Binance,Okx: Add Leverage, MarginType, Positions and CollateralMode support (#1220)

* init

* surprise train commit

* basic distinctions

* the terms of binance are confusing

* renames and introduction of allocatedMargin

* add new margin funcs

* pulling out wires

* implement proper getposition stuff

* bad coding day

* investigate order manager next

* a broken mess, but a progressing one

* finally completes some usdtmargined stuff

* coinMfutures eludes me

* expand to okx

* imports fix

* completes okx wrapper implementations

* cleans and polishes before rpc implementations

* rpc setup, order manager features, exch features

* more rpc, collateral and margin things

* mini test

* looking at rpc response, expansion of features

* reorganising before the storm

* changing how futures requests work

* cleanup and tests of cli usage

* remove silly client side logic

* cleanup

* collateral package, typo fix, margin err, rpc derive

* uses convert.StringToFloat ONLY ON STRUCTS FROM THIS PR

* fix binance order history bug

* niteroos

* adds new funcs to exchange standards testing

* more post merge fixes

* fix binance

* replace simepletimeformat

* fix for merge

* merge fixes

* micro fixes

* order side now required for leverage

* fix up the rest

* global -> portfolio collateral

* Update exchanges/collateral/collateral_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* adds fields and todos

* rm field redundancy

* lint fix oopsie daisy

* fixes panic, expands error and cli explanations (sorry shaz)

* ensures casing is appropriate for underlying

* Adds a shiny TODO

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

cmd/exchange_wrapper_issues/main.go

@@ -23,6 +23,7 @@ import (
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/account"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/collateral"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
@@ -920,7 +921,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
 			Pair:  p,
 		}
 		var positionSummaryResponse *order.PositionSummary
-		positionSummaryResponse, err = e.GetPositionSummary(context.TODO(), positionSummaryRequest)
+		positionSummaryResponse, err = e.GetFuturesPositionSummary(context.TODO(), positionSummaryRequest)
 		msg = ""
 		if err != nil {
 			msg = err.Error()
@@ -928,7 +929,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
 		}
 		responseContainer.EndpointResponses = append(responseContainer.EndpointResponses, EndpointResponse{
 			SentParams: jsonifyInterface([]interface{}{positionSummaryRequest}),
-			Function:   "GetPositionSummary",
+			Function:   "GetFuturesPositionSummary",
 			Error:      msg,
 			Response:   jsonifyInterface([]interface{}{positionSummaryResponse}),
 		})
@@ -968,7 +969,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
 			LockedCollateral:   decimal.NewFromInt(1337),
 			UnrealisedPNL:      decimal.NewFromInt(1337),
 		}
-		var scaleCollateralResponse *order.CollateralByCurrency
+		var scaleCollateralResponse *collateral.ByCurrency
 		scaleCollateralResponse, err = e.ScaleCollateral(context.TODO(), collateralCalculator)
 		msg = ""
 		if err != nil {
@@ -999,13 +1000,13 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
 			Response:   jsonifyInterface([]interface{}{calculateTotalCollateralResponse}),
 		})
 
-		var futuresPositionsResponse []order.PositionDetails
+		var futuresPositionsResponse []order.PositionResponse
 		futuresPositionsRequest := &order.PositionsRequest{
 			Asset:     assetTypes[i],
 			Pairs:     currency.Pairs{p},
 			StartDate: time.Now().Add(-time.Hour),
 		}
-		futuresPositionsResponse, err = e.GetFuturesPositions(context.TODO(), futuresPositionsRequest)
+		futuresPositionsResponse, err = e.GetFuturesPositionOrders(context.TODO(), futuresPositionsRequest)
 		msg = ""
 		if err != nil {
 			msg = err.Error()
@@ -1013,7 +1014,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
 		}
 		responseContainer.EndpointResponses = append(responseContainer.EndpointResponses, EndpointResponse{
 			SentParams: jsonifyInterface([]interface{}{futuresPositionsRequest}),
-			Function:   "GetFuturesPositions",
+			Function:   "GetFuturesPositionOrders",
 			Error:      msg,
 			Response:   jsonifyInterface([]interface{}{futuresPositionsResponse}),
 		})

cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go

@@ -16,8 +16,10 @@ import (
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/account"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/collateral"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/request"
 	"github.com/thrasher-corp/gocryptotrader/portfolio/banking"
@@ -263,13 +265,21 @@ var (
 	stringParam          = reflect.TypeOf((*string)(nil)).Elem()
 	feeBuilderParam      = reflect.TypeOf((**exchange.FeeBuilder)(nil)).Elem()
 	credentialsParam     = reflect.TypeOf((**account.Credentials)(nil)).Elem()
+	orderSideParam       = reflect.TypeOf((*order.Side)(nil)).Elem()
+	collateralModeParam  = reflect.TypeOf((*collateral.Mode)(nil)).Elem()
+	marginTypeParam      = reflect.TypeOf((*margin.Type)(nil)).Elem()
+	int64Param           = reflect.TypeOf((*int64)(nil)).Elem()
+	float64Param         = reflect.TypeOf((*float64)(nil)).Elem()
 	// types with asset in params
-	assetParam            = reflect.TypeOf((*asset.Item)(nil)).Elem()
-	orderSubmitParam      = reflect.TypeOf((**order.Submit)(nil)).Elem()
-	orderModifyParam      = reflect.TypeOf((**order.Modify)(nil)).Elem()
-	orderCancelParam      = reflect.TypeOf((**order.Cancel)(nil)).Elem()
-	orderCancelsParam     = reflect.TypeOf((*[]order.Cancel)(nil)).Elem()
-	getOrdersRequestParam = reflect.TypeOf((**order.MultiOrderRequest)(nil)).Elem()
+	assetParam                  = reflect.TypeOf((*asset.Item)(nil)).Elem()
+	orderSubmitParam            = reflect.TypeOf((**order.Submit)(nil)).Elem()
+	orderModifyParam            = reflect.TypeOf((**order.Modify)(nil)).Elem()
+	orderCancelParam            = reflect.TypeOf((**order.Cancel)(nil)).Elem()
+	orderCancelsParam           = reflect.TypeOf((*[]order.Cancel)(nil)).Elem()
+	getOrdersRequestParam       = reflect.TypeOf((**order.MultiOrderRequest)(nil)).Elem()
+	positionChangeRequestParam  = reflect.TypeOf((**margin.PositionChangeRequest)(nil)).Elem()
+	positionSummaryRequestParam = reflect.TypeOf((**order.PositionSummaryRequest)(nil)).Elem()
+	positionsRequestParam       = reflect.TypeOf((**order.PositionsRequest)(nil)).Elem()
 )
 
