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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
197
gctrpc/rpc.proto
197
gctrpc/rpc.proto
@@ -346,6 +346,7 @@ message SubmitOrderRequest {
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double price = 6;
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string client_id = 7;
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string asset_type = 8;
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string margin_type = 9;
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}
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message Trades {
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@@ -366,6 +367,7 @@ message SimulateOrderRequest {
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CurrencyPair pair = 2;
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double amount = 3;
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string side = 4;
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string margin_type = 5;
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}
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message SimulateOrderResponse {
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@@ -1062,6 +1064,18 @@ message FuturesPositionStats {
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string margin_fraction = 10;
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string free_collateral = 11;
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string total_collateral = 12;
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string frozen_balance = 13;
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string equity_of_currency = 14;
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string available_equity = 15;
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string cash_balance = 16;
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string discount_equity = 17;
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string equity_usd = 18;
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string isolated_equity = 19;
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string isolated_liabilities = 20;
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string isolated_upl = 21;
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string notional_leverage = 22;
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string total_equity = 23;
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string strategy_equity = 24;
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}
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message FuturePosition {
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@@ -1106,31 +1120,143 @@ message GetManagedPositionsResponse {
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repeated FuturePosition positions = 1;
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}
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message GetFuturesPositionsRequest {
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message GetFuturesPositionsSummaryRequest {
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string exchange = 1;
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string asset = 2;
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CurrencyPair pair = 3;
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string start_date = 4;
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string end_date = 5;
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string status = 6;
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int64 position_limit = 7;
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bool overwrite = 8;
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bool get_position_stats = 9;
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bool include_full_order_data = 10;
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bool get_funding_payments = 11;
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bool include_full_funding_rates = 12;
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bool include_predicted_rate = 13;
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CurrencyPair underlying_pair = 4;
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}
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message GetFuturesPositionsResponse {
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int64 total_orders = 1;
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string sub_account = 2;
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string total_realised_pnl = 3;
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string total_unrealised_pnl = 4;
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string total_pnl = 5;
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message GetFuturesPositionsSummaryResponse {
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string exchange = 1;
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string asset = 2;
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CurrencyPair pair = 3;
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FuturesPositionStats position_stats = 4;
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}
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message GetFuturesPositionsOrdersRequest {
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string exchange = 1;
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string asset = 2;
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CurrencyPair pair = 3;
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CurrencyPair underlying_pair = 4;
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string start_date = 5;
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string end_date = 6;
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bool respect_order_history_limits = 7;
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bool sync_with_order_manager = 8;
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}
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message GetFuturesPositionsOrdersResponse {
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repeated FuturePosition positions = 6;
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}
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message GetCollateralModeRequest {
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string exchange = 1;
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string asset = 2;
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}
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message GetCollateralModeResponse {
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string exchange = 1;
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string asset = 2;
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string collateral_mode = 3;
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}
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message SetCollateralModeRequest {
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string exchange = 1;
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string asset = 2;
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string collateral_mode = 3;
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}
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message SetCollateralModeResponse {
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string exchange = 1;
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string asset = 2;
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bool success = 3;
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}
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message GetMarginTypeRequest {
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string exchange = 1;
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string asset = 2;
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CurrencyPair pair = 3;
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}
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message GetMarginTypeResponse {
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string exchange = 1;
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string asset = 2;
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CurrencyPair pair = 3;
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string margin_type = 4;
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}
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message ChangePositionMarginRequest {
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string exchange = 1;
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string asset = 2;
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CurrencyPair pair = 3;
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string margin_type = 4;
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double original_allocated_margin = 5;
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double new_allocated_margin = 6;
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string margin_side = 7;
