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
67
exchanges/margin/margin.go
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67
exchanges/margin/margin.go
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@@ -0,0 +1,67 @@
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package margin
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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 margin type is valid
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func (t Type) Valid() bool {
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return t != Unset && supported&t == t
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}
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// UnmarshalJSON converts json into margin type
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func (t *Type) UnmarshalJSON(d []byte) error {
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var marginType string
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err := json.Unmarshal(d, &marginType)
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if err != nil {
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return err
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}
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*t, err = StringToMarginType(marginType)
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return err
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}
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// String returns the string representation of the margin type 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 Type) String() string {
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switch t {
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case Unset:
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return unsetStr
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case Isolated:
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return isolatedStr
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case Multi:
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return multiStr
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case Unknown:
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return unknownStr
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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 margin type
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func (t Type) Upper() string {
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return strings.ToUpper(t.String())
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}
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// IsValidString checks to see if the supplied string is a valid margin type
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func IsValidString(m string) bool {
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switch strings.ToLower(m) {
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case isolatedStr, multiStr, unsetStr, crossedStr, crossStr:
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return true
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}
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return false
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}
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// StringToMarginType converts a string to a margin type
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// doesn't error, just returns unknown if the string is not recognised
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func StringToMarginType(m string) (Type, error) {
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switch strings.ToLower(m) {
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case isolatedStr:
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return Isolated, nil
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case multiStr, crossedStr, crossStr:
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return Multi, nil
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case "":
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return Unset, nil
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}
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return Unknown, fmt.Errorf("%w %v", ErrInvalidMarginType, m)
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}
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162
exchanges/margin/margin_test.go
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162
exchanges/margin/margin_test.go
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@@ -0,0 +1,162 @@
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package margin
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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 TestValid(t *testing.T) {
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t.Parallel()
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if !Isolated.Valid() {
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t.Fatal("expected 'true', received 'false'")
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}
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if !Multi.Valid() {
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t.Fatal("expected 'true', received 'false'")
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}
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if Unset.Valid() {
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t.Fatal("expected 'false', received 'true'")
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}
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if Unknown.Valid() {
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t.Fatal("expected 'false', received 'true'")
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}
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if Type(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 TestUnmarshalJSON(t *testing.T) {
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t.Parallel()
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type martian struct {
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M Type `json:"margin"`
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}
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var alien martian
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jason := []byte(`{"margin":"isolated"}`)
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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 != Isolated {
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t.Errorf("received '%v' expected 'isolated'", alien.M)
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}
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jason = []byte(`{"margin":"cross"}`)
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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 != Multi {
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t.Errorf("received '%v' expected 'Multi'", alien.M)
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}
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jason = []byte(`{"margin":"hello moto"}`)
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err = json.Unmarshal(jason, &alien)
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if !errors.Is(err, ErrInvalidMarginType) {
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t.Error(err)
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}
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if alien.M != Unknown {
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t.Errorf("received '%v' expected 'isolated'", alien.M)
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}
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}
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func TestString(t *testing.T) {
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t.Parallel()
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if Unknown.String() != unknownStr {
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t.Errorf("received '%v' expected '%v'", Unknown.String(), unknownStr)
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}
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if Isolated.String() != isolatedStr {
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t.Errorf("received '%v' expected '%v'", Isolated.String(), isolatedStr)
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}
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if Multi.String() != multiStr {
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t.Errorf("received '%v' expected '%v'", Multi.String(), multiStr)
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}
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if Unset.String() != unsetStr {
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t.Errorf("received '%v' expected '%v'", Unset.String(), unsetStr)
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}
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}
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func TestUpper(t *testing.T) {
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t.Parallel()
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if Unknown.Upper() != strings.ToUpper(unknownStr) {
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t.Errorf("received '%v' expected '%v'", Unknown.String(), strings.ToUpper(unknownStr))
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}
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if Isolated.Upper() != strings.ToUpper(isolatedStr) {
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t.Errorf("received '%v' expected '%v'", Isolated.String(), strings.ToUpper(isolatedStr))
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}
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if Multi.Upper() != strings.ToUpper(multiStr) {
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t.Errorf("received '%v' expected '%v'", Multi.String(), strings.ToUpper(multiStr))
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}
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if Unset.Upper() != strings.ToUpper(unsetStr) {
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t.Errorf("received '%v' expected '%v'", Unset.String(), strings.ToUpper(unsetStr))
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}
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}
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func TestIsValidString(t *testing.T) {
