package binance import ( "context" "encoding/json" "errors" "fmt" "net/http" "net/url" "sort" "strconv" "time" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/convert" "github.com/thrasher-corp/gocryptotrader/common/crypto" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "github.com/thrasher-corp/gocryptotrader/exchanges/request" "github.com/thrasher-corp/gocryptotrader/log" ) // Binance is the overarching type across the Binance package type Binance struct { exchange.Base // Valid string list that is required by the exchange validLimits []int obm *orderbookManager } const ( apiURL = "https://api.binance.com" spotAPIURL = "https://sapi.binance.com" cfuturesAPIURL = "https://dapi.binance.com" ufuturesAPIURL = "https://fapi.binance.com" // Public endpoints exchangeInfo = "/api/v3/exchangeInfo" orderBookDepth = "/api/v3/depth" recentTrades = "/api/v3/trades" aggregatedTrades = "/api/v3/aggTrades" candleStick = "/api/v3/klines" averagePrice = "/api/v3/avgPrice" priceChange = "/api/v3/ticker/24hr" symbolPrice = "/api/v3/ticker/price" bestPrice = "/api/v3/ticker/bookTicker" userAccountStream = "/api/v3/userDataStream" perpExchangeInfo = "/fapi/v1/exchangeInfo" historicalTrades = "/api/v3/historicalTrades" // Authenticated endpoints newOrderTest = "/api/v3/order/test" orderEndpoint = "/api/v3/order" openOrders = "/api/v3/openOrders" allOrders = "/api/v3/allOrders" accountInfo = "/api/v3/account" marginAccountInfo = "/sapi/v1/margin/account" // Withdraw API endpoints accountStatus = "/wapi/v3/accountStatus.html" systemStatus = "/wapi/v3/systemStatus.html" dustLog = "/wapi/v3/userAssetDribbletLog.html" tradeFee = "/wapi/v3/tradeFee.html" assetDetail = "/wapi/v3/assetDetail.html" undocumentedInterestHistory = "/gateway-api/v1/public/isolated-margin/pair/vip-level" undocumentedCrossMarginInterestHistory = "/gateway-api/v1/friendly/margin/vip/spec/list-all" // Wallet endpoints allCoinsInfo = "/sapi/v1/capital/config/getall" withdrawEndpoint = "/sapi/v1/capital/withdraw/apply" depositHistory = "/sapi/v1/capital/deposit/hisrec" withdrawHistory = "/sapi/v1/capital/withdraw/history" depositAddress = "/sapi/v1/capital/deposit/address" defaultRecvWindow = 5 * time.Second binanceSAPITimeLayout = "2006-01-02 15:04:05" ) // GetInterestHistory gets interest history for currency/currencies provided func (b *Binance) GetInterestHistory(ctx context.Context) (MarginInfoData, error) { var resp MarginInfoData if err := b.SendHTTPRequest(ctx, exchange.EdgeCase1, undocumentedInterestHistory, spotDefaultRate, &resp); err != nil { return resp, err } return resp, nil } // GetCrossMarginInterestHistory gets cross-margin interest history for currency/currencies provided func (b *Binance) GetCrossMarginInterestHistory(ctx context.Context) (CrossMarginInterestData, error) { var resp CrossMarginInterestData if err := b.SendHTTPRequest(ctx, exchange.EdgeCase1, undocumentedCrossMarginInterestHistory, spotDefaultRate, &resp); err != nil { return resp, err } return resp, nil } // GetExchangeInfo returns exchange information. Check binance_types for more // information func (b *Binance) GetExchangeInfo(ctx context.Context) (ExchangeInfo, error) { var resp ExchangeInfo return resp, b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, exchangeInfo, spotExchangeInfo, &resp) } // GetOrderBook returns full orderbook information // // OrderBookDataRequestParams contains the following members // symbol: string of currency pair // limit: returned limit amount func (b *Binance) GetOrderBook(ctx context.Context, obd OrderBookDataRequestParams) (*OrderBook, error) { if err := b.CheckLimit(obd.Limit); err != nil { return nil, err } params := url.Values{} symbol, err := b.FormatSymbol(obd.Symbol, asset.Spot) if err != nil { return nil, err } params.Set("symbol", symbol) params.Set("limit", fmt.Sprintf("%d", obd.Limit)) var resp OrderBookData if err := b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, orderBookDepth+"?"