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binance: use types.Time instead of time.Time (#1828)

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* binance: use types.Time instead of time.Time

Signed-off-by: Ye Sijun <junnplus@gmail.com>

* binance: remove type_convert.go

Signed-off-by: Ye Sijun <junnplus@gmail.com>

---------

Signed-off-by: Ye Sijun <junnplus@gmail.com>
This commit is contained in:
Jun
2025-03-13 11:59:26 +09:00
committed by GitHub
parent 4474278053
commit e544e99c48
9 changed files with 329 additions and 778 deletions
Download Patch File Download Diff File Expand all files Collapse all files

23
exchanges/binance/binance.go
View File

@@ -277,10 +277,10 @@ func (b *Binance) GetAggregatedTrades(ctx context.Context, arg *AggregatedTradeR
params.Set("fromId", strconv.FormatInt(arg.FromID, 10))
}
if !arg.StartTime.IsZero() {
params.Set("startTime", timeString(arg.StartTime))
params.Set("startTime", strconv.FormatInt(arg.StartTime.UnixMilli(), 10))
}
if !arg.EndTime.IsZero() {
params.Set("endTime", timeString(arg.EndTime))
params.Set("endTime", strconv.FormatInt(arg.EndTime.UnixMilli(), 10))
}
// startTime and endTime are set and time between startTime and endTime is more than 1 hour
@@ -327,8 +327,8 @@ func (b *Binance) batchAggregateTrades(ctx context.Context, arg *AggregatedTrade
// All requests returned empty
return nil, nil
}
params.Set("startTime", timeString(start))
params.Set("endTime", timeString(start.Add(increment)))
params.Set("startTime", strconv.FormatInt(start.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(start.Add(increment).UnixMilli(), 10))
path := aggregatedTrades + "?" + params.Encode()
err := b.SendHTTPRequest(ctx,
exchange.RestSpotSupplementary, path, spotDefaultRate, &resp)
@@ -360,7 +360,7 @@ func (b *Binance) batchAggregateTrades(ctx context.Context, arg *AggregatedTrade
if !arg.EndTime.IsZero() {
// get index for truncating to end time
lastIndex = sort.Search(len(additionalTrades), func(i int) bool {
return arg.EndTime.Before(additionalTrades[i].TimeStamp)
return arg.EndTime.Before(additionalTrades[i].TimeStamp.Time())
})
}
// don't include the first as the request was inclusive from last ATradeID
@@ -399,10 +399,10 @@ func (b *Binance) GetSpotKline(ctx context.Context, arg *KlinesRequestParams) ([
params.Set("limit", strconv.FormatUint(arg.Limit, 10))
}
if !arg.StartTime.IsZero() {
params.Set("startTime", timeString(arg.StartTime))
params.Set("startTime", strconv.FormatInt(arg.StartTime.UnixMilli(), 10))
}
if !arg.EndTime.IsZero() {
params.Set("endTime", timeString(arg.EndTime))
params.Set("endTime", strconv.FormatInt(arg.EndTime.UnixMilli(), 10))
}
path := candleStick + "?" + params.Encode()
@@ -807,7 +807,8 @@ func (b *Binance) SendHTTPRequest(ctx context.Context, ePath exchange.URL, path
Result: result,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording}
HTTPRecording: b.HTTPRecording,
}
return b.SendPayload(ctx, f, func() (*request.Item, error) {
return item, nil
@@ -836,7 +837,8 @@ func (b *Binance) SendAPIKeyHTTPRequest(ctx context.Context, ePath exchange.URL,
Result: result,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording}
HTTPRecording: b.HTTPRecording,
}
return b.SendPayload(ctx, f, func() (*request.Item, error) {
return item, nil
@@ -887,7 +889,8 @@ func (b *Binance) SendAuthHTTPRequest(ctx context.Context, ePath exchange.URL, m
Result: &interim,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording}, nil
HTTPRecording: b.HTTPRecording,
}, nil
}, request.AuthenticatedRequest)
if err != nil {
return err

27
exchanges/binance/binance_test.go
View File

@@ -1084,9 +1084,9 @@ func TestGetExchangeInfo(t *testing.T) {
require.NoError(t, err, "GetExchangeInfo must not error")
if mockTests {
exp := time.Date(2024, 5, 10, 6, 8, 1, int(707*time.Millisecond), time.UTC)
assert.True(t, info.ServerTime.Equal(exp), "expected %v received %v", exp.UTC(), info.ServerTime.UTC())
assert.True(t, info.ServerTime.Time().Equal(exp), "expected %v received %v", exp.UTC(), info.ServerTime.Time().UTC())
} else {
assert.WithinRange(t, info.ServerTime, time.Now().Add(-24*time.Hour), time.Now().Add(24*time.Hour), "ServerTime should be within a day of now")
assert.WithinRange(t, info.ServerTime.Time(), time.Now().Add(-24*time.Hour), time.Now().Add(24*time.Hour), "ServerTime should be within a day of now")
}
}
@@ -1115,7 +1115,6 @@ func TestGetOrderBook(t *testing.T) {
Symbol: currency.NewPair(currency.BTC, currency.USDT),
Limit: 1000,
})
if err != nil {
t.Error("Binance GetOrderBook() error", err)
}
@@ -1128,7 +1127,6 @@ func TestGetMostRecentTrades(t *testing.T) {
Symbol: currency.NewPair(currency.BTC, currency.USDT),
Limit: 15,
})
if err != nil {
t.Error("Binance GetMostRecentTrades() error", err)
}
@@ -1267,7 +1265,7 @@ func TestAllOrders(t *testing.T) {
func TestGetFeeByTypeOfflineTradeFee(t *testing.T) {
t.Parallel()
var feeBuilder = setFeeBuilder()
feeBuilder := setFeeBuilder()
_, err := b.GetFeeByType(context.Background(), feeBuilder)
if err != nil {
t.Fatal(err)
@@ -1286,7 +1284,7 @@ func TestGetFeeByTypeOfflineTradeFee(t *testing.T) {
func TestGetFee(t *testing.T) {
t.Parallel()
var feeBuilder = setFeeBuilder()
feeBuilder := setFeeBuilder()
if sharedtestvalues.AreAPICredentialsSet(b) && mockTests {
// CryptocurrencyTradeFee Basic
@@ -1364,7 +1362,7 @@ func TestGetActiveOrders(t *testing.T) {
if err != nil {
t.Error(err)
}
var getOrdersRequest = order.MultiOrderRequest{
getOrdersRequest := order.MultiOrderRequest{
Type: order.AnyType,
Pairs: currency.Pairs{pair},
AssetType: asset.Spot,
@@ -1385,7 +1383,7 @@ func TestGetActiveOrders(t *testing.T) {
func TestGetOrderHistory(t *testing.T) {
t.Parallel()
var getOrdersRequest = order.MultiOrderRequest{
getOrdersRequest := order.MultiOrderRequest{
Type: order.AnyType,
AssetType: asset.Spot,
Side: order.AnySide,
@@ -1398,7 +1396,8 @@ func TestGetOrderHistory(t *testing.T) {
getOrdersRequest.Pairs = []currency.Pair{
currency.NewPair(currency.LTC,
currency.BTC)}
currency.BTC),
}
_, err = b.GetOrderHistory(context.Background(), &getOrdersRequest)
switch {
@@ -1560,8 +1559,8 @@ func TestGetAggregatedTradesBatched(t *testing.T) {
t.Errorf("GetAggregatedTradesBatched() expected %v entries, got %v", tt.numExpected, len(result))
}
lastTradeTime := result[len(result)-1].TimeStamp
if !lastTradeTime.Equal(tt.lastExpected) {
t.Errorf("last trade expected %v, got %v", tt.lastExpected.UTC(), lastTradeTime.UTC())
if !lastTradeTime.Time().Equal(tt.lastExpected) {
t.Errorf("last trade expected %v, got %v", tt.lastExpected.UTC(), lastTradeTime.Time().UTC())
}
})
}
@@ -1623,7 +1622,7 @@ func TestSubmitOrder(t *testing.T) {
sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
}
var orderSubmission = &order.Submit{
orderSubmission := &order.Submit{
Exchange: b.Name,
Pair: currency.Pair{
Delimiter: "_",
@@ -1655,7 +1654,7 @@ func TestCancelExchangeOrder(t *testing.T) {
if !mockTests {
sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
}
var orderCancellation = &order.Cancel{
orderCancellation := &order.Cancel{
OrderID: "1",
WalletAddress: core.BitcoinDonationAddress,
AccountID: "1",
@@ -1680,7 +1679,7 @@ func TestCancelAllExchangeOrders(t *testing.T) {
if !mockTests {
sharedtestvalues.SkipTestIfCannotManipulateOrders(t, b, canManipulateRealOrders)
}
var orderCancellation = &order.Cancel{
orderCancellation := &order.Cancel{
OrderID: "1",
WalletAddress: core.BitcoinDonationAddress,
AccountID: "1",

