mirror of
https://github.com/d0zingcat/gocryptotrader.git
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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
GitHub
71
exchanges/collateral/collateral.go
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71
exchanges/collateral/collateral.go
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@@ -0,0 +1,71 @@
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package collateral
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import (
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"encoding/json"
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"fmt"
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"strings"
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)
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// Valid returns whether the collateral mode is valid
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func (t Mode) Valid() bool {
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return t != UnsetMode && supportedCollateralModes&t == t
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}
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// UnmarshalJSON converts json into collateral mode
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func (t *Mode) UnmarshalJSON(d []byte) error {
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var mode string
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err := json.Unmarshal(d, &mode)
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if err != nil {
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return err
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}
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*t, err = StringToMode(mode)
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return err
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}
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// String returns the string representation of the collateral mode in lowercase
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// the absence of a lower func should hopefully highlight that String is lower
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func (t Mode) String() string {
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switch t {
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case UnsetMode:
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return unsetCollateralStr
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case SingleMode:
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return singleCollateralStr
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case MultiMode:
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return multiCollateralStr
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case PortfolioMode:
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return portfolioCollateralStr
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case UnknownMode:
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return unknownCollateralStr
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}
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return ""
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}
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// Upper returns the upper case string representation of the collateral mode
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func (t Mode) Upper() string {
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return strings.ToUpper(t.String())
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}
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// IsValidCollateralModeString checks to see if the supplied string is a valid collateral mode
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func IsValidCollateralModeString(m string) bool {
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switch strings.ToLower(m) {
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case singleCollateralStr, multiCollateralStr, portfolioCollateralStr, unsetCollateralStr:
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return true
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}
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return false
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}
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// StringToMode converts a string to a collateral mode
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// doesn't error, just returns unknown if the string is not recognised
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func StringToMode(m string) (Mode, error) {
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switch strings.ToLower(m) {
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case singleCollateralStr:
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return SingleMode, nil
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case multiCollateralStr:
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return MultiMode, nil
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case portfolioCollateralStr:
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return PortfolioMode, nil
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case "":
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return UnsetMode, nil
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}
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return UnknownMode, fmt.Errorf("%w %v", ErrInvalidCollateralMode, m)
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}
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180
exchanges/collateral/collateral_test.go
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180
exchanges/collateral/collateral_test.go
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package collateral
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import (
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"encoding/json"
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"errors"
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"strings"
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"testing"
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)
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func TestValidCollateralType(t *testing.T) {
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t.Parallel()
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if !SingleMode.Valid() {
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t.Fatal("expected 'true', received 'false'")
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}
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if !MultiMode.Valid() {
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t.Fatal("expected 'true', received 'false'")
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}
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if !PortfolioMode.Valid() {
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t.Fatal("expected 'true', received 'false'")
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}
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if UnsetMode.Valid() {
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t.Fatal("expected 'false', received 'true'")
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}
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if UnknownMode.Valid() {
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t.Fatal("expected 'false', received 'true'")
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}
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if Mode(137).Valid() {
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t.Fatal("expected 'false', received 'true'")
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}
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}
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func TestUnmarshalJSONCollateralType(t *testing.T) {
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t.Parallel()
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type martian struct {
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M Mode `json:"collateral"`
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}
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var alien martian
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jason := []byte(`{"collateral":"single"}`)
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err := json.Unmarshal(jason, &alien)
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if err != nil {
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t.Error(err)
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}
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if alien.M != SingleMode {
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t.Errorf("received '%v' expected 'single'", alien.M)
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}
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jason = []byte(`{"collateral":"multi"}`)
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err = json.Unmarshal(jason, &alien)
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if err != nil {
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t.Error(err)
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}
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if alien.M != MultiMode {
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t.Errorf("received '%v' expected 'Multi'", alien.M)
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}
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jason = []byte(`{"collateral":"portfolio"}`)
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err = json.Unmarshal(jason, &alien)
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if err != nil {
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t.Error(err)
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}
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if alien.M != PortfolioMode {
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t.Errorf("received '%v' expected 'Portfolio'", alien.M)
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}
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jason = []byte(`{"collateral":"hello moto"}`)
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err = json.Unmarshal(jason, &alien)
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if !errors.Is(err, ErrInvalidCollateralMode) {
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t.Error(err)
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}
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if alien.M != UnknownMode {
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t.Errorf("received '%v' expected 'UnknownMode'", alien.M)
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}
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}
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func TestStringCollateralType(t *testing.T) {
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t.Parallel()
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if UnknownMode.String() != unknownCollateralStr {
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t.Errorf("received '%v' expected '%v'", UnknownMode.String(), unknownCollateralStr)
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}
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if SingleMode.String() != singleCollateralStr {
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t.Errorf("received '%v' expected '%v'", SingleMode.String(), singleCollateralStr)
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}
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if MultiMode.String() != multiCollateralStr {
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t.Errorf("received '%v' expected '%v'", MultiMode.String(), multiCollateralStr)
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}
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if PortfolioMode.String() != portfolioCollateralStr {
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t.Errorf("received '%v' expected '%v'", PortfolioMode.String(), portfolioCollateralStr)
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}
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if UnsetMode.String() != unsetCollateralStr {
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t.Errorf("received '%v' expected '%v'", UnsetMode.String(), unsetCollateralStr)
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}
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}
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func TestUpperCollateralType(t *testing.T) {
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t.Parallel()
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if UnknownMode.Upper() != strings.ToUpper(unknownCollateralStr) {
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t.Errorf("received '%v' expected '%v'", UnknownMode.Upper(), strings.ToUpper(unknownCollateralStr))