+params.Encode(), orderbookLimit(obd.Limit), &resp); err != nil { return nil, err } orderbook := OrderBook{ Bids: make([]OrderbookItem, len(resp.Bids)), Asks: make([]OrderbookItem, len(resp.Asks)), LastUpdateID: resp.LastUpdateID, } for x := range resp.Bids { price, err := strconv.ParseFloat(resp.Bids[x][0], 64) if err != nil { return nil, err } amount, err := strconv.ParseFloat(resp.Bids[x][1], 64) if err != nil { return nil, err } orderbook.Bids[x] = OrderbookItem{ Price: price, Quantity: amount, } } for x := range resp.Asks { price, err := strconv.ParseFloat(resp.Asks[x][0], 64) if err != nil { return nil, err } amount, err := strconv.ParseFloat(resp.Asks[x][1], 64) if err != nil { return nil, err } orderbook.Asks[x] = OrderbookItem{ Price: price, Quantity: amount, } } return &orderbook, nil } // GetMostRecentTrades returns recent trade activity // limit: Up to 500 results returned func (b *Binance) GetMostRecentTrades(ctx context.Context, rtr RecentTradeRequestParams) ([]RecentTrade, error) { params := url.Values{} symbol, err := b.FormatSymbol(rtr.Symbol, asset.Spot) if err != nil { return nil, err } params.Set("symbol", symbol) params.Set("limit", fmt.Sprintf("%d", rtr.Limit)) path := recentTrades + "?" + params.Encode() var resp []RecentTrade return resp, b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, spotDefaultRate, &resp) } // GetHistoricalTrades returns historical trade activity // // symbol: string of currency pair // limit: Optional. Default 500; max 1000. // fromID: func (b *Binance) GetHistoricalTrades(ctx context.Context, symbol string, limit int, fromID int64) ([]HistoricalTrade, error) { var resp []HistoricalTrade params := url.Values{} params.Set("symbol", symbol) params.Set("limit", fmt.Sprintf("%d", limit)) // else return most recent trades if fromID > 0 { params.Set("fromId", fmt.Sprintf("%d", fromID)) } path := historicalTrades + "?" + params.Encode() return resp, b.SendAPIKeyHTTPRequest(ctx, exchange.RestSpotSupplementary, path, spotDefaultRate, &resp) } // GetAggregatedTrades returns aggregated trade activity. // If more than one hour of data is requested or asked limit is not supported by exchange // then the trades are collected with multiple backend requests. // https://binance-docs.github.io/apidocs/spot/en/#compressed-aggregate-trades-list func (b *Binance) GetAggregatedTrades(ctx context.Context, arg *AggregatedTradeRequestParams) ([]AggregatedTrade, error) { params := url.Values{} symbol, err := b.FormatSymbol(arg.Symbol, asset.Spot) if err != nil { return nil, err } params.Set("symbol", symbol) // if the user request is directly not supported by the exchange, we might be able to fulfill it // by merging results from multiple API requests needBatch := false if arg.Limit > 0 { if arg.Limit > 1000 { // remote call doesn't support higher limits needBatch = true } else { params.Set("limit", strconv.Itoa(arg.Limit)) } } if arg.FromID != 0 { params.Set("fromId", strconv.FormatInt(arg.FromID, 10)) } if !arg.StartTime.IsZero() { params.Set("startTime", timeString(arg.StartTime)) } if !arg.EndTime.IsZero() { params.Set("endTime", timeString(arg.EndTime)) } // startTime and endTime are set and time between startTime and endTime is more than 1 hour needBatch = needBatch || (!arg.StartTime.IsZero() && !arg.EndTime.IsZero() && arg.EndTime.Sub(arg.StartTime) > time.Hour) // Fall back to batch requests, if possible and necessary if needBatch { // fromId xor start time must be set canBatch := arg.FromID == 0 != arg.StartTime.IsZero() if canBatch { // Split the request into multiple return b.batchAggregateTrades(ctx, arg, params) } // Can't handle this request locally or remotely // We would receive {"code":-1128,"msg":"Combination of optional parameters invalid."} return nil, errors.New("please set StartTime or FromId, but not both") } var resp []AggregatedTrade path := aggregatedTrades + "?" + params.Encode() return resp, b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, spotDefaultRate, &resp) } // batchAggregateTrades fetches trades in multiple requests // first phase, hourly requests until the first trade (or end time) is reached // second phase, limit requests from previous trade until end time (or limit) is reached func (b *Binance) batchAggregateTrades(ctx context.Context, arg *AggregatedTradeRequestParams, params url.Values) ([]AggregatedTrade, error) { var resp []AggregatedTrade // prepare first