270
exchanges/binance/binance_types.go
View File

@@ -38,10 +38,10 @@ const (
// ExchangeInfo holds the full exchange information type
type ExchangeInfo struct {
Code int `json:"code"`
Msg string `json:"msg"`
Timezone string `json:"timezone"`
ServerTime time.Time `json:"serverTime"`
Code int `json:"code"`
Msg string `json:"msg"`
Timezone string `json:"timezone"`
ServerTime types.Time `json:"serverTime"`
RateLimits []*struct {
RateLimitType string `json:"rateLimitType"`
Interval string `json:"interval"`
@@ -163,7 +163,7 @@ type DepthUpdateParams []struct {
// WebsocketDepthStream is the difference for the update depth stream
type WebsocketDepthStream struct {
Event string `json:"e"`
Timestamp time.Time `json:"E"`
Timestamp types.Time `json:"E"`
Pair string `json:"s"`
FirstUpdateID int64 `json:"U"`
LastUpdateID int64 `json:"u"`
@@ -179,25 +179,25 @@ type RecentTradeRequestParams struct {
// RecentTrade holds recent trade data
type RecentTrade struct {
ID int64 `json:"id"`
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
Time time.Time `json:"time"`
IsBuyerMaker bool `json:"isBuyerMaker"`
IsBestMatch bool `json:"isBestMatch"`
ID int64 `json:"id"`
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
Time types.Time `json:"time"`
IsBuyerMaker bool `json:"isBuyerMaker"`
IsBestMatch bool `json:"isBestMatch"`
}
// TradeStream holds the trade stream data
type TradeStream struct {
EventType string `json:"e"`
EventTime time.Time `json:"E"`
EventTime types.Time `json:"E"`
Symbol string `json:"s"`
TradeID int64 `json:"t"`
Price types.Number `json:"p"`
Quantity types.Number `json:"q"`
BuyerOrderID int64 `json:"b"`
SellerOrderID int64 `json:"a"`
TimeStamp time.Time `json:"T"`
TimeStamp types.Time `json:"T"`
IsBuyerMaker bool `json:"m"`
BestMatchPrice bool `json:"M"`
}
@@ -205,15 +205,15 @@ type TradeStream struct {
// KlineStream holds the kline stream data
type KlineStream struct {
EventType string `json:"e"`
EventTime time.Time `json:"E"`
EventTime types.Time `json:"E"`
Symbol string `json:"s"`
Kline KlineStreamData `json:"k"`
}
// KlineStreamData defines kline streaming data
type KlineStreamData struct {
StartTime time.Time `json:"t"`
CloseTime time.Time `json:"T"`
StartTime types.Time `json:"t"`
CloseTime types.Time `json:"T"`
Symbol string `json:"s"`
Interval string `json:"i"`
FirstTradeID int64 `json:"f"`
@@ -233,7 +233,7 @@ type KlineStreamData struct {
// TickerStream holds the ticker stream data
type TickerStream struct {
EventType string `json:"e"`
EventTime time.Time `json:"E"`
EventTime types.Time `json:"E"`
Symbol string `json:"s"`
PriceChange types.Number `json:"p"`
PriceChangePercent types.Number `json:"P"`
@@ -250,8 +250,8 @@ type TickerStream struct {
LowPrice types.Number `json:"l"`
TotalTradedVolume types.Number `json:"v"`
TotalTradedQuoteVolume types.Number `json:"q"`
OpenTime time.Time `json:"O"`
CloseTime time.Time `json:"C"`
OpenTime types.Time `json:"O"`
CloseTime types.Time `json:"C"`
FirstTradeID int64 `json:"F"`
LastTradeID int64 `json:"L"`
NumberOfTrades int64 `json:"n"`
@@ -259,13 +259,13 @@ type TickerStream struct {
// HistoricalTrade holds recent trade data
type HistoricalTrade struct {
ID int64 `json:"id"`
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
QuoteQuantity float64 `json:"quoteQty,string"`
Time time.Time `json:"time"`
IsBuyerMaker bool `json:"isBuyerMaker"`
IsBestMatch bool `json:"isBestMatch"`
ID int64 `json:"id"`
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
QuoteQuantity float64 `json:"quoteQty,string"`
Time types.Time `json:"time"`
IsBuyerMaker bool `json:"isBuyerMaker"`
IsBestMatch bool `json:"isBestMatch"`
}
// AggregatedTradeRequestParams holds request params
@@ -282,14 +282,14 @@ type AggregatedTradeRequestParams struct {
// AggregatedTrade holds aggregated trade information
type AggregatedTrade struct {
ATradeID int64 `json:"a"`
Price float64 `json:"p,string"`
Quantity float64 `json:"q,string"`
FirstTradeID int64 `json:"f"`
LastTradeID int64 `json:"l"`
TimeStamp time.Time `json:"T"`
IsBuyerMaker bool `json:"m"`
BestMatchPrice bool `json:"M"`
ATradeID int64 `json:"a"`
Price float64 `json:"p,string"`
Quantity float64 `json:"q,string"`
FirstTradeID int64 `json:"f"`
LastTradeID int64 `json:"l"`
TimeStamp types.Time `json:"T"`
IsBuyerMaker bool `json:"m"`
BestMatchPrice bool `json:"M"`
}
// IndexMarkPrice stores data for index and mark prices
@@ -343,8 +343,8 @@ type PriceChangeStats struct {
LowPrice types.Number `json:"lowPrice"`
Volume types.Number `json:"volume"`
QuoteVolume types.Number `json:"quoteVolume"`
OpenTime time.Time `json:"openTime"`
CloseTime time.Time `json:"closeTime"`
OpenTime types.Time `json:"openTime"`
CloseTime types.Time `json:"closeTime"`
FirstID int64 `json:"firstId"`
LastID int64 `json:"lastId"`
Count int64 `json:"count"`
@@ -389,15 +389,15 @@ type NewOrderRequest struct {
// NewOrderResponse is the return structured response from the exchange
type NewOrderResponse struct {
Code int `json:"code"`
Msg string `json:"msg"`
Symbol string `json:"symbol"`
OrderID int64 `json:"orderId"`
ClientOrderID string `json:"clientOrderId"`
TransactionTime time.Time `json:"transactTime"`
Price float64 `json:"price,string"`
OrigQty float64 `json:"origQty,string"`
ExecutedQty float64 `json:"executedQty,string"`
Code int `json:"code"`
Msg string `json:"msg"`
Symbol string `json:"symbol"`
OrderID int64 `json:"orderId"`
ClientOrderID string `json:"clientOrderId"`
TransactionTime types.Time `json:"transactTime"`
Price float64 `json:"price,string"`
OrigQty float64 `json:"origQty,string"`
ExecutedQty float64 `json:"executedQty,string"`
// 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"`
@@ -422,26 +422,26 @@ type CancelOrderResponse struct {
// QueryOrderData holds query order data
type QueryOrderData struct {
Code int `json:"code"`
Msg string `json:"msg"`
Symbol string `json:"symbol"`
OrderID int64 `json:"orderId"`
ClientOrderID string `json:"clientOrderId"`
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"`
StopPrice float64 `json:"stopPrice,string"`
IcebergQty float64 `json:"icebergQty,string"`
Time time.Time `json:"time"`
IsWorking bool `json:"isWorking"`
CummulativeQuoteQty float64 `json:"cummulativeQuoteQty,string"`
OrderListID int64 `json:"orderListId"`
OrigQuoteOrderQty float64 `json:"origQuoteOrderQty,string"`
UpdateTime time.Time `json:"updateTime"`
