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Improvement: Binance Futures rate limits (#635)

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* Implements rate limits for Binance futures

* Updates rate limit

* Fixes bad merge getorder

* Creates getKlineRateBudget function. Adds missing limit cases to switch

* Adds additional rate limit details

* receive THIS window
This commit is contained in:
Scott
2021-03-04 14:58:30 +11:00
committed by GitHub
parent 6bd8f27ed6
commit 0520f6beaa
11 changed files with 539 additions and 326 deletions
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87
exchanges/binance/binance.go
View File

@@ -27,8 +27,7 @@ type Binance struct {
exchange.Base
// Valid string list that is required by the exchange
validLimits []int
obm *orderbookManager
obm *orderbookManager
}
const (
@@ -74,7 +73,7 @@ const (
// GetInterestHistory gets interest history for currency/currencies provided
func (b *Binance) GetInterestHistory() (MarginInfoData, error) {
var resp MarginInfoData
if err := b.SendHTTPRequest(exchange.EdgeCase1, undocumentedInterestHistory, limitDefault, &resp); err != nil {
if err := b.SendHTTPRequest(exchange.EdgeCase1, undocumentedInterestHistory, spotDefaultRate, &resp); err != nil {
return resp, err
}
return resp, nil
@@ -83,7 +82,7 @@ func (b *Binance) GetInterestHistory() (MarginInfoData, error) {
// GetCrossMarginInterestHistory gets cross-margin interest history for currency/currencies provided
func (b *Binance) GetCrossMarginInterestHistory() (CrossMarginInterestData, error) {
var resp CrossMarginInterestData
if err := b.SendHTTPRequest(exchange.EdgeCase1, undocumentedCrossMarginInterestHistory, limitDefault, &resp); err != nil {
if err := b.SendHTTPRequest(exchange.EdgeCase1, undocumentedCrossMarginInterestHistory, spotDefaultRate, &resp); err != nil {
return resp, err
}
return resp, nil
@@ -92,14 +91,14 @@ func (b *Binance) GetCrossMarginInterestHistory() (CrossMarginInterestData, erro
// GetMarginMarkets returns exchange information. Check binance_types for more information
func (b *Binance) GetMarginMarkets() (PerpsExchangeInfo, error) {
var resp PerpsExchangeInfo
return resp, b.SendHTTPRequest(exchange.RestSpot, perpExchangeInfo, limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestSpot, perpExchangeInfo, spotDefaultRate, &resp)
}
// GetExchangeInfo returns exchange information. Check binance_types for more
// information
func (b *Binance) GetExchangeInfo() (ExchangeInfo, error) {
var resp ExchangeInfo
return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, exchangeInfo, limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, exchangeInfo, spotDefaultRate, &resp)
}
// GetOrderBook returns full orderbook information
@@ -179,7 +178,7 @@ func (b *Binance) GetMostRecentTrades(rtr RecentTradeRequestParams) ([]RecentTra
path := recentTrades + "?" + params.Encode()
return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, spotDefaultRate, &resp)
}
// GetHistoricalTrades returns historical trade activity
@@ -243,7 +242,7 @@ func (b *Binance) GetAggregatedTrades(arg *AggregatedTradeRequestParams) ([]Aggr
}
var resp []AggregatedTrade
path := aggregatedTrades + "?" + params.Encode()
return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, spotDefaultRate, &resp)
}
// batchAggregateTrades fetches trades in multiple requests
@@ -269,7 +268,7 @@ func (b *Binance) batchAggregateTrades(arg *AggregatedTradeRequestParams, params
params.Set("startTime", timeString(start))
params.Set("endTime", timeString(start.Add(time.Hour)))
path := aggregatedTrades + "?" + params.Encode()
err := b.SendHTTPRequest(exchange.RestSpotSupplementary, path, limitDefault, &resp)
err := b.SendHTTPRequest(exchange.RestSpotSupplementary, path, spotDefaultRate, &resp)
if err != nil {
log.Warn(log.ExchangeSys, err.Error())
return resp, err
@@ -287,7 +286,7 @@ func (b *Binance) batchAggregateTrades(arg *AggregatedTradeRequestParams, params
params.Set("fromId", strconv.FormatInt(fromID, 10))
path := aggregatedTrades + "?" + params.Encode()
var additionalTrades []AggregatedTrade
err := b.SendHTTPRequest(exchange.RestSpotSupplementary, path, limitDefault, &additionalTrades)
err := b.SendHTTPRequest(exchange.RestSpotSupplementary, path, spotDefaultRate, &additionalTrades)
if err != nil {
return resp, err
}
@@ -344,7 +343,7 @@ func (b *Binance) GetSpotKline(arg *KlinesRequestParams) ([]CandleStick, error)
path := candleStick + "?" + params.Encode()
if err := b.SendHTTPRequest(exchange.RestSpotSupplementary, path, limitDefault, &resp); err != nil {
if err := b.SendHTTPRequest(exchange.RestSpotSupplementary, path, spotDefaultRate, &resp); err != nil {
return klineData, err
}
@@ -405,7 +404,7 @@ func (b *Binance) GetAveragePrice(symbol currency.Pair) (AveragePrice, error) {
path := averagePrice + "?" + params.Encode()
return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, spotDefaultRate, &resp)
}
// GetPriceChangeStats returns price change statistics for the last 24 hours
@@ -414,21 +413,24 @@ func (b *Binance) GetAveragePrice(symbol currency.Pair) (AveragePrice, error) {
func (b *Binance) GetPriceChangeStats(symbol currency.Pair) (PriceChangeStats, error) {
resp := PriceChangeStats{}
params := url.Values{}
symbolValue, err := b.FormatSymbol(symbol, asset.Spot)
if err != nil {
return resp, err
rateLimit := spotPriceChangeAllRate
if !symbol.IsEmpty() {
rateLimit = spotDefaultRate
symbolValue, err := b.FormatSymbol(symbol, asset.Spot)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
}
params.Set("symbol", symbolValue)
path := priceChange + "?" + params.Encode()
return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, rateLimit, &resp)
}
// GetTickers returns the ticker data for the last 24 hrs
func (b *Binance) GetTickers() ([]PriceChangeStats, error) {
var resp []PriceChangeStats
return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, priceChange, limitPriceChangeAll, &resp)
return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, priceChange, spotPriceChangeAllRate, &resp)
}
// GetLatestSpotPrice returns latest spot price of symbol
@@ -437,15 +439,18 @@ func (b *Binance) GetTickers() ([]PriceChangeStats, error) {
func (b *Binance) GetLatestSpotPrice(symbol currency.Pair) (SymbolPrice, error) {
resp := SymbolPrice{}
params := url.Values{}
symbolValue, err := b.FormatSymbol(symbol, asset.Spot)
if err != nil {
return resp, err
rateLimit := spotSymbolPriceAllRate
if !symbol.IsEmpty() {
rateLimit = spotDefaultRate
symbolValue, err := b.FormatSymbol(symbol, asset.Spot)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
}
params.Set("symbol", symbolValue)
path := symbolPrice + "?" + params.Encode()
return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, symbolPriceLimit(symbolValue), &resp)
return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, rateLimit, &resp)
}
// GetBestPrice returns the latest best price for symbol
@@ -454,15 +459,18 @@ func (b *Binance) GetLatestSpotPrice(symbol currency.Pair) (SymbolPrice, error)
func (b *Binance) GetBestPrice(symbol currency.Pair) (BestPrice, error) {
resp := BestPrice{}
params := url.Values{}
symbolValue, err := b.FormatSymbol(symbol, asset.Spot)
if err != nil {
return resp, err
rateLimit := spotOrderbookTickerAllRate
if !symbol.IsEmpty() {
rateLimit = spotDefaultRate
symbolValue, err := b.FormatSymbol(symbol, asset.Spot)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
}
params.Set("symbol", symbolValue)
path := bestPrice + "?" + params.Encode()
return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, bestPriceLimit(symbolValue), &resp)
return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, rateLimit, &resp)
}
// NewOrder sends a new order to Binance
@@ -521,7 +529,7 @@ func (b *Binance) newOrder(api string, o *NewOrderRequest, resp *NewOrderRespons
if o.NewOrderRespType != "" {
params.Set("newOrderRespType", o.NewOrderRespType)
}
return b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodPost, api, params, limitOrder, resp)
return b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodPost, api, params, spotOrderRate, resp)
}
// CancelExistingOrder sends a cancel order to Binance
@@ -542,7 +550,7 @@ func (b *Binance) CancelExistingOrder(symbol currency.Pair, orderID int64, origC
if origClientOrderID != "" {
params.Set("origClientOrderId", origClientOrderID)
}
return resp, b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodDelete, orderEndpoint, params, limitOrder, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodDelete, orderEndpoint, params, spotOrderRate, &resp)
}
// OpenOrders Current open orders. Get all open orders on a symbol.
@@ -588,7 +596,7 @@ func (b *Binance) AllOrders(symbol currency.Pair, orderID, limit string) ([]Quer
if limit != "" {
params.Set("limit", limit)
}
if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, allOrders, params, limitOrdersAll, &resp); err != nil {
if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, allOrders, params, spotOrdersAllRate, &resp); err != nil {
return resp, err
}
@@ -612,7 +620,7 @@ func (b *Binance) QueryOrder(symbol currency.Pair, origClientOrderID string, ord
params.Set("orderId", strconv.FormatInt(orderID, 10))
}
if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, orderEndpoint, params, limitOrder, &resp); err != nil {
if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, orderEndpoint, params, spotOrderRate, &resp); err != nil {
return resp, err
}
@@ -632,7 +640,7 @@ func (b *Binance) GetAccount() (*Account, error) {
var resp response
params := url.Values{}
if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, accountInfo, params, request.Unset, &resp); err != nil {
if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, accountInfo, params, spotAccountInformationRate, &resp); err != nil {
return &resp.Account, err
}
@@ -809,7 +817,7 @@ func (b *Binance) WithdrawCrypto(asset, address, addressTag, name, amount string
params.Set("addressTag", addressTag)
}
if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodPost, withdrawEndpoint, params, request.Unset, &resp); err != nil {
if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodPost, withdrawEndpoint, params, spotDefaultRate, &resp); err != nil {
return "", err
}
@@ -854,7 +862,7 @@ func (b *Binance) WithdrawStatus(c currency.Code, status string, startTime, endT
params.Set("endTime", strconv.FormatInt(endTime, 10))
}
if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, withdrawalHistory, params, request.Unset, &response); err != nil {
if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, withdrawalHistory, params, spotDefaultRate, &response); err != nil {
return response.WithdrawList, err
}
@@ -872,9 +880,10 @@ func (b *Binance) GetDepositAddressForCurrency(currency string) (string, error)
params := url.Values{}
params.Set("asset", currency)
params.Set("status", "true")
params.Set("recvWindow", "10000")
return resp.Address,
b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, depositAddress, params, request.Unset, &resp)
b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, depositAddress, params, spotDefaultRate, &resp)
}
// GetWsAuthStreamKey will retrieve a key to use for authorised WS streaming

