Files
gocryptotrader/exchanges/binance/binance_wrapper.go
Ryan O'Hara-Reid 11da520dc8 Currency: Add additional functionality, refactor and improvements (#881)
* currency: Add method to derive pair

* currency: Add method to lower entire charset but used the slice copy and returned that. This will change the original, just gotta see if this is an issue, but the slice usually goes out of scope anyway.

* currency/pairs: add filter method

* currency: add function to derive select currencies from currency pairs

* currency/engine: slight adjustments

* currency: fix linter issue also shift burden of proof to caller instead of repair, more performant.

* currency: more linter

* pairs: optimize; reduce allocs/op and B/op

* currency: Add in function 'NewPairsFromString' for testing purposes

* currency: don't suppress error

* currency: stop panic on empty currency code

* currency: Add helper method to match currencies between exchanges

* currency: fixed my bad spelling

* currency: Implement stable coin checks, refactored base code methods, optimized upper and lower case strings for currency code/pairs

* currency: add pairs method to derive stable coins from internal list.

* Currency: Cleanup, fix tests.

* engine/exchanges/currency: fix whoops

* Currency: force govet no copy on Item datatype

* Currency: fix naughty linter issues

* exchange: revert change

* currency/config: fix config upgrade mistake

* currency: re-implement currency sub-systems

* *RetrieveConfigCurrencyPairs removed
*CheckCurrencyConfigValues to only provide warnings, add additional support when, disable when support is lost or not available and set default values.
*Drop Cryptocurrencies from configuration as this is not needed.
*Drop REST Poll delay field as this was unused.
*Update default values for currencyFileUpdateDuration & foreignExchangeUpdateDuration.
*Allow Role to be marshalled for file type.
*Refactor RunUpdater to verify and check config values and set default running foreign exchange provider.

* currency: cleanup

* currency: change match -> equal for comparison which is more of a standard and little easier to find

* currency: address nits

* currency: fix whoops

* currency: Add some more pairs methods

* currency: linter issues

* currency: RM unused field

* currency: rm verbose

* currency: fix word

* currency: gocritic

* currency: fix another whoopsie

* example_config: default to show log system name

* Currency: Force all support packages to use Equal method for comparison as there is a small comparison bug when checking upper and lower casing, this has a more of a pronounced impact between exchanges and client instances of currency generation

* currency: fix log name

* ordermanager: fix potential panic

* currency: small optim.

* engine: display correct bool and force shutdown

* currency: add function and fix regression
* Change ConvertCurrency -> ConvertFiat to be more precise
* ADD GetForeignExchangeRate to get specific exchange rate for fiat pair
* Fix currency display and formatting regression and tied in with config.Currency fields

* engine: fix tests

* currency: return the amount when no conversion needs to take place

* currency: reduce method name

* currency: Address nits glorious nits

* currency: fix linter

* currency: addr nits

* currency: check underlying role in test

* gct: change to EMPTYCODE and EMPTYPAIR across codebase

* currency: fix nits

* currency: this fixes test race but this issue has not been resolved. Please see: https://trello.com/c/54eizOIo/143-currency-package-upgrades

* currency: Add temp dir for testing

* Update engine/engine.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* documentation: update and regen

* currency: Address niterinos

* currency: Add test case for config upgrade when falling over to exchange rate host as default from exchangeRates provider

