package binance import ( "errors" "fmt" "sort" "strconv" "strings" "sync" "time" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" "github.com/thrasher-corp/gocryptotrader/exchanges/account" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/kline" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "github.com/thrasher-corp/gocryptotrader/exchanges/orderbook" "github.com/thrasher-corp/gocryptotrader/exchanges/protocol" "github.com/thrasher-corp/gocryptotrader/exchanges/request" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/trade" "github.com/thrasher-corp/gocryptotrader/log" "github.com/thrasher-corp/gocryptotrader/portfolio/withdraw" ) // GetDefaultConfig returns a default exchange config func (b *Binance) GetDefaultConfig() (*config.ExchangeConfig, error) { b.SetDefaults() exchCfg := new(config.ExchangeConfig) exchCfg.Name = b.Name exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout exchCfg.BaseCurrencies = b.BaseCurrencies err := b.SetupDefaults(exchCfg) if err != nil { return nil, err } if b.Features.Supports.RESTCapabilities.AutoPairUpdates { err = b.UpdateTradablePairs(true) if err != nil { return nil, err } } return exchCfg, nil } // SetDefaults sets the basic defaults for Binance func (b *Binance) SetDefaults() { b.Name = "Binance" b.Enabled = true b.Verbose = true b.API.CredentialsValidator.RequiresKey = true b.API.CredentialsValidator.RequiresSecret = true b.SetValues() fmt1 := currency.PairStore{ RequestFormat: ¤cy.PairFormat{Uppercase: true}, ConfigFormat: ¤cy.PairFormat{ Delimiter: currency.DashDelimiter, Uppercase: true, }, } coinFutures := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: currency.UnderscoreDelimiter, }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, Delimiter: currency.UnderscoreDelimiter, }, } usdtFutures := currency.PairStore{ RequestFormat: ¤cy.PairFormat{ Uppercase: true, }, ConfigFormat: ¤cy.PairFormat{ Uppercase: true, }, } err := b.StoreAssetPairFormat(asset.Spot, fmt1) if err != nil { log.Errorln(log.ExchangeSys, err) } err = b.StoreAssetPairFormat(asset.Margin, fmt1) if err != nil { log.Errorln(log.ExchangeSys, err) } err = b.DisableAssetWebsocketSupport(asset.Margin) if err != nil { log.Errorln(log.ExchangeSys, err) } err = b.StoreAssetPairFormat(asset.CoinMarginedFutures, coinFutures) if err != nil { log.Errorln(log.ExchangeSys, err) } err = b.DisableAssetWebsocketSupport(asset.CoinMarginedFutures) if err != nil { log.Errorln(log.ExchangeSys, err) } err = b.StoreAssetPairFormat(asset.USDTMarginedFutures, usdtFutures) if err != nil { log.Errorln(log.ExchangeSys, err) } err = b.DisableAssetWebsocketSupport(asset.USDTMarginedFutures) if err != nil { log.Errorln(log.ExchangeSys, err) } b.Features = exchange.Features{ Supports: exchange.FeaturesSupported{ REST: true, Websocket: true, RESTCapabilities: protocol.Features{ TickerBatching: true, TickerFetching: true, KlineFetching: true, OrderbookFetching: true, AutoPairUpdates: true, AccountInfo: true, CryptoDeposit: true, CryptoWithdrawal: true, GetOrder: true, GetOrders: true, CancelOrders: true, CancelOrder: true, SubmitOrder: true, DepositHistory: true, WithdrawalHistory: true, TradeFetching: true, UserTradeHistory: true, TradeFee: true, CryptoWithdrawalFee: true, }, WebsocketCapabilities: protocol.Features{ TradeFetching: true, TickerFetching: true, KlineFetching: true, OrderbookFetching: true, AuthenticatedEndpoints: true, AccountInfo: true, GetOrder: true, GetOrders: true, Subscribe: true, Unsubscribe: true, }, WithdrawPermissions: exchange.AutoWithdrawCrypto | exchange.NoFiatWithdrawals, Kline: kline.ExchangeCapabilitiesSupported{ DateRanges: true, Intervals: true, }, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, Kline: kline.ExchangeCapabilitiesEnabled{ Intervals: map[string]bool{ kline.OneMin.Word(): true, kline.ThreeMin.Word(): true, kline.FiveMin.Word(): true, kline.FifteenMin.Word(): true, kline.ThirtyMin.Word(): true, kline.OneHour.Word(): true, kline.TwoHour.Word(): true, kline.FourHour.Word(): true, kline.SixHour.Word(): true, kline.EightHour.Word(): true, kline.TwelveHour.Word(): true, kline.OneDay.Word(): true, kline.ThreeDay.Word(): true, kline.OneWeek.Word(): true, kline.OneMonth.Word(): true, }, ResultLimit: 1000, }, }, } b.Requester = request.New(b.Name, common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout), request.WithLimiter(SetRateLimit())) b.API.Endpoints = b.NewEndpoints() err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{ exchange.RestSpot: spotAPIURL, exchange.RestSpotSupplementary: apiURL, exchange.RestUSDTMargined: ufuturesAPIURL, exchange.RestCoinMargined: cfuturesAPIURL, exchange.EdgeCase1: "https://www.binance.com", exchange.WebsocketSpot: binanceDefaultWebsocketURL, }) if err != nil { log.Errorln(log.ExchangeSys, err) } b.Websocket = stream.New() b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout } // Setup takes in the supplied exchange configuration details and sets params func (b *Binance) Setup(exch *config.ExchangeConfig) error { if !exch.Enabled { return nil } err := b.SetupDefaults(exch) if err != nil { return err } ePoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot) if err != nil { return err } err = b.Websocket.Setup(&stream.WebsocketSetup{ Enabled: exch.Features.Enabled.Websocket, Verbose: exch.Verbose, AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport, WebsocketTimeout: exch.WebsocketTrafficTimeout, DefaultURL: binanceDefaultWebsocketURL, ExchangeName: exch.Name, RunningURL: ePoint, Connector: b.WsConnect, Subscriber: b.Subscribe, UnSubscriber: b.Unsubscribe, GenerateSubscriptions: b.GenerateSubscriptions, Features: &b.Features.Supports.WebsocketCapabilities, OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit, BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled, SortBuffer: true, SortBufferByUpdateIDs: true, }) if err != nil { return err } return b.Websocket.SetupNewConnection(stream.ConnectionSetup{ ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, }) } // Start starts the Binance go routine func (b *Binance) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { b.Run() wg.Done() }() } // Run implements the Binance wrapper func (b *Binance) Run() { if b.Verbose { log.Debugf(log.ExchangeSys, "%s Websocket: %s. (url: %s).\n", b.Name, common.IsEnabled(b.Websocket.IsEnabled()), b.Websocket.GetWebsocketURL()) b.PrintEnabledPairs() } forceUpdate := false format, err := b.GetPairFormat(asset.Spot, false) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n", b.Name, err) return } pairs, err := b.GetEnabledPairs(asset.Spot) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n", b.Name, err) return } avail, err := b.GetAvailablePairs(asset.Spot) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to get available currencies. Err %s\n", b.Name, err) return } if !common.StringDataContains(pairs.Strings(), format.Delimiter) || !common.StringDataContains(avail.Strings(), format.Delimiter) { var enabledPairs currency.Pairs enabledPairs, err = currency.NewPairsFromStrings([]string{ currency.BTC.String() + format.Delimiter + currency.USDT.String()}) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err %s\n", b.Name, err) } else { log.Warn(log.ExchangeSys, "Available pairs for Binance reset due to config upgrade, please enable the ones you would like to use again") forceUpdate = true err = b.UpdatePairs(enabledPairs, asset.Spot, true, true) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err: %s\n", b.Name, err) } } } a := b.GetAssetTypes() for x := range a { if err = b.CurrencyPairs.IsAssetEnabled(a[x]); err == nil { err = b.UpdateOrderExecutionLimits(a[x]) if err != nil { log.Errorf(log.ExchangeSys, "Could not set %s exchange exchange limits: %v", b.Name, err) } } } if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate { return } err = b.UpdateTradablePairs(forceUpdate) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", b.Name, err) } } // FetchTradablePairs returns a list of the exchanges tradable pairs func (b *Binance) FetchTradablePairs(a asset.Item) ([]string, error) { if !b.SupportsAsset(a) { return nil, fmt.Errorf("asset type of %s is not supported by %s", a, b.Name) } var pairs []string switch a { case asset.Spot, asset.Margin: info, err := b.GetExchangeInfo() if err != nil { return nil, err } format, err := b.GetPairFormat(a, false) if err != nil { return nil, err } for x := range info.Symbols { if info.Symbols[x].Status == "TRADING" { pair := info.Symbols[x].BaseAsset + format.Delimiter + info.Symbols[x].QuoteAsset if a == asset.Spot && info.Symbols[x].IsSpotTradingAllowed { pairs = append(pairs, pair) } if a == asset.Margin && info.Symbols[x].IsMarginTradingAllowed { pairs = append(pairs, pair) } } } case asset.CoinMarginedFutures: cInfo, err := b.FuturesExchangeInfo() if err != nil { return pairs, nil } for z := range cInfo.Symbols { if cInfo.Symbols[z].ContractStatus == "TRADING" { pairs = append(pairs, cInfo.Symbols[z].Symbol) } } case asset.USDTMarginedFutures: uInfo, err := b.UExchangeInfo() if err != nil { return pairs, nil } for u := range uInfo.Symbols { if uInfo.Symbols[u].Status == "TRADING" { pairs = append(pairs, uInfo.Symbols[u].Symbol) } } } return pairs, nil } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (b *Binance) UpdateTradablePairs(forceUpdate bool) error { assetTypes := b.GetAssetTypes() for i := range assetTypes { p, err := b.FetchTradablePairs(assetTypes[i]) if err != nil { return err } pairs, err := currency.NewPairsFromStrings(p) if err != nil { return err } err = b.UpdatePairs(pairs, assetTypes[i], false, forceUpdate) if err != nil { return err } } return nil } // UpdateTicker updates and returns the ticker for a currency pair func (b *Binance) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { switch assetType { case asset.Spot, asset.Margin: tick, err := b.GetTickers() if err != nil { return nil, err } for y := range tick { cp, err := currency.NewPairFromString(tick[y].Symbol) if err != nil { return nil, err } err = ticker.ProcessTicker(&ticker.Price{ Last: tick[y].LastPrice, High: tick[y].HighPrice, Low: tick[y].LowPrice, Bid: tick[y].BidPrice, Ask: tick[y].AskPrice, Volume: tick[y].Volume, QuoteVolume: tick[y].QuoteVolume, Open: tick[y].OpenPrice, Close: tick[y].PrevClosePrice, Pair: cp, ExchangeName: b.Name, AssetType: assetType, }) if err != nil { return