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}
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message ChangePositionMarginResponse {
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string exchange = 1;
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string asset = 2;
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CurrencyPair pair = 3;
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string margin_type = 4;
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double new_allocated_margin = 5;
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string margin_side = 6;
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}
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message SetMarginTypeRequest {
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string exchange = 1;
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string asset = 2;
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CurrencyPair pair = 3;
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string margin_type = 4;
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}
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message SetMarginTypeResponse {
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string exchange = 1;
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string asset = 2;
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CurrencyPair pair = 3;
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bool success = 4;
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}
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message GetLeverageRequest {
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string exchange = 1;
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string asset = 2;
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CurrencyPair pair = 3;
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CurrencyPair underlying_pair = 4;
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string margin_type = 5;
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string order_side = 6;
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}
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message GetLeverageResponse {
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string exchange = 1;
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string asset = 2;
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CurrencyPair pair = 3;
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CurrencyPair underlying_pair = 4;
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string margin_type = 5;
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double leverage = 6;
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string order_side = 7;
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}
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message SetLeverageRequest {
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string exchange = 1;
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string asset = 2;
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CurrencyPair pair = 3;
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CurrencyPair underlying_pair = 4;
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string margin_type = 5;
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double leverage = 6;
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string order_side = 7;
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}
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message SetLeverageResponse {
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string exchange = 1;
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string asset = 2;
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CurrencyPair pair = 3;
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CurrencyPair underlying_pair = 4;
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string margin_type = 5;
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string order_side = 6;
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bool success = 7;
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}
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message GetCollateralRequest {
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string exchange = 1;
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string asset = 2;
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@@ -1844,8 +1970,11 @@ service GoCryptoTraderService {
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rpc CurrencyStateTradingPair(CurrencyStateTradingPairRequest) returns (GenericResponse) {
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option (google.api.http) = {get: "/v1/currencystatetradingpair"};
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}
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rpc GetFuturesPositions(GetFuturesPositionsRequest) returns (GetFuturesPositionsResponse) {
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option (google.api.http) = {get: "/v1/getfuturespositions"};
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rpc GetFuturesPositionsSummary(GetFuturesPositionsSummaryRequest) returns (GetFuturesPositionsSummaryResponse) {
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option (google.api.http) = {get: "/v1/getfuturespositionssummary"};
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}
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rpc GetFuturesPositionsOrders(GetFuturesPositionsOrdersRequest) returns (GetFuturesPositionsOrdersResponse) {
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option (google.api.http) = {get: "/v1/getfuturespositionsorders"};
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}
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rpc GetCollateral(GetCollateralRequest) returns (GetCollateralResponse) {
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option (google.api.http) = {get: "/v1/getcollateral"};
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@@ -1880,4 +2009,34 @@ service GoCryptoTraderService {
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rpc GetOrderbookAmountByImpact(GetOrderbookAmountByImpactRequest) returns (GetOrderbookAmountByImpactResponse) {
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option (google.api.http) = {get: "/v1/getorderbookamountbyimpact"};
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}
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rpc GetCollateralMode(GetCollateralModeRequest) returns (GetCollateralModeResponse) {
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option (google.api.http) = {get: "/v1/getcollateralmode"};
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}
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rpc GetLeverage(GetLeverageRequest) returns (GetLeverageResponse) {
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option (google.api.http) = {get: "/v1/getleverage"};
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}
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rpc SetCollateralMode(SetCollateralModeRequest) returns (SetCollateralModeResponse) {
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option (google.api.http) = {
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post: "/v1/getcollateralmode"
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body: "*"
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};
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}
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rpc SetMarginType(SetMarginTypeRequest) returns (SetMarginTypeResponse) {
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option (google.api.http) = {
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post: "/v1/getmargintype"
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body: "*"
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};
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}
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rpc SetLeverage(SetLeverageRequest) returns (SetLeverageResponse) {
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option (google.api.http) = {
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post: "/v1/getleverage"
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body: "*"
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};
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}
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rpc ChangePositionMargin(ChangePositionMarginRequest) returns (ChangePositionMarginResponse) {
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option (google.api.http) = {
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post: "/v1/changepositionmargin"
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body: "*"
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};
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}
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}
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