request with only first hour and max limit if arg.Limit == 0 || arg.Limit > 1000 { // Extend from the default of 500 params.Set("limit", "1000") } var fromID int64 if arg.FromID > 0 { fromID = arg.FromID } else { // Only 10 seconds is used to prevent limit of 1000 being reached in the first request, // cutting off trades for high activity pairs increment := time.Second * 10 for start := arg.StartTime; len(resp) == 0; start = start.Add(increment) { if !arg.EndTime.IsZero() && start.After(arg.EndTime) { // All requests returned empty return nil, nil } params.Set("startTime", timeString(start)) params.Set("endTime", timeString(start.Add(increment))) path := aggregatedTrades + "?" + params.Encode() err := b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, spotDefaultRate, &resp) if err != nil { log.Warn(log.ExchangeSys, err.Error()) return resp, err } } fromID = resp[len(resp)-1].ATradeID } // other requests follow from the last aggregate trade id and have no time window params.Del("startTime") params.Del("endTime") // while we haven't reached the limit for ; arg.Limit == 0 || len(resp) < arg.Limit; fromID = resp[len(resp)-1].ATradeID { // Keep requesting new data after last retrieved trade params.Set("fromId", strconv.FormatInt(fromID, 10)) path := aggregatedTrades + "?" + params.Encode() var additionalTrades []AggregatedTrade err := b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, spotDefaultRate, &additionalTrades) if err != nil { return resp, err } lastIndex := len(additionalTrades) 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) }) } // don't include the first as the request was inclusive from last ATradeID resp = append(resp, additionalTrades[1:lastIndex]...) // If only the starting trade is returned or if we received trades after end time if len(additionalTrades) == 1 || lastIndex < len(additionalTrades) { // We found the end break } } // Truncate if necessary if arg.Limit > 0 && len(resp) > arg.Limit { resp = resp[:arg.Limit] } return resp, nil } // GetSpotKline returns kline data // // KlinesRequestParams supports 5 parameters // symbol: the symbol to get the kline data for // limit: optional // interval: the interval time for the data // startTime: startTime filter for kline data // endTime: endTime filter for the kline data func (b *Binance) GetSpotKline(ctx context.Context, arg *KlinesRequestParams) ([]CandleStick, error) { symbol, err := b.FormatSymbol(arg.Symbol, asset.Spot) if err != nil { return nil, err } params := url.Values{} params.Set("symbol", symbol) params.Set("interval", arg.Interval) if arg.Limit != 0 { params.Set("limit", strconv.Itoa(arg.Limit)) } if !arg.StartTime.IsZero() { params.Set("startTime", timeString(arg.StartTime)) } if !arg.EndTime.IsZero() { params.Set("endTime", timeString(arg.EndTime)) } path := candleStick + "?" + params.Encode() var resp interface{} err = b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, spotDefaultRate, &resp) if err != nil { return nil, err } responseData, ok := resp.([]interface{}) if !ok { return nil, errors.New("unable to type assert responseData") } klineData := make([]CandleStick, len(responseData)) for x := range responseData { individualData, ok := responseData[x].([]interface{}) if !ok { return nil, errors.New("unable to type assert individualData") } if len(individualData) != 12 { return nil, errors.New("unexpected kline data length") } var candle CandleStick if candle.OpenTime, err = convert.TimeFromUnixTimestampFloat(individualData[0]); err != nil { return nil, err } if candle.Open, err = convert.FloatFromString(individualData[1]); err != nil { return nil, err } if candle.High, err = convert.FloatFromString(individualData[2]); err != nil { return nil, err } if candle.Low, err = convert.FloatFromString(individualData[3]); err != nil { return nil, err } if candle.Close, err = convert.FloatFromString(individualData[4]); err != nil { return nil, err } if candle.Volume, err = convert.FloatFromString(individualData[5]); err != nil { return nil, err } if candle.CloseTime, err = convert.TimeFromUnixTimestampFloat(individualData[6]); err != nil { return nil, err } if candle.QuoteAssetVolume, err = convert.FloatFromString(individualData[7]); err != nil { return nil, err } if candle.TradeCount, ok = individualData[8].