175
exchanges/binance/binance_cfutures.go
View File

@@ -13,6 +13,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
)
const (
@@ -66,7 +67,7 @@ const (
// FuturesExchangeInfo stores CoinMarginedFutures, data
func (b *Binance) FuturesExchangeInfo() (CExchangeInfo, error) {
var resp CExchangeInfo
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesExchangeInfo, limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesExchangeInfo, cFuturesDefaultRate, &resp)
}
// GetFuturesOrderbook gets orderbook data for CoinMarginedFutures,
@@ -74,6 +75,17 @@ func (b *Binance) GetFuturesOrderbook(symbol currency.Pair, limit int64) (OrderB
var resp OrderBook
var data OrderbookData
params := url.Values{}
rateBudget := cFuturesDefaultRate
switch {
case limit == 5, limit == 10, limit == 20, limit == 50:
rateBudget = cFuturesOrderbook50Rate
case limit >= 100 && limit < 500:
rateBudget = cFuturesOrderbook100Rate
case limit >= 500 && limit < 1000:
rateBudget = cFuturesOrderbook500Rate
case limit == 1000:
rateBudget = cFuturesOrderbook1000Rate
}
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err
@@ -82,7 +94,7 @@ func (b *Binance) GetFuturesOrderbook(symbol currency.Pair, limit int64) (OrderB
if limit > 0 && limit <= 1000 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
err = b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesOrderbook+params.Encode(), limitDefault, &data)
err = b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesOrderbook+params.Encode(), rateBudget, &data)
if err != nil {
return resp, err
}
@@ -130,7 +142,7 @@ func (b *Binance) GetFuturesPublicTrades(symbol currency.Pair, limit int64) ([]F
if limit > 0 && limit <= 1000 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesRecentTrades+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesRecentTrades+params.Encode(), cFuturesDefaultRate, &resp)
}
// GetFuturesHistoricalTrades gets historical public trades for CoinMarginedFutures,
@@ -148,7 +160,7 @@ func (b *Binance) GetFuturesHistoricalTrades(symbol currency.Pair, fromID string
if limit > 0 && limit < 1000 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesHistoricalTrades, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesHistoricalTrades, params, cFuturesHistoricalTradesRate, &resp)
}
// GetPastPublicTrades gets past public trades for CoinMarginedFutures,
@@ -166,7 +178,7 @@ func (b *Binance) GetPastPublicTrades(symbol currency.Pair, limit, fromID int64)
if fromID != 0 {
params.Set("fromID", strconv.FormatInt(fromID, 10))
}
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesRecentTrades+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesRecentTrades+params.Encode(), cFuturesDefaultRate, &resp)
}
// GetFuturesAggregatedTradesList gets aggregated trades list for CoinMarginedFutures,
@@ -191,7 +203,7 @@ func (b *Binance) GetFuturesAggregatedTradesList(symbol currency.Pair, fromID, l
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesCompressedTrades+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesCompressedTrades+params.Encode(), cFuturesHistoricalTradesRate, &resp)
}
// GetIndexAndMarkPrice gets index and mark prices for CoinMarginedFutures,
@@ -204,7 +216,7 @@ func (b *Binance) GetIndexAndMarkPrice(symbol, pair string) ([]IndexMarkPrice, e
if pair != "" {
params.Set("pair", pair)
}
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesMarkPrice+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesMarkPrice+params.Encode(), cFuturesIndexMarkPriceRate, &resp)
}
// GetFuturesKlineData gets futures kline data for CoinMarginedFutures,
@@ -212,14 +224,14 @@ func (b *Binance) GetFuturesKlineData(symbol currency.Pair, interval string, lim
var data [][10]interface{}
var resp []FuturesCandleStick
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
}
if limit > 0 && limit <= 1000 {
if limit > 0 && limit <= 1500 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
if !common.StringDataCompare(validFuturesIntervals, interval) {
@@ -233,7 +245,8 @@ func (b *Binance) GetFuturesKlineData(symbol currency.Pair, interval string, lim
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
err := b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesKlineData+params.Encode(), limitDefault, &data)
rateBudget := getKlineRateBudget(limit)
err := b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesKlineData+params.Encode(), rateBudget, &data)
if err != nil {
return resp, err
}
@@ -335,7 +348,7 @@ func (b *Binance) GetContinuousKlineData(pair, contractType, interval string, li
return resp, errors.New("invalid contractType")
}
params.Set("contractType", contractType)
if limit > 0 && limit <= 1000 {
if limit > 0 && limit <= 1500 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
if !common.StringDataCompare(validFuturesIntervals, interval) {
@@ -349,7 +362,9 @@ func (b *Binance) GetContinuousKlineData(pair, contractType, interval string, li
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
err := b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesContinuousKline+params.Encode(), limitDefault, &data)
rateBudget := getKlineRateBudget(limit)
err := b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesContinuousKline+params.Encode(), rateBudget, &data)
if err != nil {
return resp, err
}
@@ -447,7 +462,7 @@ func (b *Binance) GetIndexPriceKlines(pair, interval string, limit int64, startT
var resp []FuturesCandleStick
params := url.Values{}
params.Set("pair", pair)
if limit > 0 && limit <= 1000 {
if limit > 0 && limit <= 1500 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
if !common.StringDataCompare(validFuturesIntervals, interval) {
@@ -461,7 +476,8 @@ func (b *Binance) GetIndexPriceKlines(pair, interval string, limit int64, startT
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
err := b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesIndexKline+params.Encode(), limitDefault, &data)
rateBudget := getKlineRateBudget(limit)
err := b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesIndexKline+params.Encode(), rateBudget, &data)
if err != nil {
return resp, err
}
@@ -563,7 +579,7 @@ func (b *Binance) GetMarkPriceKline(symbol currency.Pair, interval string, limit
return resp, err
}
params.Set("symbol", symbolValue)
if limit > 0 && limit <= 1000 {
if limit > 0 && limit <= 1500 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
if !common.StringDataCompare(validFuturesIntervals, interval) {
@@ -577,7 +593,8 @@ func (b *Binance) GetMarkPriceKline(symbol currency.Pair, interval string, limit
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
err = b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesMarkPriceKline+params.Encode(), limitDefault, &data)
rateBudget := getKlineRateBudget(limit)
err = b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesMarkPriceKline+params.Encode(), rateBudget, &data)
if err != nil {
return resp, err
}
@@ -669,11 +686,28 @@ func (b *Binance) GetMarkPriceKline(symbol currency.Pair, interval string, limit
return resp, nil
}
func getKlineRateBudget(limit int64) request.EndpointLimit {
rateBudget := cFuturesDefaultRate
switch {
case limit > 0 && limit < 100:
rateBudget = cFuturesKline100Rate
case limit >= 100 && limit < 500:
rateBudget = cFuturesKline500Rate
case limit >= 500 && limit < 1000:
rateBudget = cFuturesKline1000Rate
case limit >= 1000:
rateBudget = cFuturesKlineMaxRate
}
return rateBudget
}
// GetFuturesSwapTickerChangeStats gets 24hr ticker change stats for CoinMarginedFutures,
func (b *Binance) GetFuturesSwapTickerChangeStats(symbol currency.Pair, pair string) ([]PriceChangeStats, error) {
var resp []PriceChangeStats
params := url.Values{}
if symbol != (currency.Pair{}) {
rateLimit := cFuturesTickerPriceHistoryRate
if !symbol.IsEmpty() {
rateLimit = cFuturesDefaultRate
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err
@@ -683,14 +717,14 @@ func (b *Binance) GetFuturesSwapTickerChangeStats(symbol currency.Pair, pair str
if pair != "" {
params.Set("pair", pair)
}
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesTickerPriceStats+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesTickerPriceStats+params.Encode(), rateLimit, &resp)
}
// FuturesGetFundingHistory gets funding history for CoinMarginedFutures,
func (b *Binance) FuturesGetFundingHistory(symbol currency.Pair, limit int64, startTime, endTime time.Time) ([]FundingRateHistory, error) {
var resp []FundingRateHistory
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err
@@ -707,14 +741,16 @@ func (b *Binance) FuturesGetFundingHistory(symbol currency.Pair, limit int64, st
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesFundingRateHistory+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesFundingRateHistory+params.Encode(), cFuturesDefaultRate, &resp)
}
// GetFuturesSymbolPriceTicker gets price ticker for symbol
func (b *Binance) GetFuturesSymbolPriceTicker(symbol currency.Pair, pair string) ([]SymbolPriceTicker, error) {
var resp []SymbolPriceTicker
params := url.Values{}
if symbol != (currency.Pair{}) {
rateLimit := cFuturesOrderbookTickerAllRate
if !symbol.IsEmpty() {
rateLimit = cFuturesDefaultRate
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err
@@ -724,14 +760,16 @@ func (b *Binance) GetFuturesSymbolPriceTicker(symbol currency.Pair, pair string)
if pair != "" {
params.Set("pair", pair)
}
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesSymbolPriceTicker+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesSymbolPriceTicker+params.Encode(), rateLimit, &resp)
}
// GetFuturesOrderbookTicker gets orderbook ticker for symbol
func (b *Binance) GetFuturesOrderbookTicker(symbol currency.Pair, pair string) ([]SymbolOrderBookTicker, error) {
var resp []SymbolOrderBookTicker
params := url.Values{}
if symbol != (currency.Pair{}) {
rateLimit := cFuturesOrderbookTickerAllRate
if !symbol.IsEmpty() {
rateLimit = cFuturesDefaultRate
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err
@@ -741,14 +779,16 @@ func (b *Binance) GetFuturesOrderbookTicker(symbol currency.Pair, pair string) (
if pair != "" {
params.Set("pair", pair)
}
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesSymbolOrderbook+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesSymbolOrderbook+params.Encode(), rateLimit, &resp)
}
// GetFuturesLiquidationOrders gets orderbook ticker for symbol
// GetFuturesLiquidationOrders gets forced liquidation orders
func (b *Binance) GetFuturesLiquidationOrders(symbol currency.Pair, pair string, limit int64, startTime, endTime time.Time) ([]AllLiquidationOrders, error) {
var resp []AllLiquidationOrders
params := url.Values{}
if symbol != (currency.Pair{}) {
rateLimit := cFuturesAllForceOrdersRate
if !symbol.IsEmpty() {
rateLimit = cFuturesCurrencyForceOrdersRate
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err
@@ -768,7 +808,7 @@ func (b *Binance) GetFuturesLiquidationOrders(symbol currency.Pair, pair string,
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesLiquidationOrders+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesLiquidationOrders+params.Encode(), rateLimit, &resp)
}
// GetOpenInterest gets open interest data for a symbol
@@ -780,7 +820,7 @@ func (b *Binance) GetOpenInterest(symbol currency.Pair) (OpenInterestData, error
return resp, err
}
params.Set("symbol", symbolValue)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesOpenInterest+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesOpenInterest+params.Encode(), cFuturesDefaultRate, &resp)
}
// GetOpenInterestStats gets open interest stats for a symbol
@@ -808,7 +848,7 @@ func (b *Binance) GetOpenInterestStats(pair, contractType, period string, limit
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesOpenInterestStats+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesOpenInterestStats+params.Encode(), cFuturesDefaultRate, &resp)
}
// GetTraderFuturesAccountRatio gets a traders futures account long/short ratio
@@ -830,7 +870,7 @@ func (b *Binance) GetTraderFuturesAccountRatio(pair, period string, limit int64,
