d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-05-29 15:10:37 +00:00
Code Issues Packages Projects Releases Wiki Activity

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

Browse Source 
* 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
Download Patch File Download Diff File Expand all files Collapse all files

22
exchanges/interfaces.go
View File

@@ -9,6 +9,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/currency"
"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/currencystate"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
@@ -31,6 +32,8 @@ type IBotExchange interface {
Shutdown() error
GetName() string
SetEnabled(bool)
GetEnabledFeatures() FeaturesEnabled
GetSupportedFeatures() FeaturesSupported
FetchTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error)
UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error)
UpdateTickers(ctx context.Context, a asset.Item) error
@@ -92,6 +95,7 @@ type IBotExchange interface {
OrderManagement
CurrencyStateManagement
FuturesManagement
MarginManagement
}
// OrderManagement defines functionality for order management
@@ -141,14 +145,26 @@ type FunctionalityChecker interface {
// FuturesManagement manages futures orders, pnl and collateral calculations
type FuturesManagement interface {
GetPositionSummary(context.Context, *order.PositionSummaryRequest) (*order.PositionSummary, error)
ScaleCollateral(ctx context.Context, calculator *order.CollateralCalculator) (*order.CollateralByCurrency, error)
ScaleCollateral(ctx context.Context, calculator *order.CollateralCalculator) (*collateral.ByCurrency, error)
CalculateTotalCollateral(context.Context, *order.TotalCollateralCalculator) (*order.TotalCollateralResponse, error)
GetFuturesPositions(context.Context, *order.PositionsRequest) ([]order.PositionDetails, error)
GetFundingRates(context.Context, *fundingrate.RatesRequest) (*fundingrate.Rates, error)
GetLatestFundingRate(context.Context, *fundingrate.LatestRateRequest) (*fundingrate.LatestRateResponse, error)
IsPerpetualFutureCurrency(asset.Item, currency.Pair) (bool, error)
GetCollateralCurrencyForContract(asset.Item, currency.Pair) (currency.Code, asset.Item, error)
GetMarginRatesHistory(context.Context, *margin.RateHistoryRequest) (*margin.RateHistoryResponse, error)
order.PNLCalculation
GetFuturesPositionSummary(context.Context, *order.PositionSummaryRequest) (*order.PositionSummary, error)
GetFuturesPositionOrders(context.Context, *order.PositionsRequest) ([]order.PositionResponse, error)
SetCollateralMode(ctx context.Context, item asset.Item, mode collateral.Mode) error
GetCollateralMode(ctx context.Context, item asset.Item) (collateral.Mode, error)
SetLeverage(ctx context.Context, item asset.Item, pair currency.Pair, marginType margin.Type, amount float64, orderSide order.Side) error
GetLeverage(ctx context.Context, item asset.Item, pair currency.Pair, marginType margin.Type, orderSide order.Side) (float64, error)
}
// MarginManagement manages margin positions and rates
type MarginManagement interface {
SetMarginType(ctx context.Context, item asset.Item, pair currency.Pair, tp margin.Type) error
ChangePositionMargin(ctx context.Context, change *margin.PositionChangeRequest) (*margin.PositionChangeResponse, error)
GetMarginRatesHistory(context.Context, *margin.RateHistoryRequest) (*margin.RateHistoryResponse, error)
}