* currency: addr nits

* currency: fix whoops

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2022-02-17 16:24:57 +11:00

1869 lines
55 KiB
Go

package binance
import (
"context"
"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/deposit"
"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.Exchange, error) {
b.SetDefaults()
exchCfg := new(config.Exchange)
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(context.TODO(), 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: &currency.PairFormat{Uppercase: true},
ConfigFormat: &currency.PairFormat{
Delimiter: currency.DashDelimiter,
Uppercase: true,
},
}
coinFutures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.UnderscoreDelimiter,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.UnderscoreDelimiter,
},
}
usdtFutures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.UnderscoreDelimiter,
},
}
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,
MultiChainDeposits: true,
MultiChainWithdrawals: 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.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
b.SetEnabled(false)
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{
ExchangeConfig: exch,
DefaultURL: binanceDefaultWebsocketURL,
RunningURL: ePoint,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
Unsubscriber: b.Unsubscribe,
GenerateSubscriptions: b.GenerateSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
SortBuffer: true,
SortBufferByUpdateIDs: true,
TradeFeed: b.Features.Enabled.TradeFeed,
})
if err != nil {
return err
}
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
RateLimit: wsRateLimitMilliseconds,
})
}
// Start starts the Binance go routine
func (b *Binance) Start(wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
return nil
}
// 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
a := b.GetAssetTypes(true)
for x := range a {
if err := b.UpdateOrderExecutionLimits(context.TODO(), a[x]); err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to set exchange order execution limits. Err: %v",
b.Name,
err)
}
if a[x] == asset.USDTMarginedFutures && !b.BypassConfigFormatUpgrades {
format, err := b.GetPairFormat(asset.USDTMarginedFutures, false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n",
b.Name,
err)
return
}
var enabled, avail currency.Pairs
enabled, err = b.CurrencyPairs.GetPairs(asset.USDTMarginedFutures, true)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n",
b.Name,
err)
return
}
avail, err = b.CurrencyPairs.GetPairs(asset.USDTMarginedFutures, false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get available currencies. Err %s\n",
b.Name,
err)
return
}
if !common.StringDataContains(enabled.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.Warnf(log.ExchangeSys, exchange.ResetConfigPairsWarningMessage, b.Name, a[x], enabledPairs)
forceUpdate = true
err = b.UpdatePairs(enabledPairs, a[x], true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
}
}
}
}
}
if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
if err := b.UpdateTradablePairs(context.TODO(), forceUpdate); 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(ctx context.Context, 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)
}
format, err := b.GetPairFormat(a, false)
if err != nil {
return nil, err
}
tradingStatus := "TRADING"
var pairs []string
switch a {
case asset.Spot, asset.Margin:
var info ExchangeInfo
info, err = b.GetExchangeInfo(ctx)
if err != nil {
return nil, err
}
for x := range info.Symbols {
if info.Symbols[x].Status != tradingStatus {
continue
}
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:
var cInfo CExchangeInfo
cInfo, err = b.FuturesExchangeInfo(ctx)
if err != nil {
return pairs, err
}
for z := range cInfo.Symbols {
if cInfo.Symbols[z].ContractStatus != tradingStatus {
continue
}
var curr currency.Pair
curr, err = currency.NewPairFromString(cInfo.Symbols[z].Symbol)
if err != nil {
return nil, err
}
pairs = append(pairs, format.Format(curr))
}
case asset.USDTMarginedFutures:
var uInfo UFuturesExchangeInfo
uInfo, err = b.UExchangeInfo(ctx)
if err != nil {
return pairs, err
}
for u := range uInfo.Symbols {
if uInfo.Symbols[u].Status != tradingStatus {
continue
}
var curr currency.Pair
if uInfo.Symbols[u].ContractType == "PERPETUAL" {
curr, err = currency.NewPairFromStrings(uInfo.Symbols[u].BaseAsset, uInfo.Symbols[u].QuoteAsset)
if err != nil {
return nil, err
}
} else {
curr, err = currency.NewPairFromString(uInfo.Symbols[u].Symbol)
if err != nil {
return nil, err
}
}
pairs = append(pairs, format.Format(curr))
}
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Binance) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
assetTypes := b.GetAssetTypes(false)
for i := range assetTypes {
p, err := b.FetchTradablePairs(ctx, 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
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (b *Binance) UpdateTickers(ctx context.Context, a asset.Item) error {
switch a {
case asset.Spot, asset.Margin:
tick, err := b.GetTickers(ctx)
if err != nil {
return err
}
