mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
Deribit: Remove deprecated public and private portfolio margin endpoints (#1913)
This commit is contained in:
Adrian Gallagher
GitHub
@@ -121,7 +121,6 @@ const (
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// account management eps
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getAnnouncements = "public/get_announcements"
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getPublicPortfolioMargins = "public/get_portfolio_margins"
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changeAPIKeyName = "private/change_api_key_name"
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changeMarginModel = "private/change_margin_model"
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changeScopeInAPIKey = "private/change_scope_in_api_key"
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@@ -137,7 +136,6 @@ const (
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getAffiliateProgramInfo = "private/get_affiliate_program_info"
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getEmailLanguage = "private/get_email_language"
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getNewAnnouncements = "private/get_new_announcements"
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getPrivatePortfolioMargins = "private/get_portfolio_margins"
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getPosition = "private/get_position"
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getPositions = "private/get_positions"
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getSubAccounts = "private/get_subaccounts"
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@@ -973,24 +971,6 @@ func (d *Deribit) GetAnnouncements(ctx context.Context, startTime time.Time, cou
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return resp, d.SendHTTPRequest(ctx, exchange.RestFutures, nonMatchingEPL, common.EncodeURLValues(getAnnouncements, params), &resp)
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}
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// GetPublicPortfolioMargins public version of the method calculates portfolio margin info for simulated position. For concrete user position, the private version of the method must be used. The public version of the request has special restricted rate limit (not more than once per a second for the IP).
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func (d *Deribit) GetPublicPortfolioMargins(ctx context.Context, ccy currency.Code, simulatedPositions map[string]float64) (*PortfolioMargin, error) {
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if ccy.IsEmpty() {
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return nil, currency.ErrCurrencyCodeEmpty
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}
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params := url.Values{}
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params.Set("currency", ccy.String())
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if len(simulatedPositions) != 0 {
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values, err := json.Marshal(simulatedPositions)
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if err != nil {
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return nil, err
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}
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params.Set("simulated_positions", string(values))
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}
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var resp *PortfolioMargin
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return resp, d.SendHTTPRequest(ctx, exchange.RestFutures, portfolioMarginEPL, common.EncodeURLValues(getPublicPortfolioMargins, params), &resp)
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}
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// ChangeAPIKeyName changes the name of the api key requested
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func (d *Deribit) ChangeAPIKeyName(ctx context.Context, id int64, name string) (*APIKeyData, error) {
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if id <= 0 {
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@@ -1193,27 +1173,6 @@ func (d *Deribit) GetNewAnnouncements(ctx context.Context) ([]Announcement, erro
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getNewAnnouncements, nil, &resp)
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}
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// GetPrivatePortfolioMargins calculates portfolio margin info for simulated position or current position of the user. This request has special restricted rate limit (not more than once per a second).
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func (d *Deribit) GetPrivatePortfolioMargins(ctx context.Context, ccy currency.Code, accPositions bool, simulatedPositions map[string]float64) (*PortfolioMargin, error) {
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if ccy.IsEmpty() {
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return nil, currency.ErrCurrencyCodeEmpty
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}
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params := url.Values{}
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params.Set("currency", ccy.String())
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if accPositions {
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params.Set("acc_positions", "true")
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}
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if len(simulatedPositions) != 0 {
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values, err := json.Marshal(simulatedPositions)
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if err != nil {
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return nil, err
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}
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params.Set("simulated_positions", string(values))
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}
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var resp *PortfolioMargin
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return resp, d.SendHTTPAuthRequest(ctx, exchange.RestFutures, nonMatchingEPL, http.MethodGet, getPrivatePortfolioMargins, params, &resp)
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}
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// GetPosition gets the data of all positions in the requested instrument name
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func (d *Deribit) GetPosition(ctx context.Context, instrument string) (*PositionData, error) {
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params, err := checkInstrument(instrument)
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@@ -1286,16 +1286,6 @@ func TestWSRetrieveAnnouncements(t *testing.T) {
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assert.NotNil(t, result)
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}
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func TestGetPublicPortfolioMargins(t *testing.T) {
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info, err := d.GetInstrument(t.Context(), "BTC-PERPETUAL")
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require.NoError(t, err)
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_, err = d.GetPublicPortfolioMargins(t.Context(), currency.EMPTYCODE, map[string]float64{"BTC-PERPETUAL": info.ContractSize * 2})
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require.ErrorIs(t, err, currency.ErrCurrencyCodeEmpty)
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result, err := d.GetPublicPortfolioMargins(t.Context(), currency.BTC, map[string]float64{"BTC-PERPETUAL": info.ContractSize * 2})
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require.NoError(t, err)
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assert.NotNil(t, result)
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}