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t.Parallel()
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if IsValidString("lol") {
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t.Fatal("expected 'false', received 'true'")
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}
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if !IsValidString("isolated") {
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t.Fatal("expected 'true', received 'false'")
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}
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if !IsValidString("cross") {
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t.Fatal("expected 'true', received 'false'")
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}
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if !IsValidString("multi") {
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t.Fatal("expected 'true', received 'false'")
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}
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if !IsValidString("unset") {
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t.Fatal("expected 'true', received 'false'")
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}
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if IsValidString("") {
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t.Fatal("expected 'false', received 'true'")
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}
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if IsValidString("unknown") {
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t.Fatal("expected 'false', received 'true'")
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}
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}
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func TestStringToMarginType(t *testing.T) {
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t.Parallel()
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resp, err := StringToMarginType("lol")
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if !errors.Is(err, ErrInvalidMarginType) {
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t.Error(err)
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}
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if resp != Unknown {
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t.Errorf("received '%v' expected '%v'", resp, Unknown)
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}
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resp, err = StringToMarginType("")
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if err != nil {
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t.Error(err)
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}
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if resp != Unset {
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t.Errorf("received '%v' expected '%v'", resp, Unset)
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}
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resp, err = StringToMarginType("cross")
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if err != nil {
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t.Error(err)
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}
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if resp != Multi {
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t.Errorf("received '%v' expected '%v'", resp, Multi)
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}
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resp, err = StringToMarginType("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 != Multi {
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t.Errorf("received '%v' expected '%v'", resp, Multi)
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}
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resp, err = StringToMarginType("isolated")
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if err != nil {
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t.Error(err)
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}
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if resp != Isolated {
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t.Errorf("received '%v' expected '%v'", resp, Isolated)
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}
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}
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@@ -1,6 +1,7 @@
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package margin
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import (
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"errors"
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"time"
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"github.com/shopspring/decimal"
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@@ -8,6 +9,17 @@ import (
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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)
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var (
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// ErrInvalidMarginType returned when the margin type is invalid
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ErrInvalidMarginType = errors.New("invalid margin type")
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// ErrMarginTypeUnsupported returned when the margin type is unsupported
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ErrMarginTypeUnsupported = errors.New("unsupported margin type")
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// ErrNewAllocatedMarginRequired returned when the new allocated margin is missing and is required
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ErrNewAllocatedMarginRequired = errors.New("new allocated margin required")
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// ErrOriginalPositionMarginRequired is returned when original position margin is empty and is required
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ErrOriginalPositionMarginRequired = errors.New("original allocated margin required")
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)
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// RateHistoryRequest is used to request a funding rate
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type RateHistoryRequest struct {
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Exchange string
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@@ -32,6 +44,55 @@ type RateHistoryRequest struct {
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Rates []Rate
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}
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// PositionChangeRequest used for wrapper functions to change margin fields for a position
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type PositionChangeRequest struct {
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// Required fields
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Exchange string
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Pair currency.Pair
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Asset asset.Item
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// Optional fields depending on desired outcome/exchange requirements
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MarginType Type
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OriginalAllocatedMargin float64
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NewAllocatedMargin float64
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MarginSide string
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}
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// PositionChangeResponse holds response data for margin change requests
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type PositionChangeResponse struct {
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Exchange string
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Pair currency.Pair
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Asset asset.Item
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AllocatedMargin float64
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MarginType Type
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}
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// Type defines the different margin types supported by exchanges
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type Type uint8
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// Margin types
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const (
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// Unset is the default value
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Unset = Type(0)
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// Isolated means a margin trade is isolated from other margin trades
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Isolated Type = 1 << (iota - 1)
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// Multi means a margin trade is not isolated from other margin trades
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// it can sometimes be referred to as "cross"
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Multi
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// Unknown is an unknown margin type but is not unset
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Unknown
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)
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var supported = Isolated | Multi
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const (
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unsetStr = "unset"
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isolatedStr = "isolated"
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multiStr = "multi"
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crossedStr = "crossed"
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crossStr = "cross"
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unknownStr = "unknown"
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)
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// RateHistoryResponse has the funding rate details
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type RateHistoryResponse struct {
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Rates []Rate
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