(float64); !ok { return nil, errors.New("unable to type assert trade count") } if candle.TakerBuyAssetVolume, err = convert.FloatFromString(individualData[9]); err != nil { return nil, err } if candle.TakerBuyQuoteAssetVolume, err = convert.FloatFromString(individualData[10]); err != nil { return nil, err } klineData[x] = candle } return klineData, nil } // GetAveragePrice returns current average price for a symbol. // // symbol: string of currency pair func (b *Binance) GetAveragePrice(ctx context.Context, symbol currency.Pair) (AveragePrice, error) { resp := AveragePrice{} params := url.Values{} symbolValue, err := b.FormatSymbol(symbol, asset.Spot) if err != nil { return resp, err } params.Set("symbol", symbolValue) path := averagePrice + "?" + params.Encode() return resp, b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, spotDefaultRate, &resp) } // GetPriceChangeStats returns price change statistics for the last 24 hours // // symbol: string of currency pair func (b *Binance) GetPriceChangeStats(ctx context.Context, symbol currency.Pair) (PriceChangeStats, error) { resp := PriceChangeStats{} params := url.Values{} rateLimit := spotPriceChangeAllRate if !symbol.IsEmpty() { rateLimit = spotDefaultRate symbolValue, err := b.FormatSymbol(symbol, asset.Spot) if err != nil { return resp, err } params.Set("symbol", symbolValue) } path := priceChange + "?" + params.Encode() return resp, b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, rateLimit, &resp) } // GetTickers returns the ticker data for the last 24 hrs func (b *Binance) GetTickers(ctx context.Context) ([]PriceChangeStats, error) { var resp []PriceChangeStats return resp, b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, priceChange, spotPriceChangeAllRate, &resp) } // GetLatestSpotPrice returns latest spot price of symbol // // symbol: string of currency pair func (b *Binance) GetLatestSpotPrice(ctx context.Context, symbol currency.Pair) (SymbolPrice, error) { resp := SymbolPrice{} params := url.Values{} rateLimit := spotSymbolPriceAllRate if !symbol.IsEmpty() { rateLimit = spotDefaultRate symbolValue, err := b.FormatSymbol(symbol, asset.Spot) if err != nil { return resp, err } params.Set("symbol", symbolValue) } path := symbolPrice + "?" + params.Encode() return resp, b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, rateLimit, &resp) } // GetBestPrice returns the latest best price for symbol // // symbol: string of currency pair func (b *Binance) GetBestPrice(ctx context.Context, symbol currency.Pair) (BestPrice, error) { resp := BestPrice{} params := url.Values{} rateLimit := spotOrderbookTickerAllRate if !symbol.IsEmpty() { rateLimit = spotDefaultRate symbolValue, err := b.FormatSymbol(symbol, asset.Spot) if err != nil { return resp, err } params.Set("symbol", symbolValue) } path := bestPrice + "?" + params.Encode() return resp, b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, rateLimit, &resp) } // NewOrder sends a new order to Binance func (b *Binance) NewOrder(ctx context.Context, o *NewOrderRequest) (NewOrderResponse, error) { var resp NewOrderResponse if err := b.newOrder(ctx, orderEndpoint, o, &resp); err != nil { return resp, err } 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(ctx context.Context, o *NewOrderRequest) error { var resp NewOrderResponse return b.newOrder(ctx, newOrderTest, o, &resp) } func (b *Binance) newOrder(ctx context.Context, api string, o *NewOrderRequest, resp *NewOrderResponse) error { params := url.Values{} symbol, err := b.FormatSymbol(o.Symbol, asset.Spot) if err != nil { return err } params.Set("symbol", symbol) params.Set("side", o.Side) params.Set("type", string(o.TradeType)) 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)) } if o.TimeInForce != "" { params.Set("timeInForce", string(o.TimeInForce)) } if o.NewClientOrderID != "" { params.Set("newClientOrderId", o.NewClientOrderID) } if o.StopPrice != 0 { params.Set("stopPrice", strconv.FormatFloat(o.StopPrice, 'f', -1, 64)) } if o.IcebergQty != 0 { params.Set("icebergQty", strconv.FormatFloat(o.IcebergQty, 'f', -1, 64)) } if o.NewOrderRespType != "" { params.Set("newOrderRespType", o.NewOrderRespType) } return b.