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func TestGetAccessLog(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCredentialsUnset(t, d)
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@@ -1562,28 +1552,6 @@ func TestWSRetrieveNewAnnouncements(t *testing.T) {
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assert.NotNil(t, result)
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}
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func TestGetPrivatePortfolioMargins(t *testing.T) {
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t.Parallel()
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_, err := d.GetPrivatePortfolioMargins(t.Context(), currency.EMPTYCODE, false, nil)
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require.ErrorIs(t, err, currency.ErrCurrencyCodeEmpty)
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sharedtestvalues.SkipTestIfCredentialsUnset(t, d)
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result, err := d.GetPrivatePortfolioMargins(t.Context(), currency.BTC, false, nil)
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require.NoError(t, err)
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assert.NotNil(t, result)
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}
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func TestWsRetrievePrivatePortfolioMargins(t *testing.T) {
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t.Parallel()
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_, err := d.WSRetrievePrivatePortfolioMargins(currency.EMPTYCODE, false, nil)
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require.ErrorIs(t, err, currency.ErrCurrencyCodeEmpty)
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sharedtestvalues.SkipTestIfCredentialsUnset(t, d)
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result, err := d.WSRetrievePrivatePortfolioMargins(currency.BTC, false, nil)
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require.NoError(t, err)
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assert.NotNil(t, result)
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}
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func TestGetPosition(t *testing.T) {
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t.Parallel()
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_, err := d.GetPosition(t.Context(), "")
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@@ -3472,16 +3440,6 @@ func TestGetRecentTrades(t *testing.T) {
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}
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}
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func TestWSRetrievePublicPortfolioMargins(t *testing.T) {
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t.Parallel()
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info, err := d.GetInstrument(t.Context(), btcPerpInstrument)
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require.NoError(t, err)
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require.NotNil(t, info)
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result, err := d.WSRetrievePublicPortfolioMargins(currency.BTC, map[string]float64{btcPerpInstrument: info.ContractSize * 2})
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require.NoError(t, err)
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assert.NotNil(t, result)
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}
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func TestCancelAllOrders(t *testing.T) {
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t.Parallel()
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sharedtestvalues.SkipTestIfCredentialsUnset(t, d, canManipulateRealOrders)
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@@ -967,51 +967,6 @@ type Announcement struct {
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Action string `json:"action"`
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}
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// PortfolioMargin represents public portfolio margins.
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type PortfolioMargin struct {
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VolumeRange []float64 `json:"vol_range"`
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VegaPow2 float64 `json:"vega_pow2"`
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VegaPow1 float64 `json:"vega_pow1"`
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Skew float64 `json:"skew"`
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PriceRange float64 `json:"price_range"`
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OptSumContinguency float64 `json:"opt_sum_continguency"`
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OptContinguency float64 `json:"opt_continguency"`
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Kurtosis float64 `json:"kurtosis"`
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IntRate float64 `json:"int_rate"`
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InitialMarginFactor float64 `json:"initial_margin_factor"`
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FtuContinguency float64 `json:"ftu_continguency"`
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AtmRange float64 `json:"atm_range"`
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ProjectedMarginPos float64 `json:"projected_margin_pos"`
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ProjectedMargin float64 `json:"projected_margin"`
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PositionSizes map[string]float64 `json:"position_sizes"`
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Pls []float64 `json:"pls"`
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PcoOpt float64 `json:"pco_opt"`
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PcoFtu float64 `json:"pco_ftu"`
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OptSummary []any `json:"opt_summary"`
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OptPls []float64 `json:"opt_pls"`
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OptEntries []any `json:"opt_entries"`
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MarginPos float64 `json:"margin_pos"`
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Margin float64 `json:"margin"`
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FtuSummary []struct {
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ShortTotalCost float64 `json:"short_total_cost"`
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PlVec []float64 `json:"pl_vec"`
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LongTotalCost float64 `json:"long_total_cost"`
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ExpiryTimestamp types.Time `json:"exp_tstamp"`
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} `json:"ftu_summary"`
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FtuPls []float64 `json:"ftu_pls"`
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FtuEntries []struct {
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TotalCost float64 `json:"total_cost"`
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Size float64 `json:"size"`
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PlVec []float64 `json:"pl_vec"`
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MarkPrice float64 `json:"mark_price"`
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InstrumentName string `json:"instrument_name"`
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ExpiryTimestamp types.Time `json:"exp_tstamp"`
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} `json:"ftu_entries"`
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CoOpt float64 `json:"co_opt"`
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CoFtu float64 `json:"co_ftu"`
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CalculationTimestamp types.Time `json:"calculation_timestamp"`
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}
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// AccessLog represents access log information.