nil, err } } case asset.USDTMarginedFutures: tick, err := b.U24HTickerPriceChangeStats(currency.Pair{}) if err != nil { return nil, err } for y := range tick { cp, err := currency.NewPairFromString(tick[y].Symbol) if err != nil { return nil, err } err = ticker.ProcessTicker(&ticker.Price{ Last: tick[y].LastPrice, High: tick[y].HighPrice, Low: tick[y].LowPrice, Volume: tick[y].Volume, QuoteVolume: tick[y].QuoteVolume, Open: tick[y].OpenPrice, Close: tick[y].PrevClosePrice, Pair: cp, ExchangeName: b.Name, AssetType: assetType, }) if err != nil { return nil, err } } case asset.CoinMarginedFutures: tick, err := b.GetFuturesSwapTickerChangeStats(currency.Pair{}, "") if err != nil { return nil, err } for y := range tick { cp, err := currency.NewPairFromString(tick[y].Symbol) if err != nil { return nil, err } err = ticker.ProcessTicker(&ticker.Price{ Last: tick[y].LastPrice, High: tick[y].HighPrice, Low: tick[y].LowPrice, Volume: tick[y].Volume, QuoteVolume: tick[y].QuoteVolume, Open: tick[y].OpenPrice, Close: tick[y].PrevClosePrice, Pair: cp, ExchangeName: b.Name, AssetType: assetType, }) if err != nil { return nil, err } } default: return nil, fmt.Errorf("assetType not supported: %v", assetType) } return ticker.GetTicker(b.Name, p, assetType) } // FetchTicker returns the ticker for a currency pair func (b *Binance) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { fPair, err := b.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } tickerNew, err := ticker.GetTicker(b.Name, fPair, assetType) if err != nil { return b.UpdateTicker(p, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (b *Binance) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { ob, err := orderbook.Get(b.Name, p, assetType) if err != nil { return b.UpdateOrderbook(p, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (b *Binance) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { book := &orderbook.Base{ Exchange: b.Name, Pair: p, Asset: assetType, VerifyOrderbook: b.CanVerifyOrderbook, } var orderbookNew OrderBook var err error switch assetType { case asset.Spot, asset.Margin: orderbookNew, err = b.GetOrderBook(OrderBookDataRequestParams{ Symbol: p, Limit: 1000}) case asset.USDTMarginedFutures: orderbookNew, err = b.UFuturesOrderbook(p, 1000) case asset.CoinMarginedFutures: orderbookNew, err = b.GetFuturesOrderbook(p, 1000) } if err != nil { return book, err } for x := range orderbookNew.Bids { book.Bids = append(book.Bids, orderbook.Item{ Amount: orderbookNew.Bids[x].Quantity, Price: orderbookNew.Bids[x].Price, }) } for x := range orderbookNew.Asks { book.Asks = append(book.Asks, orderbook.Item{ Amount: orderbookNew.Asks[x].Quantity, Price: orderbookNew.Asks[x].Price, }) } err = book.Process() if err != nil { return book, err } return orderbook.Get(b.Name, p, assetType) } // UpdateAccountInfo retrieves balances for all enabled currencies for the // Binance exchange func (b *Binance) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) { var info account.Holdings var acc account.SubAccount info.Exchange = b.Name switch assetType { case asset.Spot: raw, err := b.GetAccount() if err != nil { return info, err } var currencyBalance []account.Balance for i := range raw.Balances { freeCurrency, parseErr := strconv.ParseFloat(raw.Balances[i].Free, 64) if parseErr != nil { return info, parseErr } lockedCurrency, parseErr := strconv.ParseFloat(raw.Balances[i].Locked, 64) if parseErr != nil { return info, parseErr } currencyBalance = append(currencyBalance, account.Balance{ CurrencyName: currency.NewCode(raw.Balances[i].Asset), TotalValue: freeCurrency + lockedCurrency, Hold: freeCurrency, }) } acc.Currencies = currencyBalance case asset.CoinMarginedFutures: accData, err := b.GetFuturesAccountInfo() if err != nil { return info, err } var currencyDetails []account.Balance for i := range accData.Assets { currencyDetails = append(currencyDetails, account.Balance{ CurrencyName: currency.NewCode(accData.Assets[i].Asset), TotalValue: accData.Assets[i].WalletBalance, Hold: accData.Assets[i].WalletBalance - accData.Assets[i].MarginBalance, }) } acc.Currencies = currencyDetails case asset.USDTMarginedFutures: accData, err := b.UAccountBalanceV2() if err != nil { return info, err } var currencyDetails []account.Balance for i := range accData { currencyDetails = append(currencyDetails, account.Balance{ CurrencyName: currency.NewCode(accData[i].Asset), TotalValue: accData[i].Balance, Hold: accData[i].Balance - accData[i].AvailableBalance, }) } acc.Currencies = currencyDetails case asset.Margin: accData, err := b.GetMarginAccount() if err != nil { return info, err } var currencyDetails []account.Balance for i := range accData.UserAssets { currencyDetails = append(currencyDetails, account.Balance{ CurrencyName: currency.NewCode(accData.UserAssets[i].Asset), TotalValue: accData.UserAssets[i].Free + accData.UserAssets[i].Locked, Hold: accData.UserAssets[i].Locked, }) } acc.Currencies = currencyDetails default: return info, fmt.Errorf("%v assetType not supported", assetType) } acc.AssetType = assetType info.Accounts = append(info.Accounts, acc) err := account.Process(&info) if err != nil { return account.Holdings{}, err } return info, nil } // FetchAccountInfo retrieves balances for all enabled currencies func (b *Binance) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) { acc, err := account.GetHoldings(b.Name, assetType) if err != nil { return b.UpdateAccountInfo(assetType) } return acc, nil } // GetFundingHistory returns funding history, deposits and // withdrawals func (b *Binance) GetFundingHistory() ([]exchange.FundHistory, error) { return nil, common.ErrFunctionNotSupported } // GetWithdrawalsHistory returns previous withdrawals data func (b *Binance) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) { w, err := b.WithdrawStatus(c, "", 0, 0) if err != nil { return nil, err } for i := range w { resp = append(resp, exchange.WithdrawalHistory{ Status: strconv.FormatInt(w[i].Status, 10), TransferID: w[i].ID, Currency: w[i].Asset, Amount: w[i].Amount, Fee: w[i].TransactionFee, CryptoToAddress: w[i].Address, CryptoTxID: w[i].TxID, Timestamp: time.Unix(w[i].ApplyTime/1000, 0), }) } return resp, nil } // GetRecentTrades returns the most recent trades for a currency and asset func (b *Binance) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) { var resp []trade.Data limit := 1000 tradeData, err := b.GetMostRecentTrades(RecentTradeRequestParams{p, limit}) if err != nil { return nil, err } for i := range tradeData { resp = append(resp, trade.Data{ TID: strconv.FormatInt(tradeData[i].ID, 10), Exchange: b.Name, CurrencyPair: p, AssetType: assetType, Price: tradeData[i].Price, Amount: tradeData[i].Quantity, Timestamp: tradeData[i].Time, }) } if b.IsSaveTradeDataEnabled() { err := trade.AddTradesToBuffer(b.Name, resp...) if err != nil { return nil, err } } sort.Sort(trade.ByDate(resp)) return resp, nil } // GetHistoricTrades returns historic trade data within the timeframe provided func (b *Binance) GetHistoricTrades(p currency.Pair, a asset.Item, from, to time.Time) ([]trade.Data, error) { req := AggregatedTradeRequestParams{ Symbol: p, StartTime: from, EndTime: to, } trades, err := b.GetAggregatedTrades(&req) if err != nil { return nil, err } var result []trade.Data exName := b.GetName() for i := range trades { t := trades[i].toTradeData(p, exName, a) result = append(result, *t) } return result, nil } func (a *AggregatedTrade) toTradeData(p currency.Pair, exchange string, aType asset.Item) *trade.Data { return &trade.Data{ CurrencyPair: p, TID: strconv.FormatInt(a.ATradeID, 10), Amount: a.Quantity, Exchange: exchange, Price: a.Price, Timestamp: a.TimeStamp, AssetType: aType, Side: order.AnySide, } } // SubmitOrder submits a new order func (b *Binance) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) { var submitOrderResponse order.SubmitResponse if err := s.Validate(); err != nil { return submitOrderResponse, err } switch s.AssetType { case asset.Spot, asset.Margin: var sideType string if s.Side == order.Buy { sideType = order.Buy.String() } else { sideType = order.Sell.String() } timeInForce := BinanceRequestParamsTimeGTC var requestParamsOrderType RequestParamsOrderType switch s.Type { case order.Market: timeInForce = "" requestParamsOrderType = BinanceRequestParamsOrderMarket case order.Limit: requestParamsOrderType = BinanceRequestParamsOrderLimit default: submitOrderResponse.IsOrderPlaced = false return submitOrderResponse, errors.New("unsupported order type") } var orderRequest = NewOrderRequest{ Symbol: s.Pair, Side: sideType, Price: s.Price, Quantity: s.Amount, TradeType: requestParamsOrderType, TimeInForce: timeInForce, } response, err := b.NewOrder(&orderRequest) if err != nil { return submitOrderResponse, err } if response.OrderID > 0 { submitOrderResponse.OrderID = strconv.FormatInt(response.OrderID, 10) } if response.ExecutedQty == response.OrigQty { submitOrderResponse.FullyMatched = true } submitOrderResponse.IsOrderPlaced = true for i := range response.Fills { submitOrderResponse.Trades = append(submitOrderResponse.Trades, order.TradeHistory{ Price: response.Fills[i].Price, Amount: response.Fills[i].Qty, Fee: response.Fills[i].Commission, FeeAsset: response.Fills[i].CommissionAsset, }) } case asset.CoinMarginedFutures: var reqSide string switch s.Side { case order.Buy: reqSide = "BUY" case order.Sell: reqSide = "SELL" default: return submitOrderResponse, fmt.Errorf("invalid side") } var oType string switch s.Type { case order.Limit: oType = "LIMIT" case order.Market: oType = "MARKET" case order.Stop: oType = "STOP" case order.TakeProfit: oType = "TAKE_PROFIT" case order.StopMarket: oType = "STOP_MARKET" case order.TakeProfitMarket: oType = "TAKE_PROFIT_MARKET" case order.TrailingStop: oType = "TRAILING_STOP_MARKET" default: return submitOrderResponse, errors.New("invalid type, check api docs for updates") } order, err := b.FuturesNewOrder(s.Pair, reqSide, "", oType, "GTC", "", s.ClientOrderID, "", "", s.Amount, s.Price, 0, 0, 0, s.ReduceOnly) if err != nil { return submitOrderResponse, err } submitOrderResponse.OrderID = strconv.FormatInt(order.OrderID, 10) submitOrderResponse.IsOrderPlaced = true case asset.USDTMarginedFutures: var reqSide string switch s.Side { case order.Buy: reqSide = "BUY" case order.Sell: reqSide = "SELL" default: return submitOrderResponse, fmt.Errorf("invalid