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodPost, api, params, spotOrderRate, resp) } // CancelExistingOrder sends a cancel order to Binance func (b *Binance) CancelExistingOrder(ctx context.Context, symbol currency.Pair, orderID int64, origClientOrderID string) (CancelOrderResponse, error) { var resp CancelOrderResponse symbolValue, err := b.FormatSymbol(symbol, asset.Spot) if err != nil { return resp, err } params := url.Values{} params.Set("symbol", symbolValue) if orderID != 0 { params.Set("orderId", strconv.FormatInt(orderID, 10)) } if origClientOrderID != "" { params.Set("origClientOrderId", origClientOrderID) } return resp, b.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodDelete, orderEndpoint, params, spotOrderRate, &resp) } // OpenOrders Current open orders. Get all open orders on a symbol. // Careful when accessing this with no symbol: The number of requests counted // against the rate limiter is significantly higher func (b *Binance) OpenOrders(ctx context.Context, pair currency.Pair) ([]QueryOrderData, error) { var resp []QueryOrderData params := url.Values{} var p string var err error if !pair.IsEmpty() { p, err = b.FormatSymbol(pair, asset.Spot) if err != nil { return nil, err } params.Add("symbol", p) } else { // extend the receive window when all currencies to prevent "recvwindow" // error params.Set("recvWindow", "10000") } if err := b.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, openOrders, params, openOrdersLimit(p), &resp); err != nil { return resp, err } return resp, nil } // AllOrders Get all account orders; active, canceled, or filled. // orderId optional param // limit optional param, default 500; max 500 func (b *Binance) AllOrders(ctx context.Context, symbol currency.Pair, orderID, limit string) ([]QueryOrderData, error) { var resp []QueryOrderData params := url.Values{} symbolValue, err := b.FormatSymbol(symbol, asset.Spot) if err != nil { return resp, err } params.Set("symbol", symbolValue) if orderID != "" { params.Set("orderId", orderID) } if limit != "" { params.Set("limit", limit) } if err := b.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, allOrders, params, spotAllOrdersRate, &resp); err != nil { return resp, err } return resp, nil } // QueryOrder returns information on a past order func (b *Binance) QueryOrder(ctx context.Context, symbol currency.Pair, origClientOrderID string, orderID int64) (QueryOrderData, error) { var resp QueryOrderData params := url.Values{} symbolValue, err := b.FormatSymbol(symbol, asset.Spot) if err != nil { return resp, err } params.Set("symbol", symbolValue) if origClientOrderID != "" { params.Set("origClientOrderId", origClientOrderID) } if orderID != 0 { params.Set("orderId", strconv.FormatInt(orderID, 10)) } if err := b.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, orderEndpoint, params, spotOrderQueryRate, &resp); err != nil { return resp, err } if resp.Code != 0 { return resp, errors.New(resp.Msg) } return resp, nil } // GetAccount returns binance user accounts func (b *Binance) GetAccount(ctx context.Context) (*Account, error) { type response struct { Response Account } var resp response params := url.Values{} if err := b.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, accountInfo, params, spotAccountInformationRate, &resp); err != nil { return &resp.Account, err } if resp.Code != 0 { return &resp.Account, errors.New(resp.Msg) } return &resp.Account, nil } // GetMarginAccount returns account information for margin accounts func (b *Binance) GetMarginAccount(ctx context.Context) (*MarginAccount, error) { var resp MarginAccount params := url.Values{} if err := b.