Binance: Update NewOrder API (#507)

Including new fields for request/response and allowing test orders.

Signed-off-by: David Ackroyd <daveo.ackroyd@gmail.com>

exchanges/binance/binance.go

@@ -321,14 +321,35 @@ func (b *Binance) GetBestPrice(symbol string) (BestPrice, error) {
 // NewOrder sends a new order to Binance
 func (b *Binance) NewOrder(o *NewOrderRequest) (NewOrderResponse, error) {
 	var resp NewOrderResponse
+	if err := b.newOrder(newOrder, o, &resp); err != nil {
+		return resp, err
+	}
 
-	path := b.API.Endpoints.URL + newOrder
+	if resp.Code != 0 {
+		return resp, errors.New(resp.Msg)
+	}
+
+	return resp, nil
+}
+
+// NewOrderTest sends a new test order to Binance
+func (b *Binance) NewOrderTest(o *NewOrderRequest) error {
+	var resp NewOrderResponse
+	return b.newOrder(newOrderTest, o, &resp)
+}
+
+func (b *Binance) newOrder(api string, o *NewOrderRequest, resp *NewOrderResponse) error {
+	path := b.API.Endpoints.URL + api
 
 	params := url.Values{}
 	params.Set("symbol", o.Symbol)
 	params.Set("side", o.Side)
 	params.Set("type", string(o.TradeType))
-	params.Set("quantity", strconv.FormatFloat(o.Quantity, 'f', -1, 64))
+	if o.QuoteOrderQty > 0 {
+		params.Set("quoteOrderQty", strconv.FormatFloat(o.QuoteOrderQty, 'f', -1, 64))
+	} else {
+		params.Set("quantity", strconv.FormatFloat(o.Quantity, 'f', -1, 64))
+	}
 	if o.TradeType == BinanceRequestParamsOrderLimit {
 		params.Set("price", strconv.FormatFloat(o.Price, 'f', -1, 64))
 	}
@@ -352,14 +373,7 @@ func (b *Binance) NewOrder(o *NewOrderRequest) (NewOrderResponse, error) {
 		params.Set("newOrderRespType", o.NewOrderRespType)
 	}
 
-	if err := b.SendAuthHTTPRequest(http.MethodPost, path, params, limitOrder, &resp); err != nil {
-		return resp, err
-	}
-
-	if resp.Code != 0 {
-		return resp, errors.New(resp.Msg)
-	}
-	return resp, nil
+	return b.SendAuthHTTPRequest(http.MethodPost, path, params, limitOrder, resp)
 }
 
 // CancelExistingOrder sends a cancel order to Binance

exchanges/binance/binance_test.go

@@ -353,6 +353,47 @@ func TestGetOrderHistory(t *testing.T) {
 	}
 }
 
+func TestNewOrderTest(t *testing.T) {
+	t.Parallel()
+
+	req := &NewOrderRequest{
+		Symbol:      "LTCBTC",
+		Side:        order.Buy.String(),
+		TradeType:   BinanceRequestParamsOrderLimit,
+		Price:       0.0025,
+		Quantity:    100000,
+		TimeInForce: BinanceRequestParamsTimeGTC,
+	}
+
+	err := b.NewOrderTest(req)
+	switch {
+	case areTestAPIKeysSet() && err != nil:
+		t.Error("NewOrderTest() error", err)
+	case !areTestAPIKeysSet() && err == nil && !mockTests:
+		t.Error("NewOrderTest() expecting an error when no keys are set")
+	case mockTests && err != nil:
+		t.Error("Mock NewOrderTest() error", err)
+	}
+
+	req = &NewOrderRequest{
+		Symbol:        "LTCBTC",
+		Side:          order.Sell.String(),
+		TradeType:     BinanceRequestParamsOrderMarket,
+		Price:         0.0045,
+		QuoteOrderQty: 10,
+	}
+
+	err = b.NewOrderTest(req)
+	switch {
+	case areTestAPIKeysSet() && err != nil:
+		t.Error("NewOrderTest() error", err)
+	case !areTestAPIKeysSet() && err == nil && !mockTests:
+		t.Error("NewOrderTest() expecting an error when no keys are set")
+	case mockTests && err != nil:
+		t.Error("Mock NewOrderTest() error", err)
+	}
+}
+
 // Any tests below this line have the ability to impact your orders on the exchange. Enable canManipulateRealOrders to run them
 // -----------------------------------------------------------------------------------------------------------------------------
 