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesTopAccountsRatio+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesTopAccountsRatio+params.Encode(), cFuturesDefaultRate, &resp)
}
// GetTraderFuturesPositionsRatio gets a traders futures positions' long/short ratio
@@ -852,7 +892,7 @@ func (b *Binance) GetTraderFuturesPositionsRatio(pair, period string, limit int6
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesTopPositionsRatio+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesTopPositionsRatio+params.Encode(), cFuturesDefaultRate, &resp)
}
// GetMarketRatio gets global long/short ratio
@@ -874,7 +914,7 @@ func (b *Binance) GetMarketRatio(pair, period string, limit int64, startTime, en
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesLongShortRatio+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesLongShortRatio+params.Encode(), cFuturesDefaultRate, &resp)
}
// GetFuturesTakerVolume gets futures taker buy/sell volumes
@@ -900,7 +940,7 @@ func (b *Binance) GetFuturesTakerVolume(pair, contractType, period string, limit
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesBuySellVolume+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesBuySellVolume+params.Encode(), cFuturesDefaultRate, &resp)
}
// GetFuturesBasisData gets futures basis data
@@ -926,7 +966,7 @@ func (b *Binance) GetFuturesBasisData(pair, contractType, period string, limit i
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesBasis+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesBasis+params.Encode(), cFuturesDefaultRate, &resp)
}
// FuturesNewOrder sends a new futures order to the exchange
@@ -985,7 +1025,7 @@ func (b *Binance) FuturesNewOrder(symbol currency.Pair, side, positionSide, orde
if callbackRate != 0 {
params.Set("callbackRate", strconv.FormatFloat(callbackRate, 'f', -1, 64))
}
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesOrder, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesOrder, params, cFuturesOrdersDefaultRate, &resp)
}
// FuturesBatchOrder sends a batch order request
@@ -1023,7 +1063,7 @@ func (b *Binance) FuturesBatchOrder(data []PlaceBatchOrderData) ([]FuturesOrderP
return resp, err
}
params.Set("batchOrders", string(jsonData))
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesBatchOrder, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesBatchOrder, params, cFuturesBatchOrdersRate, &resp)
}
// FuturesBatchCancelOrders sends a batch request to cancel orders
@@ -1049,7 +1089,7 @@ func (b *Binance) FuturesBatchCancelOrders(symbol currency.Pair, orderList, orig
}
params.Set("origClientOrderIdList", string(jsonCliOrdIDList))
}
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodDelete, cfuturesBatchOrder, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodDelete, cfuturesBatchOrder, params, cFuturesOrdersDefaultRate, &resp)
}
// FuturesGetOrderData gets futures order data
@@ -1067,7 +1107,7 @@ func (b *Binance) FuturesGetOrderData(symbol currency.Pair, orderID, origClientO
if origClientOrderID != "" {
params.Set("origClientOrderId", origClientOrderID)
}
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesOrder, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesOrder, params, cFuturesOrdersDefaultRate, &resp)
}
// FuturesCancelOrder cancels a futures order
@@ -1085,7 +1125,7 @@ func (b *Binance) FuturesCancelOrder(symbol currency.Pair, orderID, origClientOr
if origClientOrderID != "" {
params.Set("origClientOrderId", origClientOrderID)
}
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodDelete, cfuturesOrder, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodDelete, cfuturesOrder, params, cFuturesOrdersDefaultRate, &resp)
}
// FuturesCancelAllOpenOrders cancels a futures order
@@ -1097,7 +1137,7 @@ func (b *Binance) FuturesCancelAllOpenOrders(symbol currency.Pair) (GenericAuthR
return resp, err
}
params.Set("symbol", symbolValue)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodDelete, cfuturesCancelAllOrders, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodDelete, cfuturesCancelAllOrders, params, cFuturesOrdersDefaultRate, &resp)
}
// AutoCancelAllOpenOrders cancels all open futures orders
@@ -1111,7 +1151,7 @@ func (b *Binance) AutoCancelAllOpenOrders(symbol currency.Pair, countdownTime in
}
params.Set("symbol", symbolValue)
params.Set("countdownTime", strconv.FormatInt(countdownTime, 10))
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesCountdownCancel, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesCountdownCancel, params, cFuturesCancelAllOrdersRate, &resp)
}
// FuturesOpenOrderData gets open order data for CoinMarginedFutures,
@@ -1129,31 +1169,40 @@ func (b *Binance) FuturesOpenOrderData(symbol currency.Pair, orderID, origClient
if origClientOrderID != "" {
params.Set("origClientOrderId", origClientOrderID)
}
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesOpenOrder, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesOpenOrder, params, cFuturesOrdersDefaultRate, &resp)
}
// GetFuturesAllOpenOrders gets all open orders data for CoinMarginedFutures,
func (b *Binance) GetFuturesAllOpenOrders(symbol currency.Pair, pair string) ([]FuturesOrderData, error) {
var resp []FuturesOrderData
params := url.Values{}
var p string
var err error
rateLimit := cFuturesGetAllOpenOrdersRate
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
rateLimit = cFuturesOrdersDefaultRate
p, err = b.FormatSymbol(symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
params.Set("symbol", p)
} else {
// extend the receive window when all currencies to prevent "recvwindow" error
params.Set("recvWindow", "10000")
}
if pair != "" {
params.Set("pair", pair)
}
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAllOpenOrders, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAllOpenOrders, params, rateLimit, &resp)
}
// GetAllFuturesOrders gets all orders active cancelled or filled
func (b *Binance) GetAllFuturesOrders(symbol currency.Pair, pair string, startTime, endTime time.Time, orderID, limit int64) ([]FuturesOrderData, error) {
var resp []FuturesOrderData
params := url.Values{}
rateLimit := cFuturesPairOrdersRate
if !symbol.IsEmpty() {
rateLimit = cFuturesSymbolOrdersRate
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err
@@ -1176,19 +1225,19 @@ func (b *Binance) GetAllFuturesOrders(symbol currency.Pair, pair string, startTi
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAllOrders, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAllOrders, params, rateLimit, &resp)
}
// GetFuturesAccountBalance gets account balance data for CoinMarginedFutures, account
func (b *Binance) GetFuturesAccountBalance() ([]FuturesAccountBalanceData, error) {
var resp []FuturesAccountBalanceData
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAccountBalance, nil, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAccountBalance, nil, cFuturesDefaultRate, &resp)
}
// GetFuturesAccountInfo gets account info data for CoinMarginedFutures, account
func (b *Binance) GetFuturesAccountInfo() (FuturesAccountInformation, error) {
var resp FuturesAccountInformation
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAccountInfo, nil, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAccountInfo, nil, cFuturesAccountInformationRate, &resp)
}
// FuturesChangeInitialLeverage changes initial leverage for the account
@@ -1204,7 +1253,7 @@ func (b *Binance) FuturesChangeInitialLeverage(symbol currency.Pair, leverage in
return resp, errors.New("invalid leverage")
}
params.Set("leverage", strconv.FormatInt(leverage, 10))
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesChangeInitialLeverage, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesChangeInitialLeverage, params, cFuturesDefaultRate, &resp)
}
// FuturesChangeMarginType changes margin type
@@ -1220,7 +1269,7 @@ func (b *Binance) FuturesChangeMarginType(symbol currency.Pair, marginType strin
return resp, errors.New("invalid marginType")
}
params.Set("marginType", marginType)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesChangeMarginType, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesChangeMarginType, params, cFuturesDefaultRate, &resp)
}
// ModifyIsolatedPositionMargin changes margin for an isolated position
@@ -1242,7 +1291,7 @@ func (b *Binance) ModifyIsolatedPositionMargin(symbol currency.Pair, positionSid
}
params.Set("type", strconv.FormatInt(cType, 10))
params.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesModifyMargin, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesModifyMargin, params, cFuturesDefaultRate, &resp)
}
// FuturesMarginChangeHistory gets past margin changes for positions
@@ -1269,7 +1318,7 @@ func (b *Binance) FuturesMarginChangeHistory(symbol currency.Pair, changeType st
if limit != 0 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesMarginChangeHistory, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesMarginChangeHistory, params, cFuturesDefaultRate, &resp)
}
// FuturesPositionsInfo gets futures positions info
@@ -1282,14 +1331,16 @@ func (b *Binance) FuturesPositionsInfo(marginAsset, pair string) ([]FuturesPosit
if pair != "" {
params.Set("pair", pair)
}
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesPositionInfo, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesPositionInfo, params, cFuturesDefaultRate, &resp)
}
// FuturesTradeHistory gets trade history for CoinMarginedFutures, account
func (b *Binance) FuturesTradeHistory(symbol currency.Pair, pair string, startTime, endTime time.Time, limit, fromID int64) ([]FuturesAccountTradeList, error) {
var resp []FuturesAccountTradeList
params := url.Values{}
if symbol != (currency.Pair{}) {
rateLimit := cFuturesPairOrdersRate
if !symbol.IsEmpty() {
rateLimit = cFuturesSymbolOrdersRate
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err
@@ -1312,14 +1363,14 @@ func (b *Binance) FuturesTradeHistory(symbol currency.Pair, pair string, startTi
if fromID != 0 {
params.Set("fromId", strconv.FormatInt(fromID, 10))
}
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAccountTradeList, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAccountTradeList, params, rateLimit, &resp)
}
// FuturesIncomeHistory gets income history for CoinMarginedFutures,
func (b *Binance) FuturesIncomeHistory(symbol currency.Pair, incomeType string, startTime, endTime time.Time, limit int64) ([]FuturesIncomeHistoryData, error) {
var resp []FuturesIncomeHistoryData
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err
@@ -1342,7 +1393,7 @@ func (b *Binance) FuturesIncomeHistory(symbol currency.Pair, incomeType string,
if limit != 0 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesIncomeHistory, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesIncomeHistory, params, cFuturesIncomeHistoryRate, &resp)
}
// FuturesNotionalBracket gets futures notional bracket
@@ -1352,14 +1403,14 @@ func (b *Binance) FuturesNotionalBracket(pair string) ([]NotionalBracketData, er
if pair != "" {
params.Set("pair", pair)
}
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesNotionalBracket, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesNotionalBracket, params, cFuturesDefaultRate, &resp)
}
// FuturesForceOrders gets futures forced orders
func (b *Binance) FuturesForceOrders(symbol currency.Pair, autoCloseType string, startTime, endTime time.Time) ([]ForcedOrdersData, error) {
var resp []ForcedOrdersData
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err
@@ -1379,19 +1430,19 @@ func (b *Binance) FuturesForceOrders(symbol currency.Pair, autoCloseType string,
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesUsersForceOrders, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesUsersForceOrders, params, cFuturesDefaultRate, &resp)
}
// FuturesPositionsADLEstimate estimates ADL on positions
func (b *Binance) FuturesPositionsADLEstimate(symbol currency.Pair) ([]ADLEstimateData, error) {
var resp []ADLEstimateData
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
}
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesADLQuantile, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesADLQuantile, params, cFuturesAccountInformationRate, &resp)
}