Code int `json:"code"`
Msg string `json:"msg"`
Symbol string `json:"symbol"`
OrderID int64 `json:"orderId"`
ClientOrderID string `json:"clientOrderId"`
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"`
StopPrice float64 `json:"stopPrice,string"`
IcebergQty float64 `json:"icebergQty,string"`
Time types.Time `json:"time"`
IsWorking bool `json:"isWorking"`
CummulativeQuoteQty float64 `json:"cummulativeQuoteQty,string"`
OrderListID int64 `json:"orderListId"`
OrigQuoteOrderQty float64 `json:"origQuoteOrderQty,string"`
UpdateTime types.Time `json:"updateTime"`
}
// Balance holds query order data
@@ -453,15 +453,15 @@ type Balance struct {
// Account holds the account data
type Account struct {
MakerCommission int `json:"makerCommission"`
TakerCommission int `json:"takerCommission"`
BuyerCommission int `json:"buyerCommission"`
SellerCommission int `json:"sellerCommission"`
CanTrade bool `json:"canTrade"`
CanWithdraw bool `json:"canWithdraw"`
CanDeposit bool `json:"canDeposit"`
UpdateTime time.Time `json:"updateTime"`
Balances []Balance `json:"balances"`
MakerCommission int `json:"makerCommission"`
TakerCommission int `json:"takerCommission"`
BuyerCommission int `json:"buyerCommission"`
SellerCommission int `json:"sellerCommission"`
CanTrade bool `json:"canTrade"`
CanWithdraw bool `json:"canWithdraw"`
CanDeposit bool `json:"canDeposit"`
UpdateTime types.Time `json:"updateTime"`
Balances []Balance `json:"balances"`
}
// MarginAccount holds the margin account data
@@ -772,11 +772,6 @@ type WsAccountInfoData struct {
} `json:"B"`
}
type wsAccountPosition struct {
Stream string `json:"stream"`
Data WsAccountPositionData `json:"data"`
}
// WsAccountPositionData defines websocket account position data
type WsAccountPositionData struct {
Currencies []struct {
@@ -784,89 +779,74 @@ type WsAccountPositionData struct {
Available float64 `json:"f,string"`
Locked float64 `json:"l,string"`
} `json:"B"`
EventTime time.Time `json:"E"`
LastUpdated time.Time `json:"u"`
EventType string `json:"e"`
}
type wsBalanceUpdate struct {
Stream string `json:"stream"`
Data WsBalanceUpdateData `json:"data"`
EventTime types.Time `json:"E"`
LastUpdated types.Time `json:"u"`
EventType string `json:"e"`
}
// WsBalanceUpdateData defines websocket account balance data
type WsBalanceUpdateData struct {
EventTime time.Time `json:"E"`
ClearTime time.Time `json:"T"`
BalanceDelta float64 `json:"d,string"`
Asset string `json:"a"`
EventType string `json:"e"`
}
type wsOrderUpdate struct {
Stream string `json:"stream"`
Data WsOrderUpdateData `json:"data"`
EventTime types.Time `json:"E"`
ClearTime types.Time `json:"T"`
BalanceDelta float64 `json:"d,string"`
Asset string `json:"a"`
EventType string `json:"e"`
}
// WsOrderUpdateData defines websocket account order update data
type WsOrderUpdateData struct {
EventType string `json:"e"`
EventTime time.Time `json:"E"`
Symbol string `json:"s"`
ClientOrderID string `json:"c"`
Side string `json:"S"`
OrderType string `json:"o"`
TimeInForce string `json:"f"`
Quantity float64 `json:"q,string"`
Price float64 `json:"p,string"`
StopPrice float64 `json:"P,string"`
IcebergQuantity float64 `json:"F,string"`
OrderListID int64 `json:"g"`
CancelledClientOrderID string `json:"C"`
CurrentExecutionType string `json:"x"`
OrderStatus string `json:"X"`
RejectionReason string `json:"r"`
OrderID int64 `json:"i"`
LastExecutedQuantity float64 `json:"l,string"`
CumulativeFilledQuantity float64 `json:"z,string"`
LastExecutedPrice float64 `json:"L,string"`
Commission float64 `json:"n,string"`
CommissionAsset string `json:"N"`
TransactionTime time.Time `json:"T"`
TradeID int64 `json:"t"`
Ignored int64 `json:"I"` // Must be ignored explicitly, otherwise it overwrites 'i'.
IsOnOrderBook bool `json:"w"`
IsMaker bool `json:"m"`
Ignored2 bool `json:"M"` // See the comment for "I".
OrderCreationTime time.Time `json:"O"`
WorkingTime time.Time `json:"W"`
CumulativeQuoteTransactedQuantity float64 `json:"Z,string"`
LastQuoteAssetTransactedQuantity float64 `json:"Y,string"`
QuoteOrderQuantity float64 `json:"Q,string"`
}
type wsListStatus struct {
Stream string `json:"stream"`
Data WsListStatusData `json:"data"`
EventType string `json:"e"`
EventTime types.Time `json:"E"`
Symbol string `json:"s"`
ClientOrderID string `json:"c"`
Side string `json:"S"`
OrderType string `json:"o"`
TimeInForce string `json:"f"`
Quantity float64 `json:"q,string"`
Price float64 `json:"p,string"`
StopPrice float64 `json:"P,string"`
IcebergQuantity float64 `json:"F,string"`
OrderListID int64 `json:"g"`
CancelledClientOrderID string `json:"C"`
CurrentExecutionType string `json:"x"`
OrderStatus string `json:"X"`
RejectionReason string `json:"r"`
OrderID int64 `json:"i"`
LastExecutedQuantity float64 `json:"l,string"`
CumulativeFilledQuantity float64 `json:"z,string"`
LastExecutedPrice float64 `json:"L,string"`
Commission float64 `json:"n,string"`
CommissionAsset string `json:"N"`
TransactionTime types.Time `json:"T"`
TradeID int64 `json:"t"`
Ignored int64 `json:"I"` // Must be ignored explicitly, otherwise it overwrites 'i'.
IsOnOrderBook bool `json:"w"`
IsMaker bool `json:"m"`
Ignored2 bool `json:"M"` // See the comment for "I".
OrderCreationTime types.Time `json:"O"`
WorkingTime types.Time `json:"W"`
CumulativeQuoteTransactedQuantity float64 `json:"Z,string"`
LastQuoteAssetTransactedQuantity float64 `json:"Y,string"`
QuoteOrderQuantity float64 `json:"Q,string"`
}
// WsListStatusData defines websocket account listing status data
type WsListStatusData struct {
ListClientOrderID string `json:"C"`
EventTime time.Time `json:"E"`
ListOrderStatus string `json:"L"`
ListClientOrderID string `json:"C"`
EventTime types.Time `json:"E"`
ListOrderStatus string `json:"L"`
Orders []struct {
ClientOrderID string `json:"c"`
OrderID int64 `json:"i"`
Symbol string `json:"s"`
} `json:"O"`
TransactionTime time.Time `json:"T"`
ContingencyType string `json:"c"`
EventType string `json:"e"`
OrderListID int64 `json:"g"`
ListStatusType string `json:"l"`
RejectionReason string `json:"r"`
Symbol string `json:"s"`
TransactionTime types.Time `json:"T"`
ContingencyType string `json:"c"`
EventType string `json:"e"`
OrderListID int64 `json:"g"`
ListStatusType string `json:"l"`
RejectionReason string `json:"r"`
Symbol string `json:"s"`
}
// WsPayload defines the payload through the websocket connection