exchanges/binance/binance_types.go

@@ -281,8 +281,10 @@ type NewOrderRequest struct {
 	// TimeInForce specifies how long the order remains in effect.
 	// Examples are (Good Till Cancel (GTC), Immediate or Cancel (IOC) and Fill Or Kill (FOK))
 	TimeInForce RequestParamsTimeForceType
-	// Quantity
-	Quantity         float64
+	// Quantity is the total base qty spent or received in an order.
+	Quantity float64
+	// QuoteOrderQty is the total quote qty spent or received in a MARKET order.
+	QuoteOrderQty    float64
 	Price            float64
 	NewClientOrderID string
 	StopPrice        float64 // Used with STOP_LOSS, STOP_LOSS_LIMIT, TAKE_PROFIT, and TAKE_PROFIT_LIMIT orders.
@@ -301,11 +303,13 @@ type NewOrderResponse struct {
 	Price           float64 `json:"price,string"`
 	OrigQty         float64 `json:"origQty,string"`
 	ExecutedQty     float64 `json:"executedQty,string"`
-	Status          string  `json:"status"`
-	TimeInForce     string  `json:"timeInForce"`
-	Type            string  `json:"type"`
-	Side            string  `json:"side"`
-	Fills           []struct {
+	// The cumulative amount of the quote that has been spent (with a BUY order) or received (with a SELL order).
+	CumulativeQuoteQty float64 `json:"cummulativeQuoteQty,string"`
+	Status             string  `json:"status"`
+	TimeInForce        string  `json:"timeInForce"`
+	Type               string  `json:"type"`
+	Side               string  `json:"side"`
+	Fills              []struct {
 		Price           float64 `json:"price,string"`
 		Qty             float64 `json:"qty,string"`
 		Commission      float64 `json:"commission,string"`

exchanges/mock/recording.go

@@ -148,9 +148,6 @@ func HTTPRecord(res *http.Response, service string, respContents []byte) error {
 			case http.MethodPost:
 				for i := range mockResponses {
 					cType, ok := mockResponses[i].Headers[contentType]
-					if !ok {
-						return errors.New("cannot find content type within mock responses")
-					}
 
 					jCType := strings.Join(cType, "")
 					var found bool
@@ -190,7 +187,24 @@ func HTTPRecord(res *http.Response, service string, respContents []byte) error {
 							mockResponses = append(mockResponses[:i], mockResponses[i+1:]...)
 							found = true
 						}
+					case "":
+						if !ok {
+							// Assume query params are used
+							mockQuery, urlErr := url.ParseQuery(mockResponses[i].QueryString)
+							if urlErr != nil {
+								return urlErr
+							}
 
+							if MatchURLVals(mockQuery, res.Request.URL.Query()) {
+								// if found will delete instance and overwrite with new data
+								mockResponses = append(mockResponses[:i], mockResponses[i+1:]...)
+								found = true
+							}
+
+							break
+						}
+
+						fallthrough
 					default:
 						return fmt.Errorf("unhandled content type %s", jCType)
 					}

testdata/http_mock/binance/binance.json

@@ -49951,6 +49951,30 @@
     }
    ]
   },
+  "/api/v3/order/test": {
+   "POST": [
+    {
+     "data": null,
+     "queryString": "price=0.0025\u0026quantity=100000\u0026recvWindow=5000\u0026side=BUY\u0026signature=1ddcd1b138325e4b72f045d56e719dc83963648001be999ca23ec88b94b1d900\u0026symbol=LTCBTC\u0026timeInForce=GTC\u0026timestamp=1589766515000\u0026type=LIMIT",
+     "bodyParams": "",
+     "headers": {
+      "X-Mbx-Apikey": [
+       ""
+      ]
+     }
+    },
+    {
+     "data": null,
+     "queryString": "quoteOrderQty=10\u0026recvWindow=5000\u0026side=SELL\u0026signature=f7d34dc6a9d6181adc3cd90f269a78d978610818b4d0b454ec95777194212aae\u0026symbol=LTCBTC\u0026timestamp=1589766516000\u0026type=MARKET",
+     "bodyParams": "",
+     "headers": {
+      "X-Mbx-Apikey": [
+       ""
+      ]
+     }
+    }
+   ]
+  },
   "/api/v3/ticker/24hr": {
    "GET": [
     {