169
exchanges/binance/binance_ufutures.go
View File

@@ -64,7 +64,7 @@ const (
// UExchangeInfo stores usdt margined futures data
func (b *Binance) UExchangeInfo() (UFuturesExchangeInfo, error) {
var resp UFuturesExchangeInfo
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesExchangeInfo, limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesExchangeInfo, uFuturesDefaultRate, &resp)
}
// UFuturesOrderbook gets orderbook data for usdt margined futures
@@ -84,7 +84,18 @@ func (b *Binance) UFuturesOrderbook(symbol currency.Pair, limit int64) (OrderBoo
}
params.Set("limit", strLimit)
}
err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesOrderbook+params.Encode(), limitDefault, &data)
rateBudget := uFuturesDefaultRate
switch {
case limit == 5, limit == 10, limit == 20, limit == 50:
rateBudget = uFuturesOrderbook50Rate
case limit >= 100 && limit < 500:
rateBudget = uFuturesOrderbook100Rate
case limit >= 500 && limit < 1000:
rateBudget = uFuturesOrderbook500Rate
case limit == 1000:
rateBudget = uFuturesOrderbook1000Rate
}
err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesOrderbook+params.Encode(), rateBudget, &data)
if err != nil {
return resp, err
}
@@ -137,7 +148,7 @@ func (b *Binance) URecentTrades(symbol currency.Pair, fromID string, limit int64
if limit > 0 && limit < 1000 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesRecentTrades+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesRecentTrades+params.Encode(), uFuturesDefaultRate, &resp)
}
// UFuturesHistoricalTrades gets historical public trades for USDTMarginedFutures
@@ -155,7 +166,7 @@ func (b *Binance) UFuturesHistoricalTrades(symbol currency.Pair, fromID string,
if limit > 0 && limit < 1000 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesHistoricalTrades, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesHistoricalTrades, params, uFuturesHistoricalTradesRate, &resp)
}
// UCompressedTrades gets compressed public trades for usdt margined futures
@@ -180,7 +191,7 @@ func (b *Binance) UCompressedTrades(symbol currency.Pair, fromID string, limit i
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesCompressedTrades+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesCompressedTrades+params.Encode(), uFuturesHistoricalTradesRate, &resp)
}
// UKlineData gets kline data for usdt margined futures
@@ -197,7 +208,7 @@ func (b *Binance) UKlineData(symbol currency.Pair, interval string, limit int64,
return resp, errors.New("invalid interval")
}
params.Set("interval", interval)
if limit > 0 && limit < 1000 {
if limit > 0 && limit <= 1500 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
if !startTime.IsZero() && !endTime.IsZero() {
@@ -207,7 +218,18 @@ func (b *Binance) UKlineData(symbol currency.Pair, interval string, limit int64,
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesKlineData+params.Encode(), limitDefault, &data)
rateBudget := uFuturesDefaultRate
switch {
case limit > 0 && limit <= 100:
rateBudget = uFuturesKline100Rate
case limit > 100 && limit <= 500:
rateBudget = uFuturesKline500Rate
case limit > 500 && limit <= 1000:
rateBudget = uFuturesKline1000Rate
case limit > 1000:
rateBudget = uFuturesKlineMaxRate
}
err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesKlineData+params.Encode(), rateBudget, &data)
if err != nil {
return resp, err
}
@@ -302,21 +324,21 @@ func (b *Binance) UKlineData(symbol currency.Pair, interval string, limit int64,
// UGetMarkPrice gets mark price data for USDTMarginedFutures
func (b *Binance) UGetMarkPrice(symbol currency.Pair) ([]UMarkPrice, error) {
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return nil, err
}
params.Set("symbol", symbolValue)
var tempResp UMarkPrice
err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesMarkPrice+params.Encode(), limitDefault, &tempResp)
err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesMarkPrice+params.Encode(), uFuturesDefaultRate, &tempResp)
if err != nil {
return nil, err
}
return []UMarkPrice{tempResp}, nil
}
var resp []UMarkPrice
err := b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesMarkPrice+params.Encode(), limitDefault, &resp)
err := b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesMarkPrice+params.Encode(), uFuturesDefaultRate, &resp)
if err != nil {
return nil, err
}
@@ -327,7 +349,7 @@ func (b *Binance) UGetMarkPrice(symbol currency.Pair) ([]UMarkPrice, error) {
func (b *Binance) UGetFundingHistory(symbol currency.Pair, limit int64, startTime, endTime time.Time) ([]FundingRateHistory, error) {
var resp []FundingRateHistory
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp, err
@@ -344,69 +366,69 @@ func (b *Binance) UGetFundingHistory(symbol currency.Pair, limit int64, startTim
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesFundingRateHistory+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesFundingRateHistory+params.Encode(), uFuturesDefaultRate, &resp)
}
// U24HTickerPriceChangeStats gets 24hr ticker price change stats for USDTMarginedFutures
func (b *Binance) U24HTickerPriceChangeStats(symbol currency.Pair) ([]U24HrPriceChangeStats, error) {
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return nil, err
}
params.Set("symbol", symbolValue)
var tempResp U24HrPriceChangeStats
err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTickerPriceStats+params.Encode(), limitDefault, &tempResp)
err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTickerPriceStats+params.Encode(), uFuturesDefaultRate, &tempResp)
if err != nil {
return nil, err
}
return []U24HrPriceChangeStats{tempResp}, err
}
var resp []U24HrPriceChangeStats
err := b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTickerPriceStats+params.Encode(), limitDefault, &resp)
err := b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTickerPriceStats+params.Encode(), uFuturesTickerPriceHistoryRate, &resp)
return resp, err
}
// USymbolPriceTicker gets symbol price ticker for USDTMarginedFutures
func (b *Binance) USymbolPriceTicker(symbol currency.Pair) ([]USymbolPriceTicker, error) {
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return nil, err
}
params.Set("symbol", symbolValue)
var tempResp USymbolPriceTicker
err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesSymbolPriceTicker+params.Encode(), limitDefault, &tempResp)
err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesSymbolPriceTicker+params.Encode(), uFuturesDefaultRate, &tempResp)
if err != nil {
return nil, err
}
return []USymbolPriceTicker{tempResp}, err
}
var resp []USymbolPriceTicker
err := b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesSymbolPriceTicker+params.Encode(), limitDefault, &resp)
err := b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesSymbolPriceTicker+params.Encode(), uFuturesOrderbookTickerAllRate, &resp)
return resp, err
}
// USymbolOrderbookTicker gets symbol orderbook ticker
func (b *Binance) USymbolOrderbookTicker(symbol currency.Pair) ([]USymbolOrderbookTicker, error) {
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return nil, err
}
params.Set("symbol", symbolValue)
var tempResp USymbolOrderbookTicker
err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesSymbolOrderbook+params.Encode(), limitDefault, &tempResp)
err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesSymbolOrderbook+params.Encode(), uFuturesDefaultRate, &tempResp)
if err != nil {
return nil, err
}
return []USymbolOrderbookTicker{tempResp}, err
}
var resp []USymbolOrderbookTicker
err := b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTickerPriceStats+params.Encode(), limitDefault, &resp)
err := b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTickerPriceStats+params.Encode(), uFuturesOrderbookTickerAllRate, &resp)
return resp, err
}
@@ -414,7 +436,9 @@ func (b *Binance) USymbolOrderbookTicker(symbol currency.Pair) ([]USymbolOrderbo
func (b *Binance) ULiquidationOrders(symbol currency.Pair, limit int64, startTime, endTime time.Time) ([]ULiquidationOrdersData, error) {
var resp []ULiquidationOrdersData
params := url.Values{}
if symbol != (currency.Pair{}) {
rateLimit := uFuturesAllForceOrdersRate
if !symbol.IsEmpty() {
rateLimit = uFuturesCurrencyForceOrdersRate
symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp, err
@@ -431,7 +455,7 @@ func (b *Binance) ULiquidationOrders(symbol currency.Pair, limit int64, startTim
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesLiquidationOrders+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesLiquidationOrders+params.Encode(), rateLimit, &resp)
}
// UOpenInterest gets open interest data for USDTMarginedFutures
@@ -443,7 +467,7 @@ func (b *Binance) UOpenInterest(symbol currency.Pair) (UOpenInterestData, error)
return resp, err
}
params.Set("symbol", symbolValue)
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesOpenInterest+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesOpenInterest+params.Encode(), uFuturesDefaultRate, &resp)
}
// UOpenInterestStats gets open interest stats for USDTMarginedFutures
@@ -469,7 +493,7 @@ func (b *Binance) UOpenInterestStats(symbol currency.Pair, period string, limit
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesOpenInterestStats+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesOpenInterestStats+params.Encode(), uFuturesDefaultRate, &resp)
}
// UTopAcccountsLongShortRatio gets long/short ratio data for top trader accounts in ufutures
@@ -495,7 +519,7 @@ func (b *Binance) UTopAcccountsLongShortRatio(symbol currency.Pair, period strin
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTopAccountsRatio+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTopAccountsRatio+params.Encode(), uFuturesDefaultRate, &resp)
}
// UTopPostionsLongShortRatio gets long/short ratio data for top positions' in ufutures
@@ -521,7 +545,7 @@ func (b *Binance) UTopPostionsLongShortRatio(symbol currency.Pair, period string
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTopPositionsRatio+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTopPositionsRatio+params.Encode(), uFuturesDefaultRate, &resp)
}
// UGlobalLongShortRatio gets the global long/short ratio data for USDTMarginedFutures
@@ -547,7 +571,7 @@ func (b *Binance) UGlobalLongShortRatio(symbol currency.Pair, period string, lim
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesLongShortRatio+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesLongShortRatio+params.Encode(), uFuturesDefaultRate, &resp)
}
// UTakerBuySellVol gets takers' buy/sell ratio for USDTMarginedFutures
@@ -573,27 +597,27 @@ func (b *Binance) UTakerBuySellVol(symbol currency.Pair, period string, limit in
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesBuySellVolume+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesBuySellVolume+params.Encode(), uFuturesDefaultRate, &resp)
}
// UCompositeIndexInfo stores composite indexs' info for usdt margined futures
func (b *Binance) UCompositeIndexInfo(symbol currency.Pair) ([]UCompositeIndexInfoData, error) {
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return nil, err
}
params.Set("symbol", symbolValue)
var tempResp UCompositeIndexInfoData
err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesCompositeIndexInfo+params.Encode(), limitDefault, &tempResp)
err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesCompositeIndexInfo+params.Encode(), uFuturesDefaultRate, &tempResp)
if err != nil {
return nil, err
}
return []UCompositeIndexInfoData{tempResp}, err
}
var resp []UCompositeIndexInfoData
