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

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* 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
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61
engine/order_manager_test.go
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@@ -120,18 +120,17 @@ func (f omfExchange) ModifyOrder(_ context.Context, action *order.Modify) (*orde
return modResp, nil
}
func (f omfExchange) GetFuturesPositions(_ context.Context, req *order.PositionsRequest) ([]order.PositionDetails, error) {
func (f omfExchange) GetFuturesPositionOrders(_ context.Context, req *order.PositionsRequest) ([]order.PositionResponse, error) {
id, err := uuid.NewV4()
if err != nil {
return nil, err
}
resp := make([]order.PositionDetails, len(req.Pairs))
resp := make([]order.PositionResponse, len(req.Pairs))
tt := time.Now()
for i := range req.Pairs {
resp[i] = order.PositionDetails{
Exchange: f.GetName(),
Asset: req.Asset,
Pair: req.Pairs[i],
resp[i] = order.PositionResponse{
Asset: req.Asset,
Pair: req.Pairs[i],
Orders: []order.Detail{
{
Exchange: f.GetName(),
@@ -156,28 +155,28 @@ func (f omfExchange) GetFuturesPositions(_ context.Context, req *order.Positions
}
func TestSetupOrderManager(t *testing.T) {
_, err := SetupOrderManager(nil, nil, nil, false, false, 0)
_, err := SetupOrderManager(nil, nil, nil, nil)
if !errors.Is(err, errNilExchangeManager) {
t.Errorf("error '%v', expected '%v'", err, errNilExchangeManager)
}
_, err = SetupOrderManager(NewExchangeManager(), nil, nil, false, false, 0)
_, err = SetupOrderManager(NewExchangeManager(), nil, nil, nil)
if !errors.Is(err, errNilCommunicationsManager) {
t.Errorf("error '%v', expected '%v'", err, errNilCommunicationsManager)
}
_, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, nil, false, false, 0)
_, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, nil, &config.OrderManager{})
if !errors.Is(err, errNilWaitGroup) {
t.Errorf("error '%v', expected '%v'", err, errNilWaitGroup)
}
var wg sync.WaitGroup
_, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, false, false, 0)
_, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, &config.OrderManager{})
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
_, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, false, true, 0)
_, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, &config.OrderManager{ActivelyTrackFuturesPositions: true, FuturesTrackingSeekDuration: 0})
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
_, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, false, true, 1337)
_, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, &config.OrderManager{ActivelyTrackFuturesPositions: true, FuturesTrackingSeekDuration: time.Hour})
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
@@ -190,7 +189,7 @@ func TestOrderManagerStart(t *testing.T) {
t.Errorf("error '%v', expected '%v'", err, ErrNilSubsystem)
}
var wg sync.WaitGroup
m, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, false, false, 0)
m, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, &config.OrderManager{})
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
@@ -211,7 +210,7 @@ func TestOrderManagerIsRunning(t *testing.T) {
}
var wg sync.WaitGroup
m, err := SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, false, false, 0)
m, err := SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, &config.OrderManager{})
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
@@ -236,7 +235,7 @@ func TestOrderManagerStop(t *testing.T) {
}
var wg sync.WaitGroup
m, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, false, false, 0)
m, err = SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, &wg, &config.OrderManager{})
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
@@ -281,7 +280,7 @@ func OrdersSetup(t *testing.T) *OrderManager {
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false, false, 0)
m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, &config.OrderManager{})
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
@@ -749,7 +748,7 @@ func TestProcessOrders(t *testing.T) {
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false, false, 0)
m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, &config.OrderManager{})
if !errors.Is(err, nil) {
t.Errorf("error '%v', expected '%v'", err, nil)
}
@@ -1445,7 +1444,7 @@ func TestOrderManagerAdd(t *testing.T) {
func TestGetAllOpenFuturesPositions(t *testing.T) {
t.Parallel()
wg := &sync.WaitGroup{}
o, err := SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, wg, false, false, time.Hour)
o, err := SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, wg, &config.OrderManager{FuturesTrackingSeekDuration: time.Hour})
if !errors.Is(err, nil) {
t.Errorf("received '%v', expected '%v'", err, nil)
}
@@ -1473,7 +1472,7 @@ func TestGetAllOpenFuturesPositions(t *testing.T) {
func TestGetOpenFuturesPosition(t *testing.T) {
t.Parallel()
wg := &sync.WaitGroup{}
o, err := SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, wg, false, false, time.Hour)
o, err := SetupOrderManager(NewExchangeManager(), &CommunicationManager{}, wg, &config.OrderManager{FuturesTrackingSeekDuration: time.Hour})
if !errors.Is(err, nil) {
t.Errorf("received '%v', expected '%v'", err, nil)
}
@@ -1521,7 +1520,12 @@ func TestGetOpenFuturesPosition(t *testing.T) {
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
o, err = SetupOrderManager(em, &CommunicationManager{}, wg, false, true, time.Hour)
o, err = SetupOrderManager(em, &CommunicationManager{}, wg, &config.OrderManager{
Enabled: convert.BoolPtr(true),
FuturesTrackingSeekDuration: time.Hour,
Verbose: true,
ActivelyTrackFuturesPositions: true,
})
if !errors.Is(err, nil) {
t.Errorf("received '%v', expected '%v'", err, nil)
}
@@ -1611,7 +1615,7 @@ func TestProcessFuturesPositions(t *testing.T) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
var wg sync.WaitGroup
o, err = SetupOrderManager(em, &CommunicationManager{}, &wg, false, true, time.Hour)
o, err = SetupOrderManager(em, &CommunicationManager{}, &wg, &config.OrderManager{ActivelyTrackFuturesPositions: true, FuturesTrackingSeekDuration: time.Hour})
if !errors.Is(err, nil) {
t.Errorf("received '%v', expected '%v'", err, nil)
}
@@ -1622,11 +1626,10 @@ func TestProcessFuturesPositions(t *testing.T) {
t.Errorf("received '%v', expected '%v'", err, common.ErrNilPointer)
}
position := &order.PositionDetails{
Exchange: b.Name,
Asset: asset.Spot,
Pair: cp,
Orders: nil,
position := &order.PositionResponse{
Asset: asset.Spot,
Pair: cp,
Orders: nil,
}
err = o.processFuturesPositions(fakeExchange, position)
if !errors.Is(err, errNilOrder) {
@@ -1657,4 +1660,10 @@ func TestProcessFuturesPositions(t *testing.T) {
if !errors.Is(err, nil) {
t.Errorf("received '%v', expected '%v'", err, nil)
}
b.Features.Supports.FuturesCapabilities.FundingRates = true
err = o.processFuturesPositions(fakeExchange, position)
if !errors.Is(err, nil) {
t.Errorf("received '%v', expected '%v'", err, nil)
}
}