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type AccessLog struct {
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RecordsTotal int64 `json:"records_total"`
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@@ -838,24 +838,6 @@ func (d *Deribit) WSRetrieveAnnouncements(startTime time.Time, count int64) ([]A
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return resp, d.SendWSRequest(nonMatchingEPL, getAnnouncements, input, &resp, false)
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}
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// WSRetrievePublicPortfolioMargins public version of the method calculates portfolio margin info for simulated position. For concrete user position, the private version of the method must be used. The public version of the request has special restricted rate limit (not more than once per a second for the IP).
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func (d *Deribit) WSRetrievePublicPortfolioMargins(ccy currency.Code, simulatedPositions map[string]float64) (*PortfolioMargin, error) {
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if ccy.IsEmpty() {
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return nil, currency.ErrCurrencyCodeEmpty
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}
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input := &struct {
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Currency currency.Code `json:"currency"`
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SimulatedPositions map[string]float64 `json:"simulated_positions"`
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}{
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Currency: ccy,
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}
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if len(simulatedPositions) != 0 {
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input.SimulatedPositions = simulatedPositions
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}
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var resp *PortfolioMargin
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return resp, d.SendWSRequest(nonMatchingEPL, getPublicPortfolioMargins, input, &resp, false)
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}
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// WSChangeAPIKeyName changes the name of the api key requested through the websocket connection.
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func (d *Deribit) WSChangeAPIKeyName(id int64, name string) (*APIKeyData, error) {
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if id <= 0 {
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@@ -1058,26 +1040,6 @@ func (d *Deribit) WSRetrieveNewAnnouncements() ([]Announcement, error) {
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return resp, d.SendWSRequest(nonMatchingEPL, getNewAnnouncements, nil, &resp, true)
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}
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// WSRetrievePrivatePortfolioMargins alculates portfolio margin info for simulated position or current position of the user through the websocket connection. This request has special restricted rate limit (not more than once per a second).
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func (d *Deribit) WSRetrievePrivatePortfolioMargins(ccy currency.Code, accPositions bool, simulatedPositions map[string]float64) (*PortfolioMargin, error) {
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if ccy.IsEmpty() {
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return nil, currency.ErrCurrencyCodeEmpty
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}
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input := &struct {
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Currency currency.Code `json:"currency"`
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AccountPositions bool `json:"acc_positions,omitempty"`
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SimulatedPositions map[string]float64 `json:"simulated_positions,omitempty"`
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}{
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Currency: ccy,
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AccountPositions: accPositions,
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}
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if len(simulatedPositions) != 0 {
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input.SimulatedPositions = simulatedPositions
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}
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var resp *PortfolioMargin
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return resp, d.SendWSRequest(portfolioMarginEPL, getPrivatePortfolioMargins, input, &resp, true)
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}
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// WSRetrievePosition retrieves the data of all positions in the requested instrument name through the websocket connection.
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func (d *Deribit) WSRetrievePosition(instrument string) (*PositionData, error) {
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if instrument == "" {
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