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

@@ -1427,6 +1427,9 @@ func (c *Config) CheckOrderManagerConfig() {
c.OrderManager.Enabled = convert.BoolPtr(true)
c.OrderManager.ActivelyTrackFuturesPositions = true
}
if c.OrderManager.RespectOrderHistoryLimits == nil {
c.OrderManager.RespectOrderHistoryLimits = convert.BoolPtr(true)
}
if c.OrderManager.ActivelyTrackFuturesPositions && c.OrderManager.FuturesTrackingSeekDuration >= 0 {
// one isn't likely to have a perpetual futures order open
// for longer than a year

View File

@@ -125,6 +125,8 @@ type OrderManager struct {
Verbose bool `json:"verbose"`
ActivelyTrackFuturesPositions bool `json:"activelyTrackFuturesPositions"`
FuturesTrackingSeekDuration time.Duration `json:"futuresTrackingSeekDuration"`
RespectOrderHistoryLimits *bool `json:"respectOrderHistoryLimits"`
CancelOrdersOnShutdown bool `json:"cancelOrdersOnShutdown"`
}
// DataHistoryManager holds all information required for the data history manager