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesCompositeIndexInfo+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesCompositeIndexInfo+params.Encode(), uFuturesDefaultRate, &resp)
}
// UFuturesNewOrder sends a new order for USDTMarginedFutures
@@ -652,7 +676,7 @@ func (b *Binance) UFuturesNewOrder(symbol currency.Pair, side, positionSide, ord
if callbackRate != 0 {
params.Set("callbackRate", strconv.FormatFloat(callbackRate, 'f', -1, 64))
}
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesOrder, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesOrder, params, uFuturesOrdersDefaultRate, &resp)
}
// UPlaceBatchOrders places batch orders
@@ -690,7 +714,7 @@ func (b *Binance) UPlaceBatchOrders(data []PlaceBatchOrderData) ([]UOrderData, e
return resp, err
}
params.Set("batchOrders", string(jsonData))
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesBatchOrder, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesBatchOrder, params, uFuturesBatchOrdersRate, &resp)
}
// UGetOrderData gets order data for USDTMarginedFutures
@@ -708,7 +732,7 @@ func (b *Binance) UGetOrderData(symbol currency.Pair, orderID, cliOrderID string
if cliOrderID != "" {
params.Set("origClientOrderId", cliOrderID)
}
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesOrder, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesOrder, params, uFuturesOrdersDefaultRate, &resp)
}
// UCancelOrder cancel an order for USDTMarginedFutures
@@ -726,7 +750,7 @@ func (b *Binance) UCancelOrder(symbol currency.Pair, orderID, cliOrderID string)
if cliOrderID != "" {
params.Set("origClientOrderId", cliOrderID)
}
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodDelete, ufuturesOrder, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodDelete, ufuturesOrder, params, uFuturesOrdersDefaultRate, &resp)
}
// UCancelAllOpenOrders cancels all open orders for a symbol ufutures
@@ -738,7 +762,7 @@ func (b *Binance) UCancelAllOpenOrders(symbol currency.Pair) (GenericAuthRespons
return resp, err
}
params.Set("symbol", symbolValue)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodDelete, ufuturesCancelAllOrders, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodDelete, ufuturesCancelAllOrders, params, uFuturesOrdersDefaultRate, &resp)
}
// UCancelBatchOrders cancel batch order for USDTMarginedFutures
@@ -764,7 +788,7 @@ func (b *Binance) UCancelBatchOrders(symbol currency.Pair, orderIDList, origCliO
}
params.Set("origClientOrderIdList", string(jsonCliOrders))
}
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodDelete, ufuturesBatchOrder, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodDelete, ufuturesBatchOrder, params, uFuturesOrdersDefaultRate, &resp)
}
// UAutoCancelAllOpenOrders auto cancels all ufutures open orders for a symbol after the set countdown time
@@ -777,14 +801,14 @@ func (b *Binance) UAutoCancelAllOpenOrders(symbol currency.Pair, countdownTime i
}
params.Set("symbol", symbolValue)
params.Set("countdownTime", strconv.FormatInt(countdownTime, 10))
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesCountdownCancel, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesCountdownCancel, params, uFuturesCountdownCancelRate, &resp)
}
// UFetchOpenOrder sends a request to fetch open order data for USDTMarginedFutures
func (b *Binance) UFetchOpenOrder(symbol currency.Pair, orderID, origClientOrderID string) (UOrderData, error) {
var resp UOrderData
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp, err
@@ -797,34 +821,37 @@ func (b *Binance) UFetchOpenOrder(symbol currency.Pair, orderID, origClientOrder
if origClientOrderID != "" {
params.Set("origClientOrderId", origClientOrderID)
}
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesOpenOrder, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesOpenOrder, params, uFuturesOrdersDefaultRate, &resp)
}
// UAllAccountOpenOrders gets all account's orders for USDTMarginedFutures
func (b *Binance) UAllAccountOpenOrders(symbol currency.Pair) ([]UOrderData, error) {
var resp []UOrderData
params := url.Values{}
if symbol != (currency.Pair{}) {
symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
rateLimit := uFuturesGetAllOpenOrdersRate
if !symbol.IsEmpty() {
rateLimit = uFuturesOrdersDefaultRate
p, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
params.Set("symbol", p)
} else {
// extend the receive window when all currencies to prevent "recvwindow" error
params.Set("recvWindow", "10000")
}
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAllOpenOrders, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAllOpenOrders, params, rateLimit, &resp)
}
// UAllAccountOrders gets all account's orders for USDTMarginedFutures
func (b *Binance) UAllAccountOrders(symbol currency.Pair, orderID, limit int64, startTime, endTime time.Time) ([]UFuturesOrderData, error) {
var resp []UFuturesOrderData
params := url.Values{}
if symbol != (currency.Pair{}) {
symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
if orderID != 0 {
params.Set("orderId", strconv.FormatInt(orderID, 10))
}
@@ -838,19 +865,19 @@ func (b *Binance) UAllAccountOrders(symbol currency.Pair, orderID, limit int64,
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAllOrders, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAllOrders, params, uFuturesGetAllOrdersRate, &resp)
}
// UAccountBalanceV2 gets V2 account balance data
func (b *Binance) UAccountBalanceV2() ([]UAccountBalanceV2Data, error) {
var resp []UAccountBalanceV2Data
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAccountBalance, nil, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAccountBalance, nil, uFuturesOrdersDefaultRate, &resp)
}
// UAccountInformationV2 gets V2 account balance data
func (b *Binance) UAccountInformationV2() (UAccountInformationV2Data, error) {
var resp UAccountInformationV2Data
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAccountInfo, nil, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAccountInfo, nil, uFuturesAccountInformationRate, &resp)
}
// UChangeInitialLeverageRequest sends a request to change account's initial leverage
@@ -866,7 +893,7 @@ func (b *Binance) UChangeInitialLeverageRequest(symbol currency.Pair, leverage i
return resp, errors.New("invalid leverage")
}
params.Set("leverage", strconv.FormatInt(leverage, 10))
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesChangeInitialLeverage, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesChangeInitialLeverage, params, uFuturesDefaultRate, &resp)
}
// UChangeInitialMarginType sends a request to change account's initial margin type
@@ -881,7 +908,7 @@ func (b *Binance) UChangeInitialMarginType(symbol currency.Pair, marginType stri
return errors.New("invalid marginType")
}
params.Set("marginType", marginType)
return b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesChangeMarginType, params, limitDefault, nil)
return b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesChangeMarginType, params, uFuturesDefaultRate, nil)
}
// UModifyIsolatedPositionMarginReq sends a request to modify isolated margin for USDTMarginedFutures
@@ -904,7 +931,7 @@ func (b *Binance) UModifyIsolatedPositionMarginReq(symbol currency.Pair, positio
}
params.Set("type", strconv.FormatInt(cType, 10))
params.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesModifyMargin, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesModifyMargin, params, uFuturesDefaultRate, &resp)
}
// UPositionMarginChangeHistory gets margin change history for USDTMarginedFutures
@@ -931,21 +958,21 @@ func (b *Binance) UPositionMarginChangeHistory(symbol currency.Pair, changeType
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesMarginChangeHistory, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesMarginChangeHistory, params, uFuturesDefaultRate, &resp)
}
// UPositionsInfoV2 gets positions' info for USDTMarginedFutures
func (b *Binance) UPositionsInfoV2(symbol currency.Pair) ([]UPositionInformationV2, error) {
var resp []UPositionInformationV2
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
}
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesPositionInfo, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesPositionInfo, params, uFuturesDefaultRate, &resp)
}
// UAccountTradesHistory gets account's trade history data for USDTMarginedFutures
@@ -970,7 +997,7 @@ func (b *Binance) UAccountTradesHistory(symbol currency.Pair, fromID string, lim
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAccountTradeList, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAccountTradeList, params, uFuturesAccountInformationRate, &resp)
}
// UAccountIncomeHistory gets account's income history data for USDTMarginedFutures
@@ -998,42 +1025,44 @@ func (b *Binance) UAccountIncomeHistory(symbol currency.Pair, incomeType string,
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesIncomeHistory, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesIncomeHistory, params, uFuturesIncomeHistoryRate, &resp)
}
// UGetNotionalAndLeverageBrackets gets account's notional and leverage brackets for USDTMarginedFutures
func (b *Binance) UGetNotionalAndLeverageBrackets(symbol currency.Pair) ([]UNotionalLeverageAndBrakcetsData, error) {
var resp []UNotionalLeverageAndBrakcetsData
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
}
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesNotionalBracket, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesNotionalBracket, params, uFuturesDefaultRate, &resp)
}
// UPositionsADLEstimate gets estimated ADL data for USDTMarginedFutures positions
func (b *Binance) UPositionsADLEstimate(symbol currency.Pair) (UPositionADLEstimationData, error) {
var resp UPositionADLEstimationData
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
}
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesADLQuantile, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesADLQuantile, params, uFuturesAccountInformationRate, &resp)
}
// UAccountForcedOrders gets account's forced (liquidation) orders for USDTMarginedFutures
func (b *Binance) UAccountForcedOrders(symbol currency.Pair, autoCloseType string, limit int64, startTime, endTime time.Time) ([]UForceOrdersData, error) {
var resp []UForceOrdersData
params := url.Values{}
if symbol != (currency.Pair{}) {
rateLimit := uFuturesAllForceOrdersRate
if !symbol.IsEmpty() {
rateLimit = uFuturesCurrencyForceOrdersRate
symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp, err
@@ -1056,13 +1085,13 @@ func (b *Binance) UAccountForcedOrders(symbol currency.Pair, autoCloseType strin
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesUsersForceOrders, params, limitDefault, &resp)
return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesUsersForceOrders, params, rateLimit, &resp)
}
// GetPerpMarkets returns exchange information. Check binance_types for more information
func (b *Binance) GetPerpMarkets() (PerpsExchangeInfo, error) {
var resp PerpsExchangeInfo
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, perpExchangeInfo, limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, perpExchangeInfo, uFuturesDefaultRate, &resp)
}
// GetFundingRates gets funding rate history for perpetual contracts
@@ -1083,5 +1112,5 @@ func (b *Binance) GetFundingRates(symbol currency.Pair, limit string, startTime,
if !endTime.IsZero() {
params.Set("endTime", strconv.FormatInt(endTime.UnixNano(), 10))
}
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, fundingRate+params.Encode(), limitDefault, &resp)
return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, fundingRate+params.Encode(), uFuturesDefaultRate, &resp)
}