side") } var oType string switch s.Type { case order.Limit: oType = "LIMIT" case order.Market: oType = "MARKET" case order.Stop: oType = "STOP" case order.TakeProfit: oType = "TAKE_PROFIT" case order.StopMarket: oType = "STOP_MARKET" case order.TakeProfitMarket: oType = "TAKE_PROFIT_MARKET" case order.TrailingStop: oType = "TRAILING_STOP_MARKET" default: return submitOrderResponse, errors.New("invalid type, check api docs for updates") } order, err := b.UFuturesNewOrder(s.Pair, reqSide, "", oType, "GTC", "", s.ClientOrderID, "", "", s.Amount, s.Price, 0, 0, 0, s.ReduceOnly) if err != nil { return submitOrderResponse, err } submitOrderResponse.OrderID = strconv.FormatInt(order.OrderID, 10) submitOrderResponse.IsOrderPlaced = true default: return submitOrderResponse, fmt.Errorf("assetType not supported") } return submitOrderResponse, nil } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (b *Binance) ModifyOrder(action *order.Modify) (string, error) { return "", common.ErrFunctionNotSupported } // CancelOrder cancels an order by its corresponding ID number func (b *Binance) CancelOrder(o *order.Cancel) error { if err := o.Validate(o.StandardCancel()); err != nil { return err } switch o.AssetType { case asset.Spot, asset.Margin: orderIDInt, err := strconv.ParseInt(o.ID, 10, 64) if err != nil { return err } _, err = b.CancelExistingOrder(o.Pair, orderIDInt, o.AccountID) if err != nil { return err } case asset.CoinMarginedFutures: _, err := b.FuturesCancelOrder(o.Pair, o.ID, "") if err != nil { return err } case asset.USDTMarginedFutures: _, err := b.UCancelOrder(o.Pair, o.ID, "") if err != nil { return err } } return nil } // CancelBatchOrders cancels an orders by their corresponding ID numbers func (b *Binance) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) { return order.CancelBatchResponse{}, common.ErrNotYetImplemented } // CancelAllOrders cancels all orders associated with a currency pair func (b *Binance) CancelAllOrders(req *order.Cancel) (order.CancelAllResponse, error) { if err := req.Validate(); err != nil { return order.CancelAllResponse{}, err } var cancelAllOrdersResponse order.CancelAllResponse cancelAllOrdersResponse.Status = make(map[string]string) switch req.AssetType { case asset.Spot, asset.Margin: openOrders, err := b.OpenOrders(req.Pair) if err != nil { return cancelAllOrdersResponse, err } for i := range openOrders { _, err = b.CancelExistingOrder(req.Pair, openOrders[i].OrderID, "") if err != nil { cancelAllOrdersResponse.Status[strconv.FormatInt(openOrders[i].OrderID, 10)] = err.Error() } } case asset.CoinMarginedFutures: if req.Pair.IsEmpty() { enabledPairs, err := b.GetEnabledPairs(asset.CoinMarginedFutures) if err != nil { return cancelAllOrdersResponse, err } for i := range enabledPairs { _, err = b.FuturesCancelAllOpenOrders(enabledPairs[i]) if err != nil { return cancelAllOrdersResponse, err } } } else { _, err := b.FuturesCancelAllOpenOrders(req.Pair) if err != nil { return cancelAllOrdersResponse, err } } case asset.USDTMarginedFutures: if req.Pair.IsEmpty() { enabledPairs, err := b.GetEnabledPairs(asset.USDTMarginedFutures) if err != nil { return cancelAllOrdersResponse, err } for i := range enabledPairs { _, err = b.UCancelAllOpenOrders(enabledPairs[i]) if err != nil { return cancelAllOrdersResponse, err } } } else { _, err := b.UCancelAllOpenOrders(req.Pair) if err != nil { return cancelAllOrdersResponse, err } } default: return cancelAllOrdersResponse, fmt.Errorf("assetType not supported: %v", req.AssetType) } return cancelAllOrdersResponse, nil } // GetOrderInfo returns information on a current open order func (b *Binance) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) { var respData order.Detail orderIDInt, err := strconv.ParseInt(orderID, 10, 64) if err != nil { return respData, err } switch assetType { case asset.Spot: resp, err := b.QueryOrder(pair, "", orderIDInt) if err != nil { return respData, err } orderSide := order.Side(resp.Side) status, err := order.StringToOrderStatus(resp.Status) if err != nil { return respData, err } orderType := order.Limit if resp.Type == "MARKET" { orderType = order.Market } return order.Detail{ Amount: resp.OrigQty, Exchange: b.Name, ID: strconv.FormatInt(resp.OrderID, 10), Side: orderSide, Type: orderType, Pair: pair, Cost: resp.CummulativeQuoteQty, AssetType: assetType, Status: status, Price: resp.Price, ExecutedAmount: resp.ExecutedQty, Date: resp.Time, LastUpdated: resp.UpdateTime, }, nil case asset.CoinMarginedFutures: orderData, err := b.FuturesOpenOrderData(pair, orderID, "") if err != nil { return respData, err } var feeBuilder exchange.FeeBuilder feeBuilder.Amount = orderData.ExecutedQuantity feeBuilder.PurchasePrice = orderData.AveragePrice feeBuilder.Pair = pair fee, err := b.GetFee(&feeBuilder) if err != nil { return respData, err } orderVars := compatibleOrderVars(orderData.Side, orderData.Status, orderData.OrderType) respData.Amount = orderData.OriginalQuantity respData.AssetType = assetType respData.ClientOrderID = orderData.ClientOrderID respData.Exchange = b.Name respData.ExecutedAmount = orderData.ExecutedQuantity respData.Fee = fee respData.ID = orderID respData.Pair = pair respData.Price = orderData.Price respData.RemainingAmount = orderData.OriginalQuantity - orderData.ExecutedQuantity respData.Side = orderVars.Side respData.Status = orderVars.Status respData.Type = orderVars.OrderType respData.Date = orderData.Time respData.LastUpdated = orderData.UpdateTime case asset.USDTMarginedFutures: orderData, err := b.UGetOrderData(pair, orderID, "") if err != nil { return respData, err } var feeBuilder exchange.FeeBuilder feeBuilder.Amount = orderData.ExecutedQuantity feeBuilder.PurchasePrice = orderData.AveragePrice feeBuilder.Pair = pair fee, err := b.GetFee(&feeBuilder) if err != nil { return respData, err } orderVars := compatibleOrderVars(orderData.Side, orderData.Status, orderData.OrderType) respData.Amount = orderData.OriginalQuantity respData.AssetType = assetType respData.ClientOrderID = orderData.ClientOrderID respData.Exchange = b.Name respData.ExecutedAmount = orderData.ExecutedQuantity respData.Fee = fee respData.ID = orderID respData.Pair = pair respData.Price = orderData.Price respData.RemainingAmount = orderData.OriginalQuantity - orderData.ExecutedQuantity respData.Side = orderVars.Side respData.Status = orderVars.Status respData.Type = orderVars.OrderType respData.Date = orderData.Time respData.LastUpdated = orderData.UpdateTime default: return respData, fmt.Errorf("assetType %s not supported", assetType) } return respData, nil } // GetDepositAddress returns a deposit address for a specified currency func (b *Binance) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) { return b.GetDepositAddressForCurrency(cryptocurrency.String()) } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is // submitted func (b *Binance) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } amountStr := strconv.FormatFloat(withdrawRequest.Amount, 'f', -1, 64) v, err := b.WithdrawCrypto(withdrawRequest.Currency.String(), withdrawRequest.Crypto.Address, withdrawRequest.Crypto.AddressTag, withdrawRequest.Description, amountStr) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ ID: v, }, nil } // WithdrawFiatFunds returns a withdrawal ID when a // withdrawal is submitted func (b *Binance) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a // withdrawal is submitted func (b *Binance) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // GetFeeByType returns an estimate of fee based on type of transaction func (b *Binance) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) { if (!b.AllowAuthenticatedRequest() || b.SkipAuthCheck) && // Todo check connection status feeBuilder.FeeType == exchange.CryptocurrencyTradeFee { feeBuilder.FeeType = exchange.OfflineTradeFee } return b.GetFee(feeBuilder) } // GetActiveOrders retrieves any orders that are active/open func (b *Binance) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) { if err := req.Validate(); err != nil { return nil, err } if len(req.Pairs) == 0 || len(req.Pairs) >= 40 { // sending an empty currency pair retrieves data for all currencies req.Pairs = append(req.Pairs, currency.Pair{}) } var orders []order.Detail for i := range req.Pairs { switch req.AssetType { case asset.Spot, asset.Margin: resp, err := b.OpenOrders(req.Pairs[i]) if err != nil { return nil, err } for x := range resp { orderSide := order.Side(strings.ToUpper(resp[x].Side)) orderType := order.Type(strings.ToUpper(resp[x].Type)) orders = append(orders, order.Detail{ Amount: resp[x].OrigQty, Date: resp[x].Time, Exchange: b.Name, ID: strconv.FormatInt(resp[x].OrderID, 10), Side: orderSide, Type: orderType, Price: resp[x].Price, Status: order.Status(resp[x].Status), Pair: req.Pairs[i], AssetType: asset.Spot, LastUpdated: resp[x].UpdateTime, }) } case asset.CoinMarginedFutures: openOrders, err := b.GetFuturesAllOpenOrders(req.Pairs[i], "") if err != nil { return nil, err } for y := range openOrders { var feeBuilder exchange.FeeBuilder feeBuilder.Amount = openOrders[y].ExecutedQty feeBuilder.PurchasePrice = openOrders[y].AvgPrice feeBuilder.Pair = req.Pairs[i] fee, err := b.GetFee(&feeBuilder) if err != nil { return orders, err } orderVars := compatibleOrderVars(openOrders[y].Side, openOrders[y].Status, openOrders[y].OrderType) orders = append(orders, order.Detail{ Price: openOrders[y].Price, Amount: openOrders[y].OrigQty, ExecutedAmount: openOrders[y].ExecutedQty, RemainingAmount: openOrders[y].OrigQty - openOrders[y].ExecutedQty, Fee: fee, Exchange: b.Name, ID: strconv.FormatInt(openOrders[y].OrderID, 10), ClientOrderID: openOrders[y].ClientOrderID, Type: orderVars.OrderType, Side: orderVars.Side, Status: orderVars.Status, Pair: req.Pairs[i], AssetType: asset.CoinMarginedFutures, Date: openOrders[y].Time, LastUpdated: openOrders[y].UpdateTime, }) } case asset.USDTMarginedFutures: openOrders, err := b.UAllAccountOpenOrders(req.Pairs[i]) if err != nil { return nil, err } for y := range openOrders { var feeBuilder exchange.FeeBuilder feeBuilder.Amount = openOrders[y].ExecutedQuantity feeBuilder.PurchasePrice = openOrders[y].AveragePrice feeBuilder.Pair = req.Pairs[i] fee, err := b.GetFee(&feeBuilder) if err != nil { return orders, err } orderVars := compatibleOrderVars(openOrders[y].Side, openOrders[y].Status, openOrders[y].OrderType) orders = append(orders, order.Detail{ Price: openOrders[y].Price, Amount: openOrders[y].OriginalQuantity, ExecutedAmount: openOrders[y].ExecutedQuantity, RemainingAmount: openOrders[y].OriginalQuantity - openOrders[y].ExecutedQuantity, Fee: fee, Exchange: b.Name, ID: strconv.FormatInt(openOrders[y].OrderID, 10), ClientOrderID: openOrders[y].ClientOrderID, Type: orderVars.OrderType, Side: orderVars.Side, Status: orderVars.Status, Pair: req.Pairs[i], AssetType: asset.USDTMarginedFutures, Date: openOrders[y].Time, LastUpdated: openOrders[y].UpdateTime, }) } default: return orders, fmt.Errorf("assetType not supported") } } order.FilterOrdersByCurrencies(&orders, req.Pairs) order.FilterOrdersByType(&orders, req.Type) order.FilterOrdersBySide(&orders, req.Side) order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime) return orders, nil } // GetOrderHistory retrieves account order information // Can Limit response to specific order status func (b *Binance) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) { if err := req.Validate(); err != nil { return nil, err } if len(req.Pairs) == 0 { return nil, errors.New("at least one currency is required to fetch order history") } var orders []order.Detail switch req.AssetType { case asset.Spot, asset.Margin: for x := range req.Pairs { resp, err := b.AllOrders(req.Pairs[x], "", "1000") if err != nil { return nil, err } for i := range resp { orderSide := order.Side(strings.ToUpper(resp[i].Side)) orderType := order.Type(strings.ToUpper(resp[i].Type)) // New orders are covered in GetOpenOrders if resp[i].Status == "NEW" { continue } pair, err := currency.NewPairFromString(resp[i].Symbol) if err != nil { return nil, err } orders = append(orders, order.Detail{ Amount: resp[i].OrigQty, Date: resp[i].Time, Exchange: b.Name, ID: strconv.FormatInt(resp[i].OrderID, 10), Side: orderSide, Type: orderType, Price: resp[i].Price, Pair: pair, Status: order.Status(resp[i].Status), }) } } case asset.CoinMarginedFutures: for i := range req.Pairs { var orderHistory []FuturesOrderData var err error switch { case !req.StartTime.IsZero() && !req.EndTime.IsZero() && req.OrderID == "": if req.EndTime.Before(req.StartTime) { return nil, errors.New("endTime cannot be before startTime") } if time.Since(req.StartTime) > time.Hour*24*30 { return nil, fmt.Errorf("can only fetch orders 30 days out") } orderHistory, err = b.GetAllFuturesOrders(req.Pairs[i], "", req.StartTime, req.EndTime, 0, 0) if err != nil { return nil, err } case req.OrderID != "" && req.StartTime.IsZero() && req.EndTime.IsZero(): fromID, err := strconv.ParseInt(req.OrderID, 10, 64) if err != nil { return nil, err } orderHistory, err = b.GetAllFuturesOrders(req.Pairs[i], "", time.Time{}, time.Time{}, fromID, 0) if err != nil { return nil, err } default: return nil, fmt.Errorf("invalid combination of input params") } for y := range orderHistory { var feeBuilder exchange.FeeBuilder feeBuilder.Amount = orderHistory[y].ExecutedQty feeBuilder.PurchasePrice = orderHistory[y].AvgPrice feeBuilder.Pair = req.Pairs[i] fee, err := b.GetFee(&feeBuilder) if err != nil { return orders, err } orderVars := compatibleOrderVars(orderHistory[y].Side, orderHistory[y].Status, orderHistory[y].OrderType) orders = append(orders, order.Detail{ Price: orderHistory[y].Price, Amount: orderHistory[y].OrigQty, ExecutedAmount: orderHistory[y].ExecutedQty, RemainingAmount: orderHistory[y].OrigQty - orderHistory[y].ExecutedQty, Fee: fee, Exchange: b.Name, ID: strconv.FormatInt(orderHistory[y].OrderID, 10), ClientOrderID: orderHistory[y].ClientOrderID, Type: orderVars.OrderType, Side: orderVars.Side, Status: orderVars.Status, Pair: req.Pairs[i], AssetType: asset.CoinMarginedFutures, Date: orderHistory[y].Time, }) } } case asset.USDTMarginedFutures: for i := range req.Pairs { var orderHistory []UFuturesOrderData var err error switch { case !req.StartTime.IsZero() && !req.EndTime.IsZero() && req.OrderID == "": if req.EndTime.Before(req.StartTime) { return nil, errors.New("endTime cannot be before startTime") } if time.Since(req.StartTime) > time.Hour*24*7 { return nil, fmt.Errorf("can only fetch orders 7 days out") } orderHistory, err = b.UAllAccountOrders(req.Pairs[i], 0, 0, req.StartTime, req.EndTime) if err != nil { return nil, err } case req.OrderID != "" && req.StartTime.IsZero() && req.EndTime.IsZero(): fromID, err := strconv.ParseInt(req.OrderID, 10, 64) if err != nil { return nil, err } orderHistory, err = b.UAllAccountOrders(req.Pairs[i], fromID, 0, time.Time{}, time.Time{}) if err != nil { return nil, err } default: return nil, fmt.Errorf("invalid combination of input params") } for y := range orderHistory { var feeBuilder exchange.FeeBuilder feeBuilder.Amount = orderHistory[y].ExecutedQty feeBuilder.PurchasePrice = orderHistory[y].AvgPrice feeBuilder.Pair = req.Pairs[i] fee, err := b.GetFee(&feeBuilder) if err != nil { return orders, err } orderVars := compatibleOrderVars(orderHistory[y].Side, orderHistory[y].Status, orderHistory[y].OrderType) orders = append(orders, order.Detail{ Price: orderHistory[y].Price, Amount: orderHistory[y].OrigQty, ExecutedAmount: orderHistory[y].ExecutedQty, RemainingAmount: orderHistory[y].OrigQty - orderHistory[y].ExecutedQty, Fee: fee, Exchange: b.Name, ID: strconv.FormatInt(orderHistory[y].OrderID, 10), ClientOrderID: orderHistory[y].ClientOrderID, Type: orderVars.OrderType, Side: orderVars.Side, Status: orderVars.Status, Pair: req.Pairs[i], AssetType: asset.USDTMarginedFutures, Date: orderHistory[y].Time, }) } } default: return orders, fmt.Errorf("assetType not supported") } order.FilterOrdersByType(&orders, req.Type) order.FilterOrdersBySide(&orders, req.Side) order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime) return orders, nil } // ValidateCredentials validates current credentials used for wrapper // functionality func (b *Binance) ValidateCredentials(assetType asset.Item) error { _, err := b.UpdateAccountInfo(assetType) return b.CheckTransientError(err) } // FormatExchangeKlineInterval returns Interval to exchange formatted string func (b *Binance) FormatExchangeKlineInterval(interval kline.Interval) string { switch interval { case kline.OneDay: return "1d" case kline.ThreeDay: return "3d" case kline.OneWeek: return "1w" case kline.OneMonth: return "1M" default: return interval.Short() } } // GetHistoricCandles returns candles between a time period for a set time interval func (b *Binance) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { if err := b.ValidateKline(pair, a, interval); err != nil { return kline.Item{}, err } if kline.TotalCandlesPerInterval(start, end, interval) > float64(b.Features.Enabled.Kline.ResultLimit) { return kline.Item{}, errors.New(kline.ErrRequestExceedsExchangeLimits) } req := KlinesRequestParams{ Interval: b.FormatExchangeKlineInterval(interval), Symbol: pair, StartTime: start, EndTime: end, Limit: int(b.Features.Enabled.Kline.ResultLimit), } ret := kline.Item{ Exchange: b.Name, Pair: pair, Asset: a, Interval: interval, } candles, err := b.GetSpotKline(&req) if err != nil { return kline.Item{}, err } for x := range candles { ret.Candles = append(ret.Candles, kline.Candle{ Time: candles[x].OpenTime, Open: candles[x].Open, High: candles[x].High, Low: candles[x].Low, Close: candles[x].Close, Volume: candles[x].Volume, }) } ret.SortCandlesByTimestamp(false) return ret, nil } // GetHistoricCandlesExtended returns candles between a time period for a set time interval func (b *Binance) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { if err := b.ValidateKline(pair, a, interval); err != nil { return kline.Item{}, err } ret := kline.Item{ Exchange: b.Name, Pair: pair, Asset: a, Interval: interval, } dates := kline.CalculateCandleDateRanges(start, end, interval, b.Features.Enabled.Kline.ResultLimit) for x := range dates.Ranges { req := KlinesRequestParams{ Interval: b.FormatExchangeKlineInterval(interval), Symbol: pair, StartTime: dates.Ranges[x].Start.Time, EndTime: dates.Ranges[x].End.Time, Limit: int(b.Features.Enabled.Kline.ResultLimit), } candles, err := b.GetSpotKline(&req) if err != nil { return kline.Item{}, err } for i := range candles { for j := range ret.Candles { if ret.Candles[j].Time.Equal(candles[i].OpenTime) { continue } } ret.Candles = append(ret.Candles, kline.Candle{ Time: candles[i].OpenTime, Open: candles[i].Open, High: candles[i].High, Low: candles[i].Low, Close: candles[i].Close, Volume: candles[i].Volume, }) } } err := dates.VerifyResultsHaveData(ret.Candles) if err != nil { log.Warnf(log.ExchangeSys, "%s - %s", b.Name, err) } ret.RemoveDuplicates() ret.RemoveOutsideRange(start, end) ret.SortCandlesByTimestamp(false) return ret, nil } func compatibleOrderVars(side, status, orderType string) OrderVars { var resp OrderVars switch side { case order.Buy.String(): resp.Side = order.Buy case order.Sell.String(): resp.Side = order.Sell default: resp.Side = order.UnknownSide } switch status { case "NEW": resp.Status = order.New case "PARTIALLY_FILLED": resp.Status = order.PartiallyFilled case "FILLED": resp.Status = order.Filled case "CANCELED": resp.Status = order.Cancelled case "EXPIRED": resp.Status = order.Expired case "NEW_ADL": resp.Status = order.AutoDeleverage default: resp.Status = order.UnknownStatus } switch orderType { case "MARKET": resp.OrderType = order.Market case "LIMIT": resp.OrderType = order.Limit case "STOP": resp.OrderType = order.Stop case "TAKE_PROFIT": resp.OrderType = order.TakeProfit case "LIQUIDATION": resp.OrderType = order.Liquidation default: resp.OrderType = order.UnknownType } return resp } // UpdateOrderExecutionLimits sets exchange executions for a required asset type func (b *Binance) UpdateOrderExecutionLimits(a asset.Item) error { var limits []order.MinMaxLevel var err error switch a { case asset.Spot: limits, err = b.FetchSpotExchangeLimits() case asset.USDTMarginedFutures: limits, err = b.FetchUSDTMarginExchangeLimits() case asset.CoinMarginedFutures: limits, err = b.FetchCoinMarginExchangeLimits() case asset.Margin: if err = b.CurrencyPairs.IsAssetEnabled(asset.Spot); err != nil { limits, err = b.FetchSpotExchangeLimits() } else { return nil } default: err = fmt.Errorf("unhandled asset type %s", a) } if err != nil { return fmt.Errorf("cannot update exchange execution limits: %v", err) } return b.LoadLimits(limits) }