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, marginAccountInfo, params, spotAccountInformationRate, &resp); err != nil { return &resp, err } return &resp, nil } // SendHTTPRequest sends an unauthenticated request func (b *Binance) SendHTTPRequest(ctx context.Context, ePath exchange.URL, path string, f request.EndpointLimit, result interface{}) error { endpointPath, err := b.API.Endpoints.GetURL(ePath) if err != nil { return err } item := &request.Item{ Method: http.MethodGet, Path: endpointPath + path, Result: result, Verbose: b.Verbose, HTTPDebugging: b.HTTPDebugging, HTTPRecording: b.HTTPRecording} return b.SendPayload(ctx, f, func() (*request.Item, error) { return item, nil }) } // SendAPIKeyHTTPRequest is a special API request where the api key is // appended to the headers without a secret func (b *Binance) SendAPIKeyHTTPRequest(ctx context.Context, ePath exchange.URL, path string, f request.EndpointLimit, result interface{}) error { endpointPath, err := b.API.Endpoints.GetURL(ePath) if err != nil { return err } creds, err := b.GetCredentials(ctx) if err != nil { return err } headers := make(map[string]string) headers["X-MBX-APIKEY"] = creds.Key item := &request.Item{ Method: http.MethodGet, Path: endpointPath + path, Headers: headers, Result: result, Verbose: b.Verbose, HTTPDebugging: b.HTTPDebugging, HTTPRecording: b.HTTPRecording} return b.SendPayload(ctx, f, func() (*request.Item, error) { return item, nil }) } // SendAuthHTTPRequest sends an authenticated HTTP request func (b *Binance) SendAuthHTTPRequest(ctx context.Context, ePath exchange.URL, method, path string, params url.Values, f request.EndpointLimit, result interface{}) error { creds, err := b.GetCredentials(ctx) if err != nil { return err } endpointPath, err := b.API.Endpoints.GetURL(ePath) if err != nil { return err } if params == nil { params = url.Values{} } if params.Get("recvWindow") == "" { params.Set("recvWindow", strconv.FormatInt(defaultRecvWindow.Milliseconds(), 10)) } interim := json.RawMessage{} err = b.SendPayload(ctx, f, func() (*request.Item, error) { fullPath := endpointPath + path params.Set("timestamp", strconv.FormatInt(time.Now().UnixMilli(), 10)) signature := params.Encode() var hmacSigned []byte hmacSigned, err = crypto.GetHMAC(crypto.HashSHA256, []byte(signature), []byte(creds.Secret)) if err != nil { return nil, err } hmacSignedStr := crypto.HexEncodeToString(hmacSigned) headers := make(map[string]string) headers["X-MBX-APIKEY"] = creds.Key fullPath = common.EncodeURLValues(fullPath, params) fullPath += "&signature=" + hmacSignedStr return &request.Item{ Method: method, Path: fullPath, Headers: headers, Result: &interim, AuthRequest: true, Verbose: b.Verbose, HTTPDebugging: b.HTTPDebugging, HTTPRecording: b.HTTPRecording}, nil }) if err != nil { return err } errCap := struct { Success bool `json:"success"` Message string `json:"msg"` Code int64 `json:"code"` }{} if err := json.Unmarshal(interim, &errCap); err == nil { if !errCap.Success && errCap.Message != "" && errCap.Code != 200 { return errors.New(errCap.Message) } } return json.Unmarshal(interim, result) } // CheckLimit checks value against a variable list func (b *Binance) CheckLimit(limit int) error { for x := range b.validLimits { if b.validLimits[x] == limit { return nil } } return errors.New("incorrect limit values - valid values are 5, 10, 20, 50, 100, 500, 1000") } // SetValues sets the default valid values func (b *Binance) SetValues() { b.validLimits = []int{5, 10, 20, 50, 100, 500, 1000, 5000} } // GetFee returns an estimate of fee based on type of transaction func (b *Binance) GetFee(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) { var fee float64 switch feeBuilder.FeeType { case exchange.CryptocurrencyTradeFee: multiplier, err := b.getMultiplier(ctx, feeBuilder.IsMaker) if err != nil { return 0, err } fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, multiplier) case exchange.CryptocurrencyWithdrawalFee: fee = getCryptocurrencyWithdrawalFee(feeBuilder.Pair.Base) case exchange.OfflineTradeFee: fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount) } if fee < 0 { fee = 0 } return fee, nil } // getOfflineTradeFee calculates the worst case-scenario trading fee func getOfflineTradeFee(price, amount float64) float64 { return 0.002 * price * amount } // getMultiplier retrieves account based taker/maker fees func (b *Binance) getMultiplier(ctx context.Context, isMaker bool) (float64, error) { var multiplier float64 account, err := b.GetAccount(ctx) if err != nil { return 0, err } if isMaker { multiplier = float64(account.MakerCommission) } else { multiplier = float64(account.TakerCommission) } return multiplier, nil } // calculateTradingFee returns the fee for trading any currency on Bittrex func calculateTradingFee(purchasePrice, amount, multiplier float64) float64 { return (multiplier / 100) * purchasePrice * amount } // getCryptocurrencyWithdrawalFee returns the fee for withdrawing from the exchange func getCryptocurrencyWithdrawalFee(c currency.Code) float64 { return WithdrawalFees[c] } // GetAllCoinsInfo returns details about all supported coins func (b *Binance) GetAllCoinsInfo(ctx context.Context) ([]CoinInfo, error) { var resp []CoinInfo if err := b.