4
exchanges/binance/binance_ufutures.go
View File

@@ -237,8 +237,8 @@ func (b *Binance) UKlineData(ctx context.Context, symbol currency.Pair, interval
if startTime.After(endTime) {
return nil, errors.New("startTime cannot be after endTime")
}
params.Set("startTime", timeString(startTime))
params.Set("endTime", timeString(endTime))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
rateBudget := uFuturesDefaultRate
switch {

71
exchanges/binance/binance_websocket.go
View File

@@ -185,8 +185,8 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
if err == nil {
switch event {
case "outboundAccountPosition":
var data wsAccountPosition
err = json.Unmarshal(respRaw, &data)
var data WsAccountPositionData
err = json.Unmarshal(jsonData, &data)
if err != nil {
return fmt.Errorf("%v - Could not convert to outboundAccountPosition structure %s",
b.Name,
@@ -195,8 +195,8 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
b.Websocket.DataHandler <- data
return nil
case "balanceUpdate":
var data wsBalanceUpdate
err = json.Unmarshal(respRaw, &data)
var data WsBalanceUpdateData
err = json.Unmarshal(jsonData, &data)
if err != nil {
return fmt.Errorf("%v - Could not convert to balanceUpdate structure %s",
b.Name,
@@ -205,31 +205,31 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
b.Websocket.DataHandler <- data
return nil
case "executionReport":
var data wsOrderUpdate
err = json.Unmarshal(respRaw, &data)
var data WsOrderUpdateData
err = json.Unmarshal(jsonData, &data)
if err != nil {
return fmt.Errorf("%v - Could not convert to executionReport structure %s",
b.Name,
err)
}
avgPrice := 0.0
if data.Data.CumulativeFilledQuantity != 0 {
avgPrice = data.Data.CumulativeQuoteTransactedQuantity / data.Data.CumulativeFilledQuantity
if data.CumulativeFilledQuantity != 0 {
avgPrice = data.CumulativeQuoteTransactedQuantity / data.CumulativeFilledQuantity
}
remainingAmount := data.Data.Quantity - data.Data.CumulativeFilledQuantity
remainingAmount := data.Quantity - data.CumulativeFilledQuantity
var pair currency.Pair
var assetType asset.Item
pair, assetType, err = b.GetRequestFormattedPairAndAssetType(data.Data.Symbol)
pair, assetType, err = b.GetRequestFormattedPairAndAssetType(data.Symbol)
if err != nil {
return err
}
var feeAsset currency.Code
if data.Data.CommissionAsset != "" {
feeAsset = currency.NewCode(data.Data.CommissionAsset)
if data.CommissionAsset != "" {
feeAsset = currency.NewCode(data.CommissionAsset)
}
orderID := strconv.FormatInt(data.Data.OrderID, 10)
orderID := strconv.FormatInt(data.OrderID, 10)
var orderStatus order.Status
orderStatus, err = stringToOrderStatus(data.Data.OrderStatus)
orderStatus, err = stringToOrderStatus(data.OrderStatus)
if err != nil {
b.Websocket.DataHandler <- order.ClassificationError{
Exchange: b.Name,
@@ -237,12 +237,12 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
Err: err,
}
}
clientOrderID := data.Data.ClientOrderID
clientOrderID := data.ClientOrderID
if orderStatus == order.Cancelled {
clientOrderID = data.Data.CancelledClientOrderID
clientOrderID = data.CancelledClientOrderID
}
var orderType order.Type
orderType, err = order.StringToOrderType(data.Data.OrderType)
orderType, err = order.StringToOrderType(data.OrderType)
if err != nil {
b.Websocket.DataHandler <- order.ClassificationError{
Exchange: b.Name,
@@ -251,7 +251,7 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
}
}
var orderSide order.Side
orderSide, err = order.StringToOrderSide(data.Data.Side)
orderSide, err = order.StringToOrderSide(data.Side)
if err != nil {
b.Websocket.DataHandler <- order.ClassificationError{
Exchange: b.Name,
@@ -260,14 +260,14 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
}
}
b.Websocket.DataHandler <- &order.Detail{
Price: data.Data.Price,
Amount: data.Data.Quantity,
Price: data.Price,
Amount: data.Quantity,
AverageExecutedPrice: avgPrice,
ExecutedAmount: data.Data.CumulativeFilledQuantity,
ExecutedAmount: data.CumulativeFilledQuantity,
RemainingAmount: remainingAmount,
Cost: data.Data.CumulativeQuoteTransactedQuantity,
Cost: data.CumulativeQuoteTransactedQuantity,
CostAsset: pair.Quote,
Fee: data.Data.Commission,
Fee: data.Commission,
FeeAsset: feeAsset,
Exchange: b.Name,
OrderID: orderID,
@@ -276,14 +276,14 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
Side: orderSide,
Status: orderStatus,
AssetType: assetType,
Date: data.Data.OrderCreationTime,
LastUpdated: data.Data.TransactionTime,
Date: data.OrderCreationTime.Time(),
LastUpdated: data.TransactionTime.Time(),
Pair: pair,
}
return nil
case "listStatus":
var data wsListStatus
err = json.Unmarshal(respRaw, &data)
var data WsListStatusData
err = json.Unmarshal(jsonData, &data)
if err != nil {
return fmt.Errorf("%v - Could not convert to listStatus structure %s",
b.Name,
@@ -331,7 +331,7 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
}
var t TradeStream
err = json.Unmarshal(jsonData, &t)
err := json.Unmarshal(jsonData, &t)
if err != nil {
return fmt.Errorf("%v - Could not unmarshal trade data: %s",
b.Name,
@@ -339,12 +339,13 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
}
td := trade.Data{
CurrencyPair: pair,
Timestamp: t.TimeStamp,
Timestamp: t.TimeStamp.Time(),
Price: t.Price.Float64(),
Amount: t.Quantity.Float64(),
Exchange: b.Name,
AssetType: asset.Spot,
TID: strconv.FormatInt(t.TradeID, 10)}
TID: strconv.FormatInt(t.TradeID, 10),
}
if t.IsBuyerMaker { // Seller is Taker
td.Side = order.Sell
@@ -371,7 +372,7 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
Bid: t.BestBidPrice.Float64(),
Ask: t.BestAskPrice.Float64(),
Last: t.LastPrice.Float64(),
LastUpdated: t.EventTime,
LastUpdated: t.EventTime.Time(),
AssetType: asset.Spot,
Pair: pair,
}
@@ -386,12 +387,12 @@ func (b *Binance) wsHandleData(respRaw []byte) error {
err)
}
b.Websocket.DataHandler <- stream.KlineData{
Timestamp: kline.EventTime,
Timestamp: kline.EventTime.Time(),
Pair: pair,
AssetType: asset.Spot,
Exchange: b.Name,
StartTime: kline.Kline.StartTime,
CloseTime: kline.Kline.CloseTime,
StartTime: kline.Kline.StartTime.Time(),
CloseTime: kline.Kline.CloseTime.Time(),
Interval: kline.Kline.Interval,
OpenPrice: kline.Kline.OpenPrice.Float64(),
ClosePrice: kline.Kline.ClosePrice.Float64(),
@@ -633,7 +634,7 @@ func (b *Binance) ProcessUpdate(cp currency.Pair, a asset.Item, ws *WebsocketDep
Asks: updateAsk,
Pair: cp,
UpdateID: ws.LastUpdateID,
UpdateTime: ws.Timestamp,
UpdateTime: ws.Timestamp.Time(),
Asset: a,
})
}