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}
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if SingleMode.Upper() != strings.ToUpper(singleCollateralStr) {
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t.Errorf("received '%v' expected '%v'", SingleMode.Upper(), strings.ToUpper(singleCollateralStr))
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}
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if MultiMode.Upper() != strings.ToUpper(multiCollateralStr) {
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t.Errorf("received '%v' expected '%v'", MultiMode.Upper(), strings.ToUpper(multiCollateralStr))
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}
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if PortfolioMode.Upper() != strings.ToUpper(portfolioCollateralStr) {
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t.Errorf("received '%v' expected '%v'", PortfolioMode.Upper(), strings.ToUpper(portfolioCollateralStr))
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}
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if UnsetMode.Upper() != strings.ToUpper(unsetCollateralStr) {
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t.Errorf("received '%v' expected '%v'", UnsetMode.Upper(), strings.ToUpper(unsetCollateralStr))
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}
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}
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func TestIsValidCollateralTypeString(t *testing.T) {
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t.Parallel()
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if IsValidCollateralModeString("lol") {
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t.Fatal("expected 'false', received 'true'")
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}
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if !IsValidCollateralModeString("single") {
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t.Fatal("expected 'true', received 'false'")
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}
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if !IsValidCollateralModeString("multi") {
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t.Fatal("expected 'true', received 'false'")
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}
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if !IsValidCollateralModeString("portfolio") {
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t.Fatal("expected 'true', received 'false'")
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}
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if !IsValidCollateralModeString("unset") {
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t.Fatal("expected 'true', received 'false'")
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}
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if IsValidCollateralModeString("") {
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t.Fatal("expected 'false', received 'true'")
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}
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if IsValidCollateralModeString("unknown") {
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t.Fatal("expected 'false', received 'true'")
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}
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}
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func TestStringToCollateralType(t *testing.T) {
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t.Parallel()
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resp, err := StringToMode("lol")
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if !errors.Is(err, ErrInvalidCollateralMode) {
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t.Error(err)
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}
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if resp != UnknownMode {
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t.Errorf("received '%v' expected '%v'", resp, UnknownMode)
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}
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resp, err = StringToMode("")
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if err != nil {
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t.Error(err)
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}
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if resp != UnsetMode {
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t.Errorf("received '%v' expected '%v'", resp, UnsetMode)
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}
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resp, err = StringToMode("single")
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if err != nil {
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t.Error(err)
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}
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if resp != SingleMode {
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t.Errorf("received '%v' expected '%v'", resp, SingleMode)
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}
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resp, err = StringToMode("multi")
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if err != nil {
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t.Error(err)
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}
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if resp != MultiMode {
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t.Errorf("received '%v' expected '%v'", resp, MultiMode)
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}
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resp, err = StringToMode("portfolio")
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if err != nil {
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t.Error(err)
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}
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if resp != PortfolioMode {
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t.Errorf("received '%v' expected '%v'", resp, PortfolioMode)
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}
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}
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85
exchanges/collateral/collateral_types.go
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85
exchanges/collateral/collateral_types.go
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package collateral
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import (
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"errors"
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"github.com/shopspring/decimal"
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"github.com/thrasher-corp/gocryptotrader/currency"
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)
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// Mode defines the different collateral types supported by exchanges
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// For example, FTX had a global collateral pool
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// Binance has either singular position collateral calculation
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// or cross aka asset level collateral calculation
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type Mode uint8
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const (
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// UnsetMode is the default value
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UnsetMode Mode = 0
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// SingleMode has allocated collateral per position
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SingleMode Mode = 1 << (iota - 1)
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// MultiMode has collateral allocated across the whole asset
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MultiMode
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// PortfolioMode has collateral allocated across account
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PortfolioMode
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// UnknownMode has collateral allocated in an unknown manner at present, but is not unset
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UnknownMode
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)
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const (
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unsetCollateralStr = "unset"
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singleCollateralStr = "single"
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multiCollateralStr = "multi"
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portfolioCollateralStr = "portfolio"
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unknownCollateralStr = "unknown"
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)
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// ErrInvalidCollateralMode is returned when converting invalid string to collateral mode
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var ErrInvalidCollateralMode = errors.New("invalid collateral mode")
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var supportedCollateralModes = SingleMode | MultiMode | PortfolioMode
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// ByPosition shows how much collateral is used
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// from positions
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type ByPosition struct {
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PositionCurrency currency.Pair
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Size decimal.Decimal
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OpenOrderSize decimal.Decimal
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PositionSize decimal.Decimal
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MarkPrice decimal.Decimal
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RequiredMargin decimal.Decimal
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CollateralUsed decimal.Decimal
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}
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// ByCurrency individual collateral contribution
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// along with what the potentially scaled collateral
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// currency it is represented as
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// eg in Bybit ScaledCurrency is USDC
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type ByCurrency struct {
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Currency currency.Code
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SkipContribution bool
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TotalFunds decimal.Decimal
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AvailableForUseAsCollateral decimal.Decimal
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CollateralContribution decimal.Decimal
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AdditionalCollateralUsed decimal.Decimal
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FairMarketValue decimal.Decimal
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Weighting decimal.Decimal
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ScaledCurrency currency.Code
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UnrealisedPNL decimal.Decimal
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ScaledUsed decimal.Decimal
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ScaledUsedBreakdown *UsedBreakdown
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Error error
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}
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// UsedBreakdown provides a detailed
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// breakdown of where collateral is currently being allocated
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type UsedBreakdown struct {
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LockedInStakes decimal.Decimal
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LockedInNFTBids decimal.Decimal
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LockedInFeeVoucher decimal.Decimal
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LockedInSpotMarginFundingOffers decimal.Decimal
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LockedInSpotOrders decimal.Decimal
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LockedAsCollateral decimal.Decimal
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UsedInPositions decimal.Decimal
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UsedInSpotMarginBorrows decimal.Decimal
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}
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