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, allCoinsInfo, nil, spotDefaultRate, &resp); err != nil { return nil, err } return resp, nil } // WithdrawCrypto sends cryptocurrency to the address of your choosing func (b *Binance) WithdrawCrypto(ctx context.Context, cryptoAsset, withdrawOrderID, network, address, addressTag, name, amount string, transactionFeeFlag bool) (string, error) { if cryptoAsset == "" || address == "" || amount == "" { return "", errors.New("asset, address and amount must not be empty") } params := url.Values{} params.Set("coin", cryptoAsset) params.Set("address", address) params.Set("amount", amount) // optional params if withdrawOrderID != "" { params.Set("withdrawOrderId", withdrawOrderID) } if network != "" { params.Set("network", network) } if addressTag != "" { params.Set("addressTag", addressTag) } if transactionFeeFlag { params.Set("transactionFeeFlag", "true") } if name != "" { params.Set("name", url.QueryEscape(name)) } var resp WithdrawResponse if err := b.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodPost, withdrawEndpoint, params, spotDefaultRate, &resp); err != nil { return "", err } if resp.ID == "" { return "", errors.New("ID is nil") } return resp.ID, nil } // DepositHistory returns the deposit history based on the supplied params // status `param` used as string to prevent default value 0 (for int) interpreting as EmailSent status func (b *Binance) DepositHistory(ctx context.Context, c currency.Code, status string, startTime, endTime time.Time, offset, limit int) ([]DepositHistory, error) { var response []DepositHistory params := url.Values{} if !c.IsEmpty() { params.Set("coin", c.String()) } if status != "" { i, err := strconv.Atoi(status) if err != nil { return nil, fmt.Errorf("wrong param (status): %s. Error: %v", status, err) } switch i { case EmailSent, Cancelled, AwaitingApproval, Rejected, Processing, Failure, Completed: default: return nil, fmt.Errorf("wrong param (status): %s", status) } params.Set("status", status) } if !startTime.IsZero() { params.Set("startTime", strconv.FormatInt(startTime.UTC().UnixMilli(), 10)) } if !endTime.IsZero() { params.Set("endTime", strconv.FormatInt(endTime.UTC().UnixMilli(), 10)) } if offset != 0 { params.Set("offset", strconv.Itoa(offset)) } if limit != 0 { params.Set("limit", strconv.Itoa(limit)) } if err := b.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, depositHistory, params, spotDefaultRate, &response); err != nil { return nil, err } return response, nil } // WithdrawHistory gets the status of recent withdrawals // status `param` used as string to prevent default value 0 (for int) interpreting as EmailSent status func (b *Binance) WithdrawHistory(ctx context.Context, c currency.Code, status string, startTime, endTime time.Time, offset, limit int) ([]WithdrawStatusResponse, error) { params := url.Values{} if !c.IsEmpty() { params.Set("coin", c.String()) } if status != "" { i, err := strconv.Atoi(status) if err != nil { return nil, fmt.Errorf("wrong param (status): %s. Error: %v", status, err) } switch i { case EmailSent, Cancelled, AwaitingApproval, Rejected, Processing, Failure, Completed: default: return nil, fmt.Errorf("wrong param (status): %s", status) } params.Set("status", status) } if !startTime.IsZero() { params.Set("startTime", strconv.FormatInt(startTime.UTC().UnixMilli(), 10)) } if !endTime.IsZero() { params.Set("endTime", strconv.FormatInt(endTime.UTC().UnixMilli(), 10)) } if offset != 0 { params.Set("offset", strconv.Itoa(offset)) } if limit != 0 { params.Set("limit", strconv.Itoa(limit)) } var withdrawStatus []WithdrawStatusResponse if err := b.