77
exchanges/binance/binance_wrapper.go
View File

@@ -10,7 +10,6 @@ import (
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -981,23 +980,15 @@ func (b *Binance) GetOrderInfo(orderID string, pair currency.Pair, assetType ass
}
switch assetType {
case asset.Spot:
orderIDInt64, err := convert.Int64FromString(orderID)
resp, err := b.QueryOrder(pair, "", orderIDInt)
if err != nil {
return respData, err
}
resp, err := b.QueryOrder(pair, "", orderIDInt64)
if err != nil {
return respData, err
}
orderSide := order.Side(resp.Side)
status, err := order.StringToOrderStatus(resp.Status)
if err != nil {
return respData, err
}
orderType := order.Limit
if resp.Type == "MARKET" {
orderType = order.Market
@@ -1019,77 +1010,63 @@ func (b *Binance) GetOrderInfo(orderID string, pair currency.Pair, assetType ass
LastUpdated: resp.UpdateTime,
}, nil
case asset.CoinMarginedFutures:
orderData, err := b.GetAllFuturesOrders(pair, "", time.Time{}, time.Time{}, orderIDInt, 0)
if err != nil {
return respData, err
}
if len(orderData) != 1 {
return respData, fmt.Errorf("no orders received")
}
p, err := currency.NewPairFromString(orderData[0].Pair)
orderData, err := b.FuturesOpenOrderData(pair, orderID, "")
if err != nil {
return respData, err
}
var feeBuilder exchange.FeeBuilder
feeBuilder.Amount = orderData[0].ExecutedQty
feeBuilder.PurchasePrice = orderData[0].AvgPrice
feeBuilder.Pair = p
feeBuilder.Amount = orderData.ExecutedQuantity
feeBuilder.PurchasePrice = orderData.AveragePrice
feeBuilder.Pair = pair
fee, err := b.GetFee(&feeBuilder)
if err != nil {
return respData, err
}
orderVars := compatibleOrderVars(orderData[0].Side, orderData[0].Status, orderData[0].OrderType)
respData.Amount = orderData[0].OrigQty
orderVars := compatibleOrderVars(orderData.Side, orderData.Status, orderData.OrderType)
respData.Amount = orderData.OriginalQuantity
respData.AssetType = assetType
respData.ClientOrderID = orderData[0].ClientOrderID
respData.ClientOrderID = orderData.ClientOrderID
respData.Exchange = b.Name
respData.ExecutedAmount = orderData[0].ExecutedQty
respData.ExecutedAmount = orderData.ExecutedQuantity
respData.Fee = fee
respData.ID = orderID
respData.Pair = p
respData.Price = orderData[0].Price
respData.RemainingAmount = orderData[0].OrigQty - orderData[0].ExecutedQty
respData.Pair = pair
respData.Price = orderData.Price
respData.RemainingAmount = orderData.OriginalQuantity - orderData.ExecutedQuantity
respData.Side = orderVars.Side
respData.Status = orderVars.Status
respData.Type = orderVars.OrderType
respData.Date = orderData[0].Time
respData.LastUpdated = orderData[0].UpdateTime
respData.Date = orderData.Time
respData.LastUpdated = orderData.UpdateTime
case asset.USDTMarginedFutures:
orderData, err := b.UAllAccountOrders(currency.Pair{}, 0, 0, time.Time{}, time.Time{})
if err != nil {
return respData, err
}
if len(orderData) != 1 {
return respData, fmt.Errorf("invalid data received")
}
p, err := currency.NewPairFromString(orderData[0].Symbol)
orderData, err := b.UGetOrderData(pair, orderID, "")
if err != nil {
return respData, err
}
var feeBuilder exchange.FeeBuilder
feeBuilder.Amount = orderData[0].ExecutedQty
feeBuilder.PurchasePrice = orderData[0].AvgPrice
feeBuilder.Pair = p
feeBuilder.Amount = orderData.ExecutedQuantity
feeBuilder.PurchasePrice = orderData.AveragePrice
feeBuilder.Pair = pair
fee, err := b.GetFee(&feeBuilder)
if err != nil {
return respData, err
}
orderVars := compatibleOrderVars(orderData[0].Side, orderData[0].Status, orderData[0].OrderType)
respData.Amount = orderData[0].OrigQty
orderVars := compatibleOrderVars(orderData.Side, orderData.Status, orderData.OrderType)
respData.Amount = orderData.OriginalQuantity
respData.AssetType = assetType
respData.ClientOrderID = orderData[0].ClientOrderID
respData.ClientOrderID = orderData.ClientOrderID
respData.Exchange = b.Name
respData.ExecutedAmount = orderData[0].ExecutedQty
respData.ExecutedAmount = orderData.ExecutedQuantity
respData.Fee = fee
respData.ID = orderID
respData.Pair = p
respData.Price = orderData[0].Price
respData.RemainingAmount = orderData[0].OrigQty - orderData[0].ExecutedQty
respData.Pair = pair
respData.Price = orderData.Price
respData.RemainingAmount = orderData.OriginalQuantity - orderData.ExecutedQuantity
respData.Side = orderVars.Side
respData.Status = orderVars.Status
respData.Type = orderVars.OrderType
respData.Date = orderData[0].Time
respData.LastUpdated = orderData[0].UpdateTime
respData.Date = orderData.Time
respData.LastUpdated = orderData.UpdateTime
default:
return respData, fmt.Errorf("assetType %s not supported", assetType)
}