56
exchanges/binance/binance_wrapper.go
View File

@@ -752,7 +752,7 @@ func (b *Binance) GetRecentTrades(ctx context.Context, p currency.Pair, a asset.
AssetType: a,
Price: tradeData[i].Price,
Amount: tradeData[i].Quantity,
Timestamp: tradeData[i].Time,
Timestamp: tradeData[i].Time.Time(),
}
if tradeData[i].IsBuyerMaker { // Seller is Taker
td.Side = order.Sell
@@ -850,7 +850,7 @@ func (b *Binance) GetHistoricTrades(ctx context.Context, p currency.Pair, a asse
Amount: trades[i].Quantity,
Exchange: b.Name,
Price: trades[i].Price,
Timestamp: trades[i].TimeStamp,
Timestamp: trades[i].TimeStamp.Time(),
AssetType: a,
}
if trades[i].IsBuyerMaker { // Seller is Taker
@@ -897,7 +897,7 @@ func (b *Binance) SubmitOrder(ctx context.Context, s *order.Submit) (*order.Subm
return nil, fmt.Errorf("%w %v", order.ErrUnsupportedOrderType, s.Type)
}
var orderRequest = NewOrderRequest{
orderRequest := NewOrderRequest{
Symbol: s.Pair,
Side: sideType,
Price: s.Price,
@@ -1190,8 +1190,8 @@ func (b *Binance) GetOrderInfo(ctx context.Context, orderID string, pair currenc
Status: status,
Price: resp.Price,
ExecutedAmount: resp.ExecutedQty,
Date: resp.Time,
LastUpdated: resp.UpdateTime,
Date: resp.Time.Time(),
LastUpdated: resp.UpdateTime.Time(),
}, nil
case asset.CoinMarginedFutures:
orderData, err := b.FuturesOpenOrderData(ctx, pair, orderID, "")
@@ -1220,8 +1220,8 @@ func (b *Binance) GetOrderInfo(ctx context.Context, orderID string, pair currenc
respData.Side = orderVars.Side
respData.Status = orderVars.Status
respData.Type = orderVars.OrderType
respData.Date = orderData.Time
respData.LastUpdated = orderData.UpdateTime
respData.Date = orderData.Time.Time()
respData.LastUpdated = orderData.UpdateTime.Time()
case asset.USDTMarginedFutures:
orderData, err := b.UGetOrderData(ctx, pair, orderID, "")
if err != nil {
@@ -1249,8 +1249,8 @@ func (b *Binance) GetOrderInfo(ctx context.Context, orderID string, pair currenc
respData.Side = orderVars.Side
respData.Status = orderVars.Status
respData.Type = orderVars.OrderType
respData.Date = orderData.Time
respData.LastUpdated = orderData.UpdateTime
respData.Date = orderData.Time.Time()
respData.LastUpdated = orderData.UpdateTime.Time()
default:
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
}
@@ -1353,7 +1353,7 @@ func (b *Binance) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequ
}
orders = append(orders, order.Detail{
Amount: resp[x].OrigQty,
Date: resp[x].Time,
Date: resp[x].Time.Time(),
Exchange: b.Name,
OrderID: strconv.FormatInt(resp[x].OrderID, 10),
ClientOrderID: resp[x].ClientOrderID,
@@ -1363,7 +1363,7 @@ func (b *Binance) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequ
Status: orderStatus,
Pair: req.Pairs[i],
AssetType: req.AssetType,
LastUpdated: resp[x].UpdateTime,
LastUpdated: resp[x].UpdateTime.Time(),
})
}
case asset.CoinMarginedFutures:
@@ -1395,8 +1395,8 @@ func (b *Binance) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequ
Status: orderVars.Status,
Pair: req.Pairs[i],
AssetType: asset.CoinMarginedFutures,
Date: openOrders[y].Time,
LastUpdated: openOrders[y].UpdateTime,
Date: openOrders[y].Time.Time(),
LastUpdated: openOrders[y].UpdateTime.Time(),
})
}
case asset.USDTMarginedFutures:
@@ -1428,8 +1428,8 @@ func (b *Binance) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequ
Status: orderVars.Status,
Pair: req.Pairs[i],
AssetType: asset.USDTMarginedFutures,
Date: openOrders[y].Time,
LastUpdated: openOrders[y].UpdateTime,
Date: openOrders[y].Time.Time(),
LastUpdated: openOrders[y].UpdateTime.Time(),
})
}
default:
@@ -1493,8 +1493,8 @@ func (b *Binance) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequ
RemainingAmount: resp[i].OrigQty - resp[i].ExecutedQty,
Cost: cost,
CostAsset: req.Pairs[x].Quote,
Date: resp[i].Time,
LastUpdated: resp[i].UpdateTime,
Date: resp[i].Time.Time(),
LastUpdated: resp[i].UpdateTime.Time(),
Exchange: b.Name,
OrderID: strconv.FormatInt(resp[i].OrderID, 10),
Side: side,
@@ -1561,7 +1561,7 @@ func (b *Binance) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequ
Status: orderVars.Status,
Pair: req.Pairs[i],
AssetType: asset.CoinMarginedFutures,
Date: orderHistory[y].Time,
Date: orderHistory[y].Time.Time(),
})
}
}
@@ -1619,7 +1619,7 @@ func (b *Binance) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequ
Status: orderVars.Status,
Pair: req.Pairs[i],
AssetType: asset.USDTMarginedFutures,
Date: orderHistory[y].Time,
Date: orderHistory[y].Time.Time(),
})
}
}
@@ -1949,7 +1949,7 @@ func (b *Binance) GetServerTime(ctx context.Context, ai asset.Item) (time.Time,
if err != nil {
return time.Time{}, err
}
return info.ServerTime, nil
return info.ServerTime.Time(), nil
case asset.CoinMarginedFutures:
info, err := b.FuturesExchangeInfo(ctx)
if err != nil {
@@ -2681,7 +2681,7 @@ func (b *Binance) GetFuturesPositionOrders(ctx context.Context, req *futures.Pos
sd := req.StartDate
switch req.Asset {
case asset.USDTMarginedFutures:
var orderLimit = 1000
orderLimit := 1000
for x := range req.Pairs {
fPair, err := b.FormatExchangeCurrency(req.Pairs[x], req.Asset)
if err != nil {
@@ -2703,7 +2703,7 @@ func (b *Binance) GetFuturesPositionOrders(ctx context.Context, req *futures.Pos
return nil, err
}
for i := range orders {
if orders[i].Time.After(req.EndDate) {
if orders[i].Time.Time().After(req.EndDate) {
continue
}
orderVars := compatibleOrderVars(orders[i].Side, orders[i].Status, orders[i].OrderType)
@@ -2731,8 +2731,8 @@ func (b *Binance) GetFuturesPositionOrders(ctx context.Context, req *futures.Pos
Side: orderVars.Side,
Status: orderVars.Status,
AssetType: asset.USDTMarginedFutures,
Date: orders[i].Time,
LastUpdated: orders[i].UpdateTime,
Date: orders[i].Time.Time(),
LastUpdated: orders[i].UpdateTime.Time(),
Pair: req.Pairs[x],
MarginType: mt,
})
@@ -2746,7 +2746,7 @@ func (b *Binance) GetFuturesPositionOrders(ctx context.Context, req *futures.Pos
}
}
case asset.CoinMarginedFutures:
var orderLimit = 100
orderLimit := 100
for x := range req.Pairs {
fPair, err := b.FormatExchangeCurrency(req.Pairs[x], req.Asset)
if err != nil {
@@ -2773,7 +2773,7 @@ func (b *Binance) GetFuturesPositionOrders(ctx context.Context, req *futures.Pos
return nil, err
}
for i := range orders {
if orders[i].Time.After(req.EndDate) {
if orders[i].Time.Time().After(req.EndDate) {
continue
}
var orderPair currency.Pair
@@ -2806,8 +2806,8 @@ func (b *Binance) GetFuturesPositionOrders(ctx context.Context, req *futures.Pos
Side: orderVars.Side,
Status: orderVars.Status,
AssetType: asset.CoinMarginedFutures,
Date: orders[i].Time,
LastUpdated: orders[i].UpdateTime,
Date: orders[i].Time.Time(),
LastUpdated: orders[i].UpdateTime.Time(),
Pair: req.Pairs[x],
MarginType: mt,
})