 // generateMethodArg determines the argument type and returns a pre-made
@@ -459,6 +469,39 @@ func generateMethodArg(ctx context.Context, t *testing.T, argGenerator *MethodAr
 			AssetType:   argGenerator.AssetParams.Asset,
 			Pairs:       currency.Pairs{argGenerator.AssetParams.Pair},
 		})
+	case argGenerator.MethodInputType.AssignableTo(marginTypeParam):
+		input = reflect.ValueOf(margin.Isolated)
+	case argGenerator.MethodInputType.AssignableTo(collateralModeParam):
+		input = reflect.ValueOf(collateral.SingleMode)
+	case argGenerator.MethodInputType.AssignableTo(positionChangeRequestParam):
+		input = reflect.ValueOf(&margin.PositionChangeRequest{
+			Exchange:                argGenerator.Exchange.GetName(),
+			Pair:                    argGenerator.AssetParams.Pair,
+			Asset:                   argGenerator.AssetParams.Asset,
+			MarginType:              margin.Isolated,
+			OriginalAllocatedMargin: 1337,
+			NewAllocatedMargin:      1338,
+		})
+	case argGenerator.MethodInputType.AssignableTo(positionSummaryRequestParam):
+		input = reflect.ValueOf(&order.PositionSummaryRequest{
+			Asset:     argGenerator.AssetParams.Asset,
+			Pair:      argGenerator.AssetParams.Pair,
+			Direction: order.Buy,
+		})
+	case argGenerator.MethodInputType.AssignableTo(positionsRequestParam):
+		input = reflect.ValueOf(&order.PositionsRequest{
+			Asset:                     argGenerator.AssetParams.Asset,
+			Pairs:                     currency.Pairs{argGenerator.AssetParams.Pair},
+			StartDate:                 argGenerator.Start,
+			EndDate:                   argGenerator.End,
+			RespectOrderHistoryLimits: true,
+		})
+	case argGenerator.MethodInputType.AssignableTo(orderSideParam):
+		input = reflect.ValueOf(order.Long)
+	case argGenerator.MethodInputType.AssignableTo(int64Param):
+		input = reflect.ValueOf(1337)
+	case argGenerator.MethodInputType.AssignableTo(float64Param):
+		input = reflect.ValueOf(13.37)
 	default:
 		input = reflect.Zero(argGenerator.MethodInputType)
 	}
@@ -509,6 +552,14 @@ var excludedMethodNames = map[string]struct{}{
 	"CalculateTotalCollateral":         {},
 	"ScaleCollateral":                  {},
 	"GetPositionSummary":               {},
+	"GetFuturesPositionSummary":        {},
+	"GetFuturesPositionOrders":         {},
+	"SetCollateralMode":                {},
+	"GetCollateralMode":                {},
+	"SetLeverage":                      {},
+	"GetLeverage":                      {},
+	"SetMarginType":                    {},
+	"ChangePositionMargin":             {},
 	"GetLatestFundingRate":             {},
 }
 

cmd/gctcli/commands.go

@@ -13,6 +13,7 @@ import (
 
 	"github.com/thrasher-corp/gocryptotrader/common"
 	"github.com/thrasher-corp/gocryptotrader/currency"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
 	"github.com/thrasher-corp/gocryptotrader/gctrpc"
 	"github.com/urfave/cli/v2"
 )
@@ -1420,6 +1421,11 @@ var submitOrderCommand = &cli.Command{
 			Name:  "asset",
 			Usage: "required asset type",
 		},
+		&cli.StringFlag{
+			Name:     "margintype",
+			Usage:    "required asset type",
+			Required: false,
+		},
 	},
 }
 
@@ -1436,6 +1442,7 @@ func submitOrder(c *cli.Context) error {
 	var price float64
 	var clientID string
 	var assetType string
+	var marginType string
 
 	if c.IsSet("exchange") {
 		exchangeName = c.String("exchange")
@@ -1510,11 +1517,22 @@ func submitOrder(c *cli.Context) error {
 		assetType = c.Args().Get(7)
 	}
 
+	if c.IsSet("margintype") {
+		marginType = c.String("margintype")
+	} else {
+		marginType = c.Args().Get(8)
+	}
+
 	assetType = strings.ToLower(assetType)
 	if !validAsset(assetType) {
 		return errInvalidAsset
 	}
 
+	marginType = strings.ToLower(marginType)
+	if !margin.IsValidString(marginType) {
+		return margin.ErrInvalidMarginType
+	}
+
 	p, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
 	if err != nil {
 		return err