49
exchanges/binance/cfutures_types.go
View File

@@ -234,30 +234,31 @@ type FuturesOrderPlaceData struct {
// FuturesOrderGetData stores futures order data for get requests
type FuturesOrderGetData struct {
AvgPrice float64 `json:"avgPrice,string"`
ClientOrderID string `json:"clientOrderID"`
CumQty float64 `json:"cumQty,string"`
CumBase float64 `json:"cumBase,string"`
ExecutedQty float64 `json:"executedQty,string"`
OrderID int64 `json:"orderId"`
OrigQty float64 `json:"origQty,string"`
OrigType string `json:"origType"`
Price float64 `json:"price,string"`
ReduceOnly bool `json:"reduceOnly"`
Side string `json:"buy"`
PositionSide string `json:"positionSide"`
Status string `json:"status"`
StopPrice float64 `json:"stopPrice,string"`
ClosePosition bool `json:"closePosition"`
Symbol string `json:"symbol"`
Pair string `json:"pair"`
TimeInForce string `json:"timeInForce"`
OrderType string `json:"type"`
ActivatePrice float64 `json:"activatePrice,string"`
PriceRate float64 `json:"priceRate,string"`
UpdateTime int64 `json:"updateTime"`
WorkingType string `json:"workingType"`
PriceProtect bool `json:"priceProtect"`
AveragePrice float64 `json:"avgPrice,string"`
ClientOrderID string `json:"clientOrderID"`
CumulativeQuantity float64 `json:"cumQty,string"`
CumulativeBase float64 `json:"cumBase,string"`
ExecutedQuantity float64 `json:"executedQty,string"`
OrderID int64 `json:"orderId"`
OriginalQuantity float64 `json:"origQty,string"`
OriginalType string `json:"origType"`
Price float64 `json:"price,string"`
ReduceOnly bool `json:"reduceOnly"`
Side string `json:"buy"`
PositionSide string `json:"positionSide"`
Status string `json:"status"`
StopPrice float64 `json:"stopPrice,string"`
ClosePosition bool `json:"closePosition"`
Symbol string `json:"symbol"`
Pair string `json:"pair"`
TimeInForce string `json:"timeInForce"`
OrderType string `json:"type"`
ActivatePrice float64 `json:"activatePrice,string"`
PriceRate float64 `json:"priceRate,string"`
Time time.Time `json:"time"`
UpdateTime time.Time `json:"updateTime"`
WorkingType string `json:"workingType"`
PriceProtect bool `json:"priceProtect"`
}
// FuturesOrderData stores order data for futures

247
exchanges/binance/ratelimit.go
View File

@@ -11,34 +11,92 @@ const (
// Binance limit rates
// Global dictates the max rate limit for general request items which is
// 1200 requests per minute
binanceGlobalInterval = time.Minute
binanceGlobalRequestRate = 1200
spotInterval = time.Minute
spotRequestRate = 1200
// Order related limits which are segregated from the global rate limits
// 100 requests per 10 seconds and max 100000 requests per day.
binanceOrderInterval = 10 * time.Second
binanceOrderRequestRate = 100
binanceOrderDailyInterval = time.Hour * 24
binanceOrderDailyMaxRequests = 100000
spotOrderInterval = 10 * time.Second
spotOrderRequestRate = 100
cFuturesInterval = time.Minute
cFuturesRequestRate = 6000
cFuturesOrderInterval = time.Minute
cFuturesOrderRequestRate = 1200
uFuturesInterval = time.Minute
uFuturesRequestRate = 2400
uFuturesOrderInterval = time.Minute
uFuturesOrderRequestRate = 1200
)
// Binance Spot rate limits
const (
limitDefault request.EndpointLimit = iota
limitHistoricalTrades
limitOrderbookDepth500
limitOrderbookDepth1000
limitOrderbookDepth5000
limitOrderbookTickerAll
limitPriceChangeAll
limitSymbolPriceAll
limitOpenOrdersAll
limitOrder
limitOrdersAll
spotDefaultRate request.EndpointLimit = iota
spotHistoricalTradesRate
spotOrderbookDepth500Rate
spotOrderbookDepth1000Rate
spotOrderbookDepth5000Rate
spotOrderbookTickerAllRate
spotPriceChangeAllRate
spotSymbolPriceAllRate
spotOpenOrdersAllRate
spotOrderRate
spotOrdersAllRate
spotAccountInformationRate
uFuturesDefaultRate
uFuturesHistoricalTradesRate
uFuturesSymbolOrdersRate
uFuturesPairOrdersRate
uFuturesCurrencyForceOrdersRate
uFuturesAllForceOrdersRate
uFuturesIncomeHistoryRate
uFuturesOrderbook50Rate
uFuturesOrderbook100Rate
uFuturesOrderbook500Rate
uFuturesOrderbook1000Rate
uFuturesKline100Rate
uFuturesKline500Rate
uFuturesKline1000Rate
uFuturesKlineMaxRate
uFuturesTickerPriceHistoryRate
uFuturesOrdersDefaultRate
uFuturesGetAllOrdersRate
uFuturesAccountInformationRate
uFuturesOrderbookTickerAllRate
uFuturesCountdownCancelRate
uFuturesBatchOrdersRate
uFuturesGetAllOpenOrdersRate
cFuturesDefaultRate
cFuturesHistoricalTradesRate
cFuturesTickerPriceHistoryRate
cFuturesIncomeHistoryRate
cFuturesOrderbook50Rate
cFuturesOrderbook100Rate
cFuturesOrderbook500Rate
cFuturesOrderbook1000Rate
cFuturesKline100Rate
cFuturesKline500Rate
cFuturesKline1000Rate
cFuturesKlineMaxRate
cFuturesIndexMarkPriceRate
cFuturesBatchOrdersRate
cFuturesCancelAllOrdersRate
cFuturesGetAllOpenOrdersRate
cFuturesAllForceOrdersRate
cFuturesCurrencyForceOrdersRate
cFuturesPairOrdersRate
cFuturesSymbolOrdersRate
cFuturesAccountInformationRate
cFuturesOrderbookTickerAllRate
cFuturesOrdersDefaultRate
)
// RateLimit implements the request.Limiter interface
type RateLimit struct {
GlobalRate *rate.Limiter
Orders *rate.Limiter
SpotRate *rate.Limiter
SpotOrdersRate *rate.Limiter
UFuturesRate *rate.Limiter
UFuturesOrdersRate *rate.Limiter
CFuturesRate *rate.Limiter
CFuturesOrdersRate *rate.Limiter
}
// Limit executes rate limiting functionality for Binance
@@ -46,28 +104,105 @@ func (r *RateLimit) Limit(f request.EndpointLimit) error {
var limiter *rate.Limiter
var tokens int
switch f {
case limitHistoricalTrades:
limiter, tokens = r.GlobalRate, 5
case limitOrderbookDepth500:
limiter, tokens = r.GlobalRate, 5
case limitOrderbookDepth1000:
limiter, tokens = r.GlobalRate, 10
case limitOrderbookDepth5000:
limiter, tokens = r.GlobalRate, 50
case limitOrderbookTickerAll:
limiter, tokens = r.GlobalRate, 2
case limitPriceChangeAll:
limiter, tokens = r.GlobalRate, 40
case limitSymbolPriceAll:
limiter, tokens = r.GlobalRate, 2
case limitOpenOrdersAll:
limiter, tokens = r.Orders, 40
case limitOrder:
limiter, tokens = r.Orders, 1
case limitOrdersAll:
limiter, tokens = r.Orders, 5
case spotDefaultRate:
limiter, tokens = r.SpotRate, 1
case spotOrderbookTickerAllRate,
spotSymbolPriceAllRate:
limiter, tokens = r.SpotRate, 2
case spotHistoricalTradesRate,
spotAccountInformationRate,
spotOrderbookDepth500Rate:
limiter, tokens = r.SpotRate, 5
case spotOrderbookDepth1000Rate:
limiter, tokens = r.SpotRate, 10
case spotPriceChangeAllRate:
limiter, tokens = r.SpotRate, 40
case spotOrderbookDepth5000Rate:
limiter, tokens = r.SpotRate, 50
case spotOrderRate:
limiter, tokens = r.SpotOrdersRate, 1
case spotOrdersAllRate:
limiter, tokens = r.SpotOrdersRate, 5
case spotOpenOrdersAllRate:
limiter, tokens = r.SpotOrdersRate, 40
case uFuturesDefaultRate,
uFuturesKline100Rate:
limiter, tokens = r.UFuturesRate, 1
case uFuturesOrderbook50Rate,
uFuturesKline500Rate,
uFuturesOrderbookTickerAllRate:
limiter, tokens = r.UFuturesRate, 2
case uFuturesOrderbook100Rate,
uFuturesKline1000Rate,
uFuturesAccountInformationRate:
limiter, tokens = r.UFuturesRate, 5
case uFuturesOrderbook500Rate,
uFuturesKlineMaxRate:
limiter, tokens = r.UFuturesRate, 10
case uFuturesOrderbook1000Rate,
uFuturesHistoricalTradesRate:
limiter, tokens = r.UFuturesRate, 20
case uFuturesTickerPriceHistoryRate:
limiter, tokens = r.UFuturesRate, 40
case uFuturesOrdersDefaultRate:
limiter, tokens = r.UFuturesOrdersRate, 1
case uFuturesBatchOrdersRate,
uFuturesGetAllOrdersRate:
limiter, tokens = r.UFuturesOrdersRate, 5
case uFuturesCountdownCancelRate:
limiter, tokens = r.UFuturesOrdersRate, 10
case uFuturesCurrencyForceOrdersRate,
uFuturesSymbolOrdersRate:
limiter, tokens = r.UFuturesOrdersRate, 20
case uFuturesIncomeHistoryRate:
limiter, tokens = r.UFuturesOrdersRate, 30
case uFuturesPairOrdersRate,
uFuturesGetAllOpenOrdersRate:
limiter, tokens = r.UFuturesOrdersRate, 40
case uFuturesAllForceOrdersRate:
limiter, tokens = r.UFuturesOrdersRate, 50
case cFuturesKline100Rate:
limiter, tokens = r.CFuturesRate, 1
case cFuturesKline500Rate,
cFuturesOrderbookTickerAllRate:
limiter, tokens = r.CFuturesRate, 2
case cFuturesKline1000Rate,
cFuturesAccountInformationRate:
limiter, tokens = r.CFuturesRate, 5
case cFuturesKlineMaxRate,
cFuturesIndexMarkPriceRate:
limiter, tokens = r.CFuturesRate, 10
case cFuturesHistoricalTradesRate,
cFuturesCurrencyForceOrdersRate:
limiter, tokens = r.CFuturesRate, 20
case cFuturesTickerPriceHistoryRate:
limiter, tokens = r.CFuturesRate, 40
case cFuturesAllForceOrdersRate:
limiter, tokens = r.CFuturesRate, 50
case cFuturesOrdersDefaultRate:
limiter, tokens = r.CFuturesOrdersRate, 1
case cFuturesBatchOrdersRate,
cFuturesGetAllOpenOrdersRate:
limiter, tokens = r.CFuturesOrdersRate, 5
case cFuturesCancelAllOrdersRate:
limiter, tokens = r.CFuturesOrdersRate, 10
case cFuturesIncomeHistoryRate,
cFuturesSymbolOrdersRate:
limiter, tokens = r.CFuturesOrdersRate, 20
case cFuturesPairOrdersRate:
limiter, tokens = r.CFuturesOrdersRate, 40
case cFuturesOrderbook50Rate:
limiter, tokens = r.CFuturesRate, 2
case cFuturesOrderbook100Rate:
limiter, tokens = r.CFuturesRate, 5
case cFuturesOrderbook500Rate:
limiter, tokens = r.CFuturesRate, 10
case cFuturesOrderbook1000Rate:
limiter, tokens = r.CFuturesRate, 20
case cFuturesDefaultRate:
limiter, tokens = r.CFuturesRate, 1
default:
limiter, tokens = r.GlobalRate, 1
limiter, tokens = r.SpotRate, 1
}
var finalDelay time.Duration
@@ -83,44 +218,40 @@ func (r *RateLimit) Limit(f request.EndpointLimit) error {
// SetRateLimit returns the rate limit for the exchange
func SetRateLimit() *RateLimit {
return &RateLimit{
GlobalRate: request.NewRateLimit(binanceGlobalInterval, binanceGlobalRequestRate),
Orders: request.NewRateLimit(binanceOrderInterval, binanceOrderRequestRate),
SpotRate: request.NewRateLimit(spotInterval, spotRequestRate),
SpotOrdersRate: request.NewRateLimit(spotOrderInterval, spotOrderRequestRate),
UFuturesRate: request.NewRateLimit(uFuturesInterval, uFuturesRequestRate),
UFuturesOrdersRate: request.NewRateLimit(uFuturesOrderInterval, uFuturesOrderRequestRate),
CFuturesRate: request.NewRateLimit(cFuturesInterval, cFuturesRequestRate),
CFuturesOrdersRate: request.NewRateLimit(cFuturesOrderInterval, cFuturesOrderRequestRate),
}
}
func bestPriceLimit(symbol string) request.EndpointLimit {
if symbol == "" {
return limitOrderbookTickerAll
return spotOrderbookTickerAllRate
}
return limitDefault
return spotDefaultRate
}
func openOrdersLimit(symbol string) request.EndpointLimit {
if symbol == "" {
return limitOpenOrdersAll
return spotOpenOrdersAllRate
}
return limitOrder
return spotOrderRate
}
func orderbookLimit(depth int) request.EndpointLimit {
switch {
case depth <= 100:
return limitDefault
return spotDefaultRate
case depth <= 500:
return limitOrderbookDepth500
return spotOrderbookDepth500Rate
case depth <= 1000:
return limitOrderbookDepth1000
return spotOrderbookDepth1000Rate
}
return limitOrderbookDepth5000
}
func symbolPriceLimit(symbol string) request.EndpointLimit {
if symbol == "" {
return limitSymbolPriceAll
}
return limitDefault
return spotOrderbookDepth5000Rate
}