130
exchanges/binance/cfutures_types.go
View File

@@ -257,59 +257,59 @@ type FuturesOrderPlaceData struct {
// FuturesOrderGetData stores futures order data for get requests
type FuturesOrderGetData struct {
AveragePrice float64 `json:"avgPrice,string"`
ClientOrderID string `json:"clientOrderID"`
CumulativeQuantity float64 `json:"cumQty,string"`
CumulativeBase float64 `json:"cumBase,string"`
ExecutedQuantity float64 `json:"executedQty,string"`
OrderID int64 `json:"orderId"`
OriginalQuantity float64 `json:"origQty,string"`
OriginalType string `json:"origType"`
Price float64 `json:"price,string"`
ReduceOnly bool `json:"reduceOnly"`
Side string `json:"buy"`
PositionSide string `json:"positionSide"`
Status string `json:"status"`
StopPrice float64 `json:"stopPrice,string"`
ClosePosition bool `json:"closePosition"`
Symbol string `json:"symbol"`
Pair string `json:"pair"`
TimeInForce string `json:"timeInForce"`
OrderType string `json:"type"`
ActivatePrice float64 `json:"activatePrice,string"`
PriceRate float64 `json:"priceRate,string"`
Time time.Time `json:"time"`
UpdateTime time.Time `json:"updateTime"`
WorkingType string `json:"workingType"`
PriceProtect bool `json:"priceProtect"`
AveragePrice float64 `json:"avgPrice,string"`
ClientOrderID string `json:"clientOrderID"`
CumulativeQuantity float64 `json:"cumQty,string"`
CumulativeBase float64 `json:"cumBase,string"`
ExecutedQuantity float64 `json:"executedQty,string"`
OrderID int64 `json:"orderId"`
OriginalQuantity float64 `json:"origQty,string"`
OriginalType string `json:"origType"`
Price float64 `json:"price,string"`
ReduceOnly bool `json:"reduceOnly"`
Side string `json:"buy"`
PositionSide string `json:"positionSide"`
Status string `json:"status"`
StopPrice float64 `json:"stopPrice,string"`
ClosePosition bool `json:"closePosition"`
Symbol string `json:"symbol"`
Pair string `json:"pair"`
TimeInForce string `json:"timeInForce"`
OrderType string `json:"type"`
ActivatePrice float64 `json:"activatePrice,string"`
PriceRate float64 `json:"priceRate,string"`
Time types.Time `json:"time"`
UpdateTime types.Time `json:"updateTime"`
WorkingType string `json:"workingType"`
PriceProtect bool `json:"priceProtect"`
}
// FuturesOrderData stores order data for futures
type FuturesOrderData struct {
AvgPrice float64 `json:"avgPrice,string"`
ClientOrderID string `json:"clientOrderId"`
CumBase string `json:"cumBase"`
ExecutedQty float64 `json:"executedQty,string"`
OrderID int64 `json:"orderId"`
OrigQty float64 `json:"origQty,string"`
OrigType string `json:"origType"`
Price float64 `json:"price,string"`
ReduceOnly bool `json:"reduceOnly"`
Side string `json:"side"`
PositionSide string `json:"positionSide"`
Status string `json:"status"`
StopPrice float64 `json:"stopPrice,string"`
ClosePosition bool `json:"closePosition"`
Symbol string `json:"symbol"`
Pair string `json:"pair"`
Time time.Time `json:"time"`
TimeInForce string `json:"timeInForce"`
OrderType string `json:"type"`
ActivatePrice float64 `json:"activatePrice,string"`
PriceRate float64 `json:"priceRate,string"`
UpdateTime time.Time `json:"updateTime"`
WorkingType string `json:"workingType"`
PriceProtect bool `json:"priceProtect"`
AvgPrice float64 `json:"avgPrice,string"`
ClientOrderID string `json:"clientOrderId"`
CumBase string `json:"cumBase"`
ExecutedQty float64 `json:"executedQty,string"`
OrderID int64 `json:"orderId"`
OrigQty float64 `json:"origQty,string"`
OrigType string `json:"origType"`
Price float64 `json:"price,string"`
ReduceOnly bool `json:"reduceOnly"`
Side string `json:"side"`
PositionSide string `json:"positionSide"`
Status string `json:"status"`
StopPrice float64 `json:"stopPrice,string"`
ClosePosition bool `json:"closePosition"`
Symbol string `json:"symbol"`
Pair string `json:"pair"`
Time types.Time `json:"time"`
TimeInForce string `json:"timeInForce"`
OrderType string `json:"type"`
ActivatePrice float64 `json:"activatePrice,string"`
PriceRate float64 `json:"priceRate,string"`
UpdateTime types.Time `json:"updateTime"`
WorkingType string `json:"workingType"`
PriceProtect bool `json:"priceProtect"`
}
// OrderVars stores side, status and type for any order/trade
@@ -362,21 +362,21 @@ type FuturesAccountBalanceData struct {
// FuturesAccountInformationPosition holds account position data
type FuturesAccountInformationPosition struct {
Symbol string `json:"symbol"`
Amount float64 `json:"positionAmt,string"`
InitialMargin float64 `json:"initialMargin,string"`
MaintenanceMargin float64 `json:"maintMargin,string"`
UnrealizedProfit float64 `json:"unrealizedProfit,string"`
PositionInitialMargin float64 `json:"positionInitialMargin,string"`
OpenOrderInitialMargin float64 `json:"openOrderInitialMargin,string"`
Leverage float64 `json:"leverage,string"`
Isolated bool `json:"isolated"`
PositionSide string `json:"positionSide"`
EntryPrice float64 `json:"entryPrice,string"`
MaxQty float64 `json:"maxQty,string"`
UpdateTime time.Time `json:"updateTime"`
NotionalValue float64 `json:"notionalValue,string"`
IsolatedWallet float64 `json:"isolatedWallet,string"`
Symbol string `json:"symbol"`
Amount float64 `json:"positionAmt,string"`
InitialMargin float64 `json:"initialMargin,string"`
MaintenanceMargin float64 `json:"maintMargin,string"`
UnrealizedProfit float64 `json:"unrealizedProfit,string"`
PositionInitialMargin float64 `json:"positionInitialMargin,string"`
OpenOrderInitialMargin float64 `json:"openOrderInitialMargin,string"`
Leverage float64 `json:"leverage,string"`
Isolated bool `json:"isolated"`
PositionSide string `json:"positionSide"`
EntryPrice float64 `json:"entryPrice,string"`
MaxQty float64 `json:"maxQty,string"`
UpdateTime types.Time `json:"updateTime"`
NotionalValue float64 `json:"notionalValue,string"`
IsolatedWallet float64 `json:"isolatedWallet,string"`
}
// FuturesAccountInformation stores account information for futures account
@@ -387,7 +387,7 @@ type FuturesAccountInformation struct {
CanTrade bool `json:"canTrade"`
CanWithdraw bool `json:"canWithdraw"`
FeeTier int64 `json:"feeTier"`
UpdateTime time.Time `json:"updateTime"`
UpdateTime types.Time `json:"updateTime"`
}
// FuturesAccountAsset holds account asset information

