
if len(asset) > 0 {
req.Currency(toLocalCurrency(asset))
}
withdraws, err := req.
From(startTime).
To(endTime).
Limit(limit).
Do(ctx)
if err != nil {
return allWithdraws, err
}
if len(withdraws) == 0 {
startTime = endTime
continue
}
for i := len(withdraws) - 1; i >= 0; i-- {
d := withdraws[i]
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{}{}
withdraw := types.Withdraw{
Exchange: types.ExchangeMax,
ApplyTime: types.Time(d.CreatedAt),
Asset: toGlobalCurrency(d.Currency),
Amount: d.Amount,
Address: "",
AddressTag: "",
TransactionID: d.TxID,
TransactionFee: d.Fee,
TransactionFeeCurrency: d.FeeCurrency,
// WithdrawOrderID: d.WithdrawOrderID,
// Network: d.Network,
Status: status,
}
allWithdraws = append(allWithdraws, withdraw)
}
// go next time frame
if len(withdraws) < limit {
startTime = endTime
} else {
// its in descending order, so we get the first record
startTime = withdraws[0].CreatedAt.Time()
}
}
return allWithdraws, nil
}
func (e *Exchange) QueryDepositHistory(
ctx context.Context, asset string, since, until time.Time,
) (allDeposits []types.Deposit, err error) {
startTime := since
limit := 1000
txIDs := map[string]struct{}{}
emptyTime := time.Time{}
if startTime == emptyTime {
startTime, err = e.getLaunchDate()
if err != nil {
return nil, err
}
}
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.NewGetDepositHistoryRequest()
if len(asset) > 0 {
req.Currency(toLocalCurrency(asset))
}
deposits, err := req.
From(startTime).
To(endTime).
Limit(limit).
Do(ctx)
if err != nil {
return nil, err
}
for i := len(deposits) - 1; i >= 0; i-- {
d := deposits[i]
if _, ok := txIDs[d.TxID]; ok {
continue
}
allDeposits = append(allDeposits, types.Deposit{
Exchange: types.ExchangeMax,
Time: types.Time(d.CreatedAt),
Amount: d.Amount,
Asset: toGlobalCurrency(d.Currency),
Address: d.Address, // not supported
AddressTag: "", // not supported
TransactionID: d.TxID,
Status: toGlobalDepositStatus(d.State),
Confirmation: "",
})
}
if len(deposits) < limit {
startTime = endTime
} else {
startTime = time.Time(deposits[0].CreatedAt)
}
}
return allDeposits, err
}
// QueryTrades
// For MAX API spec
// start_time and end_time need to be within 3 days
// without any parameters -> return trades within 24 hours
// give start_time or end_time -> ignore parameter from_id
// give start_time or from_id -> order by time asc
// give end_time -> order by time desc
// limit should b1 1~1000
// For this QueryTrades spec (to be compatible with batch.TradeBatchQuery)
// give LastTradeID -> ignore start_time (but still can filter the end_time)
// without any parameters -> return trades within 24 hours
func (e *Exchange) QueryTrades(
ctx context.Context, symbol string, options *types.TradeQueryOptions,
) (trades []types.Trade, err error) {
if err := e.queryTradeLimiter.Wait(ctx); err != nil {
return nil, err
}