33
exchanges/binance/ratelimit_test.go
View File

@@ -13,20 +13,17 @@ func TestRateLimit_Limit(t *testing.T) {
Expected request.EndpointLimit
Limit request.EndpointLimit
}{
"All Orderbooks Ticker": {Expected: limitOrderbookTickerAll, Limit: bestPriceLimit("")},
"Orderbook Ticker": {Expected: limitDefault, Limit: bestPriceLimit(symbol)},
"All Open Orders": {Expected: limitOpenOrdersAll, Limit: openOrdersLimit("")},
"Open Orders": {Expected: limitOrder, Limit: openOrdersLimit(symbol)},
"Orderbook Depth 5": {Expected: limitDefault, Limit: orderbookLimit(5)},
"Orderbook Depth 10": {Expected: limitDefault, Limit: orderbookLimit(10)},
"Orderbook Depth 20": {Expected: limitDefault, Limit: orderbookLimit(20)},
"Orderbook Depth 50": {Expected: limitDefault, Limit: orderbookLimit(50)},
"Orderbook Depth 100": {Expected: limitDefault, Limit: orderbookLimit(100)},
"Orderbook Depth 500": {Expected: limitOrderbookDepth500, Limit: orderbookLimit(500)},
"Orderbook Depth 1000": {Expected: limitOrderbookDepth1000, Limit: orderbookLimit(1000)},
"Orderbook Depth 5000": {Expected: limitOrderbookDepth5000, Limit: orderbookLimit(5000)},
"All Symbol Prices": {Expected: limitSymbolPriceAll, Limit: symbolPriceLimit("")},
"Symbol Price": {Expected: limitDefault, Limit: symbolPriceLimit(symbol)},
"All Orderbooks Ticker": {Expected: spotOrderbookTickerAllRate, Limit: bestPriceLimit("")},
"Orderbook Ticker": {Expected: spotDefaultRate, Limit: bestPriceLimit(symbol)},
"Open Orders": {Expected: spotOrderRate, Limit: openOrdersLimit(symbol)},
"Orderbook Depth 5": {Expected: spotDefaultRate, Limit: orderbookLimit(5)},
"Orderbook Depth 10": {Expected: spotDefaultRate, Limit: orderbookLimit(10)},
"Orderbook Depth 20": {Expected: spotDefaultRate, Limit: orderbookLimit(20)},
"Orderbook Depth 50": {Expected: spotDefaultRate, Limit: orderbookLimit(50)},
"Orderbook Depth 100": {Expected: spotDefaultRate, Limit: orderbookLimit(100)},
"Orderbook Depth 500": {Expected: spotOrderbookDepth500Rate, Limit: orderbookLimit(500)},
"Orderbook Depth 1000": {Expected: spotOrderbookDepth1000Rate, Limit: orderbookLimit(1000)},
"Orderbook Depth 5000": {Expected: spotOrderbookDepth5000Rate, Limit: orderbookLimit(5000)},
}
for name, tt := range testTable {
tt := tt
@@ -48,10 +45,10 @@ func TestRateLimit_Limit(t *testing.T) {
func TestRateLimit_LimitStatic(t *testing.T) {
testTable := map[string]request.EndpointLimit{
"Default": limitDefault,
"Historical Trades": limitHistoricalTrades,
"All Price Changes": limitPriceChangeAll,
"All Orders": limitOrdersAll,
"Default": spotDefaultRate,
"Historical Trades": spotHistoricalTradesRate,
"All Price Changes": spotPriceChangeAllRate,
"All Orders": spotOrdersAllRate,
}
for name, tt := range testTable {
tt := tt

18
exchanges/binance/type_convert.go
View File

@@ -247,6 +247,24 @@ func (a *UFuturesOrderData) UnmarshalJSON(data []byte) error {
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *FuturesOrderGetData) UnmarshalJSON(data []byte) error {
type Alias FuturesOrderGetData
aux := &struct {
Time binanceTime `json:"time"`
UpdateTime binanceTime `json:"updateTime"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Time = aux.Time.Time()
a.UpdateTime = aux.UpdateTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *UOrderData) UnmarshalJSON(data []byte) error {
type Alias UOrderData

4
exchanges/huobi/huobi.go
View File

@@ -74,7 +74,7 @@ type HUOBI struct {
func (h *HUOBI) GetMarginRates(symbol currency.Pair) (MarginRatesData, error) {
var resp MarginRatesData
vals := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
if err != nil {
return resp, err
@@ -699,7 +699,7 @@ func (h *HUOBI) GetMarginAccountBalance(symbol currency.Pair) ([]MarginAccountBa
Balances []MarginAccountBalance `json:"data"`
}{}
vals := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
if err != nil {
return resp.Balances, err

4
exchanges/kraken/kraken_futures.go
View File

@@ -186,7 +186,7 @@ func (k *Kraken) FuturesNotifications() (FuturesNotificationData, error) {
func (k *Kraken) FuturesCancelAllOrders(symbol currency.Pair) (CancelAllOrdersData, error) {
var resp CancelAllOrdersData
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := k.FormatSymbol(symbol, asset.Futures)
if err != nil {
return resp, err
@@ -214,7 +214,7 @@ func (k *Kraken) FuturesOpenOrders() (FuturesOpenOrdersData, error) {
func (k *Kraken) FuturesRecentOrders(symbol currency.Pair) (FuturesRecentOrdersData, error) {
var resp FuturesRecentOrdersData
params := url.Values{}
if symbol != (currency.Pair{}) {
if !symbol.IsEmpty() {
symbolValue, err := k.FormatSymbol(symbol, asset.Futures)
if err != nil {
return resp, err

2
testdata/http_mock/binance/binance.json vendored
View File

@@ -281710,7 +281710,7 @@
"asset": "BTC",
"success": true
},
"queryString": "asset=BTC\u0026recvWindow=5000\u0026signature=3690734a6e2cd2ccd7fb692ec4e5fec67486b80d8a1a5e6159e53602295b1d60\u0026status=true\u0026timestamp=1588749172000",
"queryString": "asset=BTC\u0026recvWindow=10000\u0026signature=3690734a6e2cd2ccd7fb692ec4e5fec67486b80d8a1a5e6159e53602295b1d60\u0026status=true\u0026timestamp=1588749172000",
"bodyParams": "",
"headers": {
"X-Mbx-Apikey": [