430
exchanges/binance/type_convert.go
View File

@@ -1,430 +0,0 @@
package binance
import (
"strconv"
"time"
"github.com/thrasher-corp/gocryptotrader/encoding/json"
"github.com/thrasher-corp/gocryptotrader/types"
)
// timeString gets the time as Binance timestamp
func timeString(t time.Time) string {
return strconv.FormatInt(t.UnixMilli(), 10)
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *ExchangeInfo) UnmarshalJSON(data []byte) error {
type Alias ExchangeInfo
aux := &struct {
Servertime types.Time `json:"serverTime"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.ServerTime = aux.Servertime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *AggregatedTrade) UnmarshalJSON(data []byte) error {
type Alias AggregatedTrade
aux := &struct {
TimeStamp types.Time `json:"T"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.TimeStamp = aux.TimeStamp.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *NewOrderResponse) UnmarshalJSON(data []byte) error {
type Alias NewOrderResponse
aux := &struct {
TransactionTime types.Time `json:"transactTime"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
if aux != nil {
a.TransactionTime = aux.TransactionTime.Time()
}
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *TradeStream) UnmarshalJSON(data []byte) error {
type Alias TradeStream
aux := &struct {
TimeStamp types.Time `json:"T"`
EventTime types.Time `json:"E"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.TimeStamp = aux.TimeStamp.Time()
a.EventTime = aux.EventTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *KlineStream) UnmarshalJSON(data []byte) error {
type Alias KlineStream
aux := &struct {
EventTime types.Time `json:"E"`
Kline struct {
StartTime types.Time `json:"t"`
CloseTime types.Time `json:"T"`
*KlineStreamData
} `json:"k"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Kline = *aux.Kline.KlineStreamData
a.EventTime = aux.EventTime.Time()
a.Kline.StartTime = aux.Kline.StartTime.Time()
a.Kline.CloseTime = aux.Kline.CloseTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *TickerStream) UnmarshalJSON(data []byte) error {
type Alias TickerStream
aux := &struct {
EventTime types.Time `json:"E"`
OpenTime types.Time `json:"O"`
CloseTime types.Time `json:"C"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.EventTime = aux.EventTime.Time()
a.OpenTime = aux.OpenTime.Time()
a.CloseTime = aux.CloseTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *PriceChangeStats) UnmarshalJSON(data []byte) error {
type Alias PriceChangeStats
aux := &struct {
OpenTime types.Time `json:"openTime"`
CloseTime types.Time `json:"closeTime"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.OpenTime = aux.OpenTime.Time()
a.CloseTime = aux.CloseTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *RecentTrade) UnmarshalJSON(data []byte) error {
type Alias RecentTrade
aux := &struct {
Time types.Time `json:"time"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Time = aux.Time.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *HistoricalTrade) UnmarshalJSON(data []byte) error {
type Alias HistoricalTrade
aux := &struct {
Time types.Time `json:"time"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Time = aux.Time.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *QueryOrderData) UnmarshalJSON(data []byte) error {
type Alias QueryOrderData
aux := &struct {
Time types.Time `json:"time"`
UpdateTime types.Time `json:"updateTime"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Time = aux.Time.Time()
a.UpdateTime = aux.UpdateTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *FuturesOrderData) UnmarshalJSON(data []byte) error {
type Alias FuturesOrderData
aux := &struct {
Time types.Time `json:"time"`
UpdateTime types.Time `json:"updateTime"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Time = aux.Time.Time()
a.UpdateTime = aux.UpdateTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *UFuturesOrderData) UnmarshalJSON(data []byte) error {
type Alias UFuturesOrderData
aux := &struct {
Time types.Time `json:"time"`
UpdateTime types.Time `json:"updateTime"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Time = aux.Time.Time()
a.UpdateTime = aux.UpdateTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *FuturesOrderGetData) UnmarshalJSON(data []byte) error {
type Alias FuturesOrderGetData
aux := &struct {
Time types.Time `json:"time"`
UpdateTime types.Time `json:"updateTime"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Time = aux.Time.Time()
a.UpdateTime = aux.UpdateTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *UOrderData) UnmarshalJSON(data []byte) error {
type Alias UOrderData
aux := &struct {
Time types.Time `json:"time"`
UpdateTime types.Time `json:"updateTime"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Time = aux.Time.Time()
a.UpdateTime = aux.UpdateTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *Account) UnmarshalJSON(data []byte) error {
type Alias Account
aux := &struct {
UpdateTime types.Time `json:"updateTime"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.UpdateTime = aux.UpdateTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *WebsocketDepthStream) UnmarshalJSON(data []byte) error {
type Alias WebsocketDepthStream
aux := &struct {
Timestamp types.Time `json:"E"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Timestamp = aux.Timestamp.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *wsAccountPosition) UnmarshalJSON(data []byte) error {
type Alias wsAccountPosition
aux := &struct {
Data struct {
EventTime types.Time `json:"E"`
LastUpdated types.Time `json:"u"`
*WsAccountPositionData
} `json:"data"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Data = *aux.Data.WsAccountPositionData
a.Data.EventTime = aux.Data.EventTime.Time()
a.Data.LastUpdated = aux.Data.LastUpdated.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *wsBalanceUpdate) UnmarshalJSON(data []byte) error {
type Alias wsBalanceUpdate
aux := &struct {
Data struct {
EventTime types.Time `json:"E"`
ClearTime types.Time `json:"T"`
*WsBalanceUpdateData
} `json:"data"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Data = *aux.Data.WsBalanceUpdateData
a.Data.EventTime = aux.Data.EventTime.Time()
a.Data.ClearTime = aux.Data.ClearTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *wsOrderUpdate) UnmarshalJSON(data []byte) error {
type Alias wsOrderUpdate
aux := &struct {
Data struct {
EventTime types.Time `json:"E"`
OrderCreationTime types.Time `json:"O"`
TransactionTime types.Time `json:"T"`
WorkingTime types.Time `json:"W"`
*WsOrderUpdateData
} `json:"data"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Data = *aux.Data.WsOrderUpdateData
a.Data.EventTime = aux.Data.EventTime.Time()
a.Data.OrderCreationTime = aux.Data.OrderCreationTime.Time()
a.Data.TransactionTime = aux.Data.TransactionTime.Time()
a.Data.WorkingTime = aux.Data.WorkingTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *wsListStatus) UnmarshalJSON(data []byte) error {
type Alias wsListStatus
aux := &struct {
Data struct {
EventTime types.Time `json:"E"`
TransactionTime types.Time `json:"T"`
*WsListStatusData
} `json:"data"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.Data = *aux.Data.WsListStatusData
a.Data.EventTime = aux.Data.EventTime.Time()
a.Data.TransactionTime = aux.Data.TransactionTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *FuturesAccountInformationPosition) UnmarshalJSON(data []byte) error {
type Alias FuturesAccountInformationPosition
aux := &struct {
UpdateTime types.Time `json:"updateTime"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.UpdateTime = aux.UpdateTime.Time()
return nil
}
// UnmarshalJSON deserialises the JSON info, including the timestamp
func (a *FuturesAccountInformation) UnmarshalJSON(data []byte) error {
type Alias FuturesAccountInformation
aux := &struct {
UpdateTime types.Time `json:"updateTime"`
*Alias
}{
Alias: (*Alias)(a),
}
if err := json.Unmarshal(data, &aux); err != nil {
return err
}
a.UpdateTime = aux.UpdateTime.Time()
return nil
}

