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exchanges/binance/coinm: fix order submission (#819)

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* exchanges/binance: proper arguments order when calling Binance.FuturesNewOrder

* exchanges/binance: adapt FuturesOrderPlaceData (+ unmarshaling) to latest coin/delivery futures API

* exchanges/binance: introduce futuresNewOrderRequest and use it to pass order parameters for coin margined futures

* exchanges/binance: test json unmarshaling of FuturesOrderPlaceData

* exchanges/binance: reorder fields as per docs, include missing fields (also in tests)

* exchanges/binance/coinm: use constants instead of hard coded strings (also fixes linting)

* exchanges/binance/coinm: pass futuresNewOrderRequest by reference

* exchanges/binance/coinm: expose FuturesNewOrderRequest

* exchanges/binance/coinm: do not explicitly assign default values fields of FuturesNewOrderRequest

* exchanges/binance/coinm: document FuturesNewOrderRequest

* exchanges/binance/coinm: expose all fields of FuturesNewOrderRequest

* exchanges/binance/coinm: expose fields of FuturesNewOrderRequest

* exchange/binance/coin: order submission: add support for priceProtect

Co-authored-by: Yordan Miladinov <jordanmiladinov@gmail.bg>
This commit is contained in:
Yordan Miladinov
2021-11-10 01:24:30 +02:00
committed by GitHub
parent da8a9f8372
commit 417b2a77ef
5 changed files with 169 additions and 48 deletions
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74
exchanges/binance/binance_cfutures.go
View File

@@ -65,6 +65,14 @@ const (
cfuturesNotionalBracket = "/dapi/v1/leverageBracket"
cfuturesUsersForceOrders = "/dapi/v1/forceOrders"
cfuturesADLQuantile = "/dapi/v1/adlQuantile"
cfuturesLimit = "LIMIT"
cfuturesMarket = "MARKET"
cfuturesStop = "STOP"
cfuturesTakeProfit = "TAKE_PROFIT"
cfuturesStopMarket = "STOP_MARKET"
cfuturesTakeProfitMarket = "TAKE_PROFIT_MARKET"
cfuturesTrailingStopMarket = "TRAILING_STOP_MARKET"
)
// FuturesExchangeInfo stores CoinMarginedFutures, data
@@ -973,60 +981,64 @@ func (b *Binance) GetFuturesBasisData(ctx context.Context, pair, contractType, p
}
// FuturesNewOrder sends a new futures order to the exchange
func (b *Binance) FuturesNewOrder(ctx context.Context, symbol currency.Pair, side, positionSide, orderType, timeInForce,
newClientOrderID, closePosition, workingType, newOrderRespType string,
quantity, price, stopPrice, activationPrice, callbackRate float64, reduceOnly bool) (FuturesOrderPlaceData, error) {
func (b *Binance) FuturesNewOrder(ctx context.Context, x *FuturesNewOrderRequest) (
FuturesOrderPlaceData,
error,
) {
var resp FuturesOrderPlaceData
params := url.Values{}
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
symbolValue, err := b.FormatSymbol(x.Symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
params.Set("side", side)
if positionSide != "" {
if !common.StringDataCompare(validPositionSide, positionSide) {
params.Set("side", x.Side)
if x.PositionSide != "" {
if !common.StringDataCompare(validPositionSide, x.PositionSide) {
return resp, errors.New("invalid positionSide")
}
params.Set("positionSide", positionSide)
params.Set("positionSide", x.PositionSide)
}
params.Set("type", orderType)
params.Set("timeInForce", timeInForce)
if reduceOnly {
params.Set("type", x.OrderType)
params.Set("timeInForce", x.TimeInForce)
if x.ReduceOnly {
params.Set("reduceOnly", "true")
}
if newClientOrderID != "" {
params.Set("newClientOrderID", newClientOrderID)
if x.NewClientOrderID != "" {
params.Set("newClientOrderID", x.NewClientOrderID)
}
if closePosition != "" {
params.Set("closePosition", closePosition)
if x.ClosePosition != "" {
params.Set("closePosition", x.ClosePosition)
}
if workingType != "" {
if !common.StringDataCompare(validWorkingType, workingType) {
if x.WorkingType != "" {
if !common.StringDataCompare(validWorkingType, x.WorkingType) {
return resp, errors.New("invalid workingType")
}
params.Set("workingType", workingType)
params.Set("workingType", x.WorkingType)
}
if newOrderRespType != "" {
if !common.StringDataCompare(validNewOrderRespType, newOrderRespType) {
if x.NewOrderRespType != "" {
if !common.StringDataCompare(validNewOrderRespType, x.NewOrderRespType) {
return resp, errors.New("invalid newOrderRespType")
}
params.Set("newOrderRespType", newOrderRespType)
params.Set("newOrderRespType", x.NewOrderRespType)
}
if quantity != 0 {
params.Set("quantity", strconv.FormatFloat(quantity, 'f', -1, 64))
if x.Quantity != 0 {
params.Set("quantity", strconv.FormatFloat(x.Quantity, 'f', -1, 64))
}
if price != 0 {
params.Set("price", strconv.FormatFloat(price, 'f', -1, 64))
if x.Price != 0 {
params.Set("price", strconv.FormatFloat(x.Price, 'f', -1, 64))
}
if stopPrice != 0 {
params.Set("stopPrice", strconv.FormatFloat(stopPrice, 'f', -1, 64))
if x.StopPrice != 0 {
params.Set("stopPrice", strconv.FormatFloat(x.StopPrice, 'f', -1, 64))
}
if activationPrice != 0 {
params.Set("activationPrice", strconv.FormatFloat(activationPrice, 'f', -1, 64))
if x.ActivationPrice != 0 {
params.Set("activationPrice", strconv.FormatFloat(x.ActivationPrice, 'f', -1, 64))
}
if callbackRate != 0 {
params.Set("callbackRate", strconv.FormatFloat(callbackRate, 'f', -1, 64))
if x.CallbackRate != 0 {
params.Set("callbackRate", strconv.FormatFloat(x.CallbackRate, 'f', -1, 64))
}
if x.PriceProtect {
params.Set("priceProtect", "TRUE")
}
return resp, b.SendAuthHTTPRequest(ctx, exchange.RestCoinMargined, http.MethodPost, cfuturesOrder, params, cFuturesOrdersDefaultRate, &resp)
}