pairs, err := b.GetEnabledPairs(a)
if err != nil {
return err
}
for i := range pairs {
for y := range tick {
pairFmt, err := b.FormatExchangeCurrency(pairs[i], a)
if err != nil {
return err
}
if tick[y].Symbol != pairFmt.String() {
continue
}
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: pairFmt,
ExchangeName: b.Name,
AssetType: a,
})
if err != nil {
return err
}
}
}
case asset.USDTMarginedFutures:
tick, err := b.U24HTickerPriceChangeStats(ctx, currency.EMPTYPAIR)
if err != nil {
return err
}
for y := range tick {
cp, err := currency.NewPairFromString(tick[y].Symbol)
if err != nil {
return 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: a,
})
if err != nil {
return err
}
}
case asset.CoinMarginedFutures:
tick, err := b.GetFuturesSwapTickerChangeStats(ctx, currency.EMPTYPAIR, "")
if err != nil {
return err
}
for y := range tick {
cp, err := currency.NewPairFromString(tick[y].Symbol)
if err != nil {
return 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: a,
})
if err != nil {
return err
}
}
default:
return fmt.Errorf("assetType not supported: %v", a)
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Binance) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
switch a {
case asset.Spot, asset.Margin:
tick, err := b.GetPriceChangeStats(ctx, p)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick.LastPrice,
High: tick.HighPrice,
Low: tick.LowPrice,
Bid: tick.BidPrice,
Ask: tick.AskPrice,
Volume: tick.Volume,
QuoteVolume: tick.QuoteVolume,
Open: tick.OpenPrice,
Close: tick.PrevClosePrice,
Pair: p,
ExchangeName: b.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
case asset.USDTMarginedFutures:
tick, err := b.U24HTickerPriceChangeStats(ctx, p)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[0].LastPrice,
High: tick[0].HighPrice,
Low: tick[0].LowPrice,
Volume: tick[0].Volume,
QuoteVolume: tick[0].QuoteVolume,
Open: tick[0].OpenPrice,
Close: tick[0].PrevClosePrice,
Pair: p,
ExchangeName: b.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
case asset.CoinMarginedFutures:
tick, err := b.GetFuturesSwapTickerChangeStats(ctx, p, "")
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[0].LastPrice,
High: tick[0].HighPrice,
Low: tick[0].LowPrice,
Volume: tick[0].Volume,
QuoteVolume: tick[0].QuoteVolume,
Open: tick[0].OpenPrice,
Close: tick[0].PrevClosePrice,
Pair: p,
ExchangeName: b.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
default:
return nil, fmt.Errorf("assetType not supported: %v", a)
}
return ticker.GetTicker(b.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (b *Binance) FetchTicker(ctx context.Context, 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(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *Binance) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(b.Name, p, assetType)
if err != nil {
return b.UpdateOrderbook(ctx, p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Binance) UpdateOrderbook(ctx context.Context, 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(ctx,
OrderBookDataRequestParams{
Symbol: p,
Limit: 1000})
case asset.USDTMarginedFutures:
orderbookNew, err = b.UFuturesOrderbook(ctx, p, 1000)
case asset.CoinMarginedFutures:
orderbookNew, err = b.GetFuturesOrderbook(ctx, 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(ctx context.Context, 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(ctx)
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: lockedCurrency,
})
}
acc.Currencies = currencyBalance
case asset.CoinMarginedFutures:
accData, err := b.GetFuturesAccountInfo(ctx)
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(ctx)
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(ctx)
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)
if err := account.Process(&info); err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *Binance) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
acc, err := account.GetHoldings(b.Name, assetType)
if err != nil {
return b.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Binance) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *Binance) GetWithdrawalsHistory(ctx context.Context, c currency.Code) (resp []exchange.WithdrawalHistory, err error) {
w, err := b.WithdrawHistory(ctx, c, "", time.Time{}, time.Time{}, 0, 10000)
if err != nil {
return nil, err
}
for i := range w {
tm, err := time.Parse(binanceSAPITimeLayout, w[i].ApplyTime)
if err != nil {
return nil, err
}
resp = append(resp, exchange.WithdrawalHistory{
Status: strconv.FormatInt(w[i].Status, 10),
TransferID: w[i].ID,
Currency: w[i].Coin,
Amount: w[i].Amount,
Fee: w[i].TransactionFee,
CryptoToAddress: w[i].Address,
CryptoTxID: w[i].TransactionID,
CryptoChain: w[i].Network,
Timestamp: tm,
})
}
return resp, nil
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (b *Binance) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
var resp []trade.Data
limit := 1000
tradeData, err := b.GetMostRecentTrades(ctx,
