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>
This commit is contained in:
Scott
2023-09-26 16:16:31 +10:00
committed by GitHub
parent a2ae99ed7f
commit 5f2f6f884b
67 changed files with 11558 additions and 4475 deletions

View File

@@ -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}),
})