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, withdrawHistory, params, spotDefaultRate, &withdrawStatus); err != nil { return nil, err } return withdrawStatus, nil } // GetDepositAddressForCurrency retrieves the wallet address for a given currency func (b *Binance) GetDepositAddressForCurrency(ctx context.Context, currency, chain string) (*DepositAddress, error) { params := url.Values{} params.Set("coin", currency) if chain != "" { params.Set("network", chain) } params.Set("recvWindow", "10000") var d DepositAddress return &d, b.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, depositAddress, params, spotDefaultRate, &d) } // GetWsAuthStreamKey will retrieve a key to use for authorised WS streaming func (b *Binance) GetWsAuthStreamKey(ctx context.Context) (string, error) { endpointPath, err := b.API.Endpoints.GetURL(exchange.RestSpotSupplementary) if err != nil { return "", err } creds, err := b.GetCredentials(ctx) if err != nil { return "", err } var resp UserAccountStream headers := make(map[string]string) headers["X-MBX-APIKEY"] = creds.Key item := &request.Item{ Method: http.MethodPost, Path: endpointPath + userAccountStream, Headers: headers, Result: &resp, AuthRequest: true, Verbose: b.Verbose, HTTPDebugging: b.HTTPDebugging, HTTPRecording: b.HTTPRecording, } err = b.SendPayload(ctx, request.Unset, func() (*request.Item, error) { return item, nil }) if err != nil { return "", err } return resp.ListenKey, nil } // MaintainWsAuthStreamKey will keep the key alive func (b *Binance) MaintainWsAuthStreamKey(ctx context.Context) error { endpointPath, err := b.API.Endpoints.GetURL(exchange.RestSpotSupplementary) if err != nil { return err } if listenKey == "" { listenKey, err = b.GetWsAuthStreamKey(ctx) return err } creds, err := b.GetCredentials(ctx) if err != nil { return err } path := endpointPath + userAccountStream params := url.Values{} params.Set("listenKey", listenKey) path = common.EncodeURLValues(path, params) headers := make(map[string]string) headers["X-MBX-APIKEY"] = creds.Key item := &request.Item{ Method: http.MethodPut, Path: path, Headers: headers, AuthRequest: true, Verbose: b.Verbose, HTTPDebugging: b.HTTPDebugging, HTTPRecording: b.HTTPRecording, } return b.SendPayload(ctx, request.Unset, func() (*request.Item, error) { return item, nil }) } // FetchSpotExchangeLimits fetches spot order execution limits func (b *Binance) FetchSpotExchangeLimits(ctx context.Context) ([]order.MinMaxLevel, error) { var limits []order.MinMaxLevel spot, err := b.GetExchangeInfo(ctx) if err != nil { return nil, err } for x := range spot.Symbols { var cp currency.Pair cp, err = currency.NewPairFromStrings(spot.Symbols[x].BaseAsset, spot.Symbols[x].QuoteAsset) if err != nil { return nil, err } var assets []asset.Item for y := range spot.Symbols[x].Permissions { switch spot.Symbols[x].Permissions[y] { case "SPOT": assets = append(assets, asset.Spot) case "MARGIN": assets = append(assets, asset.Margin) default: // "LEVERAGED", "TRD_GRP_003", "TRD_GRP_004", "TRD_GRP_005" etc are unused permissions // for spot exchange limits } } for z := range assets { if len(spot.Symbols[x].Filters) < 8 { continue } limits = append(limits, order.MinMaxLevel{ Pair: cp, Asset: assets[z], MinPrice: spot.Symbols[x].Filters[0].MinPrice, MaxPrice: spot.Symbols[x].Filters[0].MaxPrice, PriceStepIncrementSize: spot.Symbols[x].Filters[0].TickSize, MultiplierUp: spot.Symbols[x].Filters[1].MultiplierUp, MultiplierDown: spot.Symbols[x].Filters[1].MultiplierDown, AveragePriceMinutes: spot.Symbols[x].Filters[1].AvgPriceMinutes, MaxAmount: spot.Symbols[x].Filters[2].MaxQty, MinAmount: spot.Symbols[x].Filters[2].MinQty, AmountStepIncrementSize: spot.Symbols[x].Filters[2].StepSize, MinNotional: spot.Symbols[x].Filters[3].MinNotional, MaxIcebergParts: spot.Symbols[x].Filters[4].Limit, MarketMinQty: spot.Symbols[x].Filters[5].MinQty, MarketMaxQty: spot.Symbols[x].Filters[5].MaxQty, MarketStepIncrementSize: spot.Symbols[x].Filters[5].StepSize, MaxTotalOrders: spot.Symbols[x].Filters[6].MaxNumOrders, MaxAlgoOrders: spot.Symbols[x].Filters[7].MaxNumAlgoOrders, }) } } return limits, nil }