96
exchanges/binance/ufutures_types.go
View File

@@ -1,8 +1,6 @@
package binance
import (
"time"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/types"
)
@@ -195,57 +193,57 @@ type UCompositeIndexInfoData struct {
// UOrderData stores order data
type UOrderData struct {
ClientOrderID string `json:"clientOrderId"`
Time time.Time `json:"time"`
CumulativeQuantity float64 `json:"cumQty,string"`
CumulativeQuote float64 `json:"cumQuote,string"`
ExecutedQuantity float64 `json:"executedQty,string"`
OrderID int64 `json:"orderId"`
AveragePrice float64 `json:"avgPrice,string"`
OriginalQuantity float64 `json:"origQty,string"`
Price float64 `json:"price,string"`
ReduceOnly bool `json:"reduceOnly"`
Side string `json:"side"`
PositionSide string `json:"positionSide"`
Status string `json:"status"`
StopPrice float64 `json:"stopPrice,string"`
ClosePosition bool `json:"closePosition"`
Symbol string `json:"symbol"`
TimeInForce string `json:"timeInForce"`
OrderType string `json:"type"`
OriginalType string `json:"origType"`
ActivatePrice float64 `json:"activatePrice,string"`
PriceRate float64 `json:"priceRate,string"`
UpdateTime time.Time `json:"updateTime"`
WorkingType string `json:"workingType"`
Code int64 `json:"code"`
Message string `json:"msg"`
ClientOrderID string `json:"clientOrderId"`
Time types.Time `json:"time"`
CumulativeQuantity float64 `json:"cumQty,string"`
CumulativeQuote float64 `json:"cumQuote,string"`
ExecutedQuantity float64 `json:"executedQty,string"`
OrderID int64 `json:"orderId"`
AveragePrice float64 `json:"avgPrice,string"`
OriginalQuantity float64 `json:"origQty,string"`
Price float64 `json:"price,string"`
ReduceOnly bool `json:"reduceOnly"`
Side string `json:"side"`
PositionSide string `json:"positionSide"`
Status string `json:"status"`
StopPrice float64 `json:"stopPrice,string"`
ClosePosition bool `json:"closePosition"`
Symbol string `json:"symbol"`
TimeInForce string `json:"timeInForce"`
OrderType string `json:"type"`
OriginalType string `json:"origType"`
ActivatePrice float64 `json:"activatePrice,string"`
PriceRate float64 `json:"priceRate,string"`
UpdateTime types.Time `json:"updateTime"`
WorkingType string `json:"workingType"`
Code int64 `json:"code"`
Message string `json:"msg"`
}
// UFuturesOrderData stores order data for ufutures
type UFuturesOrderData struct {
AvgPrice float64 `json:"avgPrice,string"`
ClientOrderID string `json:"clientOrderId"`
CumQuote string `json:"cumQuote"`
ExecutedQty float64 `json:"executedQty,string"`
OrderID int64 `json:"orderId"`
OrigQty float64 `json:"origQty,string"`
OrigType string `json:"origType"`
Price float64 `json:"price,string"`
ReduceOnly bool `json:"reduceOnly"`
Side string `json:"side"`
PositionSide string `json:"positionSide"`
Status string `json:"status"`
StopPrice float64 `json:"stopPrice,string"`
ClosePosition bool `json:"closePosition"`
Symbol string `json:"symbol"`
Time time.Time `json:"time"`
TimeInForce string `json:"timeInForce"`
OrderType string `json:"type"`
ActivatePrice float64 `json:"activatePrice,string"`
PriceRate float64 `json:"priceRate,string"`
UpdateTime time.Time `json:"updateTime"`
WorkingType string `json:"workingType"`
AvgPrice float64 `json:"avgPrice,string"`
ClientOrderID string `json:"clientOrderId"`
CumQuote string `json:"cumQuote"`
ExecutedQty float64 `json:"executedQty,string"`
OrderID int64 `json:"orderId"`
OrigQty float64 `json:"origQty,string"`
OrigType string `json:"origType"`
Price float64 `json:"price,string"`
ReduceOnly bool `json:"reduceOnly"`
Side string `json:"side"`
PositionSide string `json:"positionSide"`
Status string `json:"status"`
StopPrice float64 `json:"stopPrice,string"`
ClosePosition bool `json:"closePosition"`
Symbol string `json:"symbol"`
Time types.Time `json:"time"`
TimeInForce string `json:"timeInForce"`
OrderType string `json:"type"`
ActivatePrice float64 `json:"activatePrice,string"`
PriceRate float64 `json:"priceRate,string"`
UpdateTime types.Time `json:"updateTime"`
WorkingType string `json:"workingType"`
}
// UAccountBalanceV2Data stores account balance data for ufutures