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(ctx context.Context, 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(ctx, &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(ctx context.Context, 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,
NewClientOrderID: s.ClientOrderID,
}
response, err := b.NewOrder(ctx, &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
timeInForce RequestParamsTimeForceType
)
switch s.Type {
case order.Limit:
oType = cfuturesLimit
timeInForce = BinanceRequestParamsTimeGTC
case order.Market:
oType = cfuturesMarket
case order.Stop:
oType = cfuturesStop
case order.TakeProfit:
oType = cfuturesTakeProfit
case order.StopMarket:
oType = cfuturesStopMarket
case order.TakeProfitMarket:
oType = cfuturesTakeProfitMarket
case order.TrailingStop:
oType = cfuturesTrailingStopMarket
default:
return submitOrderResponse, errors.New("invalid type, check api docs for updates")
}
o, err := b.FuturesNewOrder(
ctx,
&FuturesNewOrderRequest{
Symbol: s.Pair,
Side: reqSide,
OrderType: oType,
TimeInForce: timeInForce,
NewClientOrderID: s.ClientOrderID,
Quantity: s.Amount,
Price: s.Price,
ReduceOnly: s.ReduceOnly,
},
)
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = strconv.FormatInt(o.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(ctx,
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(ctx context.Context, action *order.Modify) (order.Modify, error) {
return order.Modify{}, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Binance) CancelOrder(ctx context.Context, 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(ctx,
o.Pair,
orderIDInt,
o.AccountID)
if err != nil {
return err
}
case asset.CoinMarginedFutures:
_, err := b.FuturesCancelOrder(ctx, o.Pair, o.ID, "")
if err != nil {
return err
}
case asset.USDTMarginedFutures:
_, err := b.UCancelOrder(ctx, o.Pair, o.ID, "")
if err != nil {
return err
}
}
return nil
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *Binance) CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Binance) CancelAllOrders(ctx context.Context, 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(ctx, req.Pair)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range openOrders {
_, err = b.CancelExistingOrder(ctx,
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(ctx, enabledPairs[i])
if err != nil {
return cancelAllOrdersResponse, err
}
}
} else {
_, err := b.FuturesCancelAllOpenOrders(ctx, 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(ctx, enabledPairs[i])
if err != nil {
return cancelAllOrdersResponse, err
}
}
} else {
_, err := b.UCancelAllOpenOrders(ctx, 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(ctx context.Context, 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(ctx, pair, "", orderIDInt)
if err != nil {
return respData, err
}
orderSide := order.Side(resp.Side)
status, err := order.StringToOrderStatus(resp.Status)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, 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),
ClientOrderID: resp.ClientOrderID,
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(ctx, 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(ctx, &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(ctx, 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(ctx, &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(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
addr, err := b.GetDepositAddressForCurrency(ctx, cryptocurrency.String(), chain)
if err != nil {
return nil, err
}
return &deposit.Address{
Address: addr.Address,
Tag: addr.Tag,
}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Binance) WithdrawCryptocurrencyFunds(ctx context.Context, 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(ctx,
withdrawRequest.Currency.String(),
"", // withdrawal order ID
withdrawRequest.Crypto.Chain,
withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
withdrawRequest.Description,
amountStr,
false)
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(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Binance) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Binance) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if (!b.AllowAuthenticatedRequest() || b.SkipAuthCheck) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(ctx, feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Binance) GetActiveOrders(ctx context.Context, 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.EMPTYPAIR)
}
var orders []order.Detail
for i := range req.Pairs {
switch req.AssetType {
case asset.Spot, asset.Margin:
resp, err := b.OpenOrders(ctx, 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))
orderStatus, err := order.StringToOrderStatus(resp[i].Status)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
orders = append(orders, order.Detail{
Amount: resp[x].OrigQty,
Date: resp[x].Time,
Exchange: b.Name,
ID: strconv.FormatInt(resp[x].OrderID, 10),
ClientOrderID: resp[x].ClientOrderID,
Side: orderSide,
Type: orderType,
Price: resp[x].Price,
Status: orderStatus,
Pair: req.Pairs[i],
AssetType: req.AssetType,
LastUpdated: resp[x].UpdateTime,
})
}
case asset.CoinMarginedFutures:
openOrders, err := b.GetFuturesAllOpenOrders(ctx, 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(ctx, &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(ctx, 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(ctx, &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(ctx context.Context, 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(ctx,
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))
orderStatus, err := order.StringToOrderStatus(resp[i].Status)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
// New orders are covered in GetOpenOrders
if orderStatus == order.New {
continue
}
var cost float64
// For some historical orders cummulativeQuoteQty will be < 0,
// meaning the data is not available at this time.
if resp[i].CummulativeQuoteQty > 0 {
cost = resp[i].CummulativeQuoteQty
}
detail := order.Detail{
Amount: resp[i].OrigQty,
ExecutedAmount: resp[i].ExecutedQty,
RemainingAmount: resp[i].OrigQty - resp[i].ExecutedQty,
Cost: cost,
CostAsset: req.Pairs[x].Quote,
Date: resp[i].Time,
LastUpdated: resp[i].UpdateTime,
Exchange: b.Name,
ID: strconv.FormatInt(resp[i].OrderID, 10),
Side: orderSide,
Type: orderType,
Price: resp[i].Price,
Pair: req.Pairs[x],
Status: orderStatus,
}
detail.InferCostsAndTimes()
orders = append(orders, detail)
}
}
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(ctx,
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(ctx,
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(ctx, &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(ctx,
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(ctx,
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(ctx, &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(ctx context.Context, assetType asset.Item) error {
_, err := b.UpdateAccountInfo(ctx, 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(ctx context.Context, 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(ctx, &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(ctx context.Context, 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, err := kline.CalculateCandleDateRanges(start, end, interval, b.Features.Enabled.Kline.ResultLimit)
if err != nil {
return kline.Item{}, err
}
var candles []CandleStick
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(ctx, &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,
})
}
}
dates.SetHasDataFromCandles(ret.Candles)
summary := dates.DataSummary(false)
if len(summary) > 0 {
log.Warnf(log.ExchangeSys, "%v - %v", b.Name, summary)
}
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(ctx context.Context, a asset.Item) error {
var limits []order.MinMaxLevel
var err error
switch a {
case asset.Spot:
limits, err = b.FetchSpotExchangeLimits(ctx)
case asset.USDTMarginedFutures:
limits, err = b.FetchUSDTMarginExchangeLimits(ctx)
case asset.CoinMarginedFutures:
limits, err = b.FetchCoinMarginExchangeLimits(ctx)
case asset.Margin:
if err = b.CurrencyPairs.IsAssetEnabled(asset.Spot); err != nil {
limits, err = b.FetchSpotExchangeLimits(ctx)
} 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)
}
// GetAvailableTransferChains returns the available transfer blockchains for the specific
// cryptocurrency
func (b *Binance) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
coinInfo, err := b.GetAllCoinsInfo(ctx)
if err != nil {
return nil, err
}
var availableChains []string
for x := range coinInfo {
if strings.EqualFold(coinInfo[x].Coin, cryptocurrency.String()) {
for y := range coinInfo[x].NetworkList {
availableChains = append(availableChains, coinInfo[x].NetworkList[y].Network)
}
}
}
return availableChains, nil
}
// FormatExchangeCurrency is a method that formats and returns a currency pair
// based on the user currency display preferences
// overrides default implementation to use optional delimiter
func (b *Binance) FormatExchangeCurrency(p currency.Pair, a asset.Item) (currency.Pair, error) {
pairFmt, err := b.GetPairFormat(a, true)
if err != nil {
return currency.EMPTYPAIR, err
}
if a == asset.USDTMarginedFutures {
return b.formatUSDTMarginedFuturesPair(p, pairFmt), nil
}
return p.Format(pairFmt.Delimiter, pairFmt.Uppercase), nil
}
// FormatSymbol formats the given pair to a string suitable for exchange API requests
// overrides default implementation to use optional delimiter
func (b *Binance) FormatSymbol(p currency.Pair, a asset.Item) (string, error) {
pairFmt, err := b.GetPairFormat(a, true)
if err != nil {
return p.String(), err
}
if a == asset.USDTMarginedFutures {
p = b.formatUSDTMarginedFuturesPair(p, pairFmt)
return p.String(), nil
}
return pairFmt.Format(p), nil
}
// formatUSDTMarginedFuturesPair Binance USDTMarginedFutures pairs have a delimiter
// only if the contract has an expiry date
func (b *Binance) formatUSDTMarginedFuturesPair(p currency.Pair, pairFmt currency.PairFormat) currency.Pair {
quote := p.Quote.String()
for _, c := range quote {
if c < '0' || c > '9' {
// character rune is alphabetic, cannot be expiring contract
return p.Format(pairFmt.Delimiter, pairFmt.Uppercase)
}
}
return p.Format(currency.UnderscoreDelimiter, pairFmt.Uppercase)
}