mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-15 15:09:55 +00:00
* Fixes issue where getorders could not work due to unset asset type in rpcserver.go. Adds test. Also adds start and end date to the cli. * A few fixes * lint * fixes oopsie that affected doopsie * Ensures dates are set for all open order implementations. Adds new filter to ensure orders without dates are returned rather than filtered. Fixes up Binance OpenOrders implementation. Adds some extra typeconverts for binance * Add updated time to Binance GetActiveOrders. Update rpcserver.go to only set the time if its not empty. Also addressed bad expected value * Actually fixes things this time * Improves recvWindow to process openOrders * Adds asset type to getOrder as well * Fixes tests * Adds missing date fields * Fixes default time, updates default errors * Default start to last month, instead of last year
1566 lines
46 KiB
Go
1566 lines
46 KiB
Go
package binance
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import (
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"errors"
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"fmt"
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"sort"
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"strconv"
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"strings"
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"sync"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/convert"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// GetDefaultConfig returns a default exchange config
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func (b *Binance) GetDefaultConfig() (*config.ExchangeConfig, error) {
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b.SetDefaults()
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exchCfg := new(config.ExchangeConfig)
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exchCfg.Name = b.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = b.BaseCurrencies
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err := b.SetupDefaults(exchCfg)
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if err != nil {
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return nil, err
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}
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if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = b.UpdateTradablePairs(true)
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if err != nil {
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return nil, err
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}
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}
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return exchCfg, nil
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}
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// SetDefaults sets the basic defaults for Binance
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func (b *Binance) SetDefaults() {
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b.Name = "Binance"
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b.Enabled = true
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b.Verbose = true
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b.API.CredentialsValidator.RequiresKey = true
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b.API.CredentialsValidator.RequiresSecret = true
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b.SetValues()
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fmt1 := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{Uppercase: true},
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ConfigFormat: ¤cy.PairFormat{
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Delimiter: currency.DashDelimiter,
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Uppercase: true,
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},
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}
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coinFutures := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.UnderscoreDelimiter,
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.UnderscoreDelimiter,
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},
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}
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usdtFutures := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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},
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}
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err := b.StoreAssetPairFormat(asset.Spot, fmt1)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = b.StoreAssetPairFormat(asset.Margin, fmt1)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = b.StoreAssetPairFormat(asset.CoinMarginedFutures, coinFutures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = b.StoreAssetPairFormat(asset.USDTMarginedFutures, usdtFutures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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b.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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TickerBatching: true,
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TickerFetching: true,
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KlineFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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DepositHistory: true,
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WithdrawalHistory: true,
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TradeFetching: true,
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UserTradeHistory: true,
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TradeFee: true,
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CryptoWithdrawalFee: true,
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},
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WebsocketCapabilities: protocol.Features{
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TradeFetching: true,
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TickerFetching: true,
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KlineFetching: true,
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OrderbookFetching: true,
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AuthenticatedEndpoints: true,
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AccountInfo: true,
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GetOrder: true,
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GetOrders: true,
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Subscribe: true,
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Unsubscribe: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCrypto |
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exchange.NoFiatWithdrawals,
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Kline: kline.ExchangeCapabilitiesSupported{
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DateRanges: true,
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Intervals: true,
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},
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: map[string]bool{
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kline.OneMin.Word(): true,
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kline.ThreeMin.Word(): true,
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kline.FiveMin.Word(): true,
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kline.FifteenMin.Word(): true,
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kline.ThirtyMin.Word(): true,
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kline.OneHour.Word(): true,
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kline.TwoHour.Word(): true,
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kline.FourHour.Word(): true,
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kline.SixHour.Word(): true,
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kline.EightHour.Word(): true,
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kline.TwelveHour.Word(): true,
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kline.OneDay.Word(): true,
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kline.ThreeDay.Word(): true,
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kline.OneWeek.Word(): true,
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kline.OneMonth.Word(): true,
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},
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ResultLimit: 1000,
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},
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},
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}
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b.Requester = request.New(b.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(SetRateLimit()))
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b.API.Endpoints = b.NewEndpoints()
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err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: spotAPIURL,
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exchange.RestSpotSupplementary: apiURL,
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exchange.RestUSDTMargined: ufuturesAPIURL,
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exchange.RestCoinMargined: cfuturesAPIURL,
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exchange.EdgeCase1: "https://www.binance.com",
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exchange.WebsocketSpot: binanceDefaultWebsocketURL,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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b.Websocket = stream.New()
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b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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}
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// Setup takes in the supplied exchange configuration details and sets params
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func (b *Binance) Setup(exch *config.ExchangeConfig) error {
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if !exch.Enabled {
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return nil
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}
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err := b.SetupDefaults(exch)
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if err != nil {
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return err
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}
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ePoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
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if err != nil {
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return err
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}
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err = b.Websocket.Setup(&stream.WebsocketSetup{
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Enabled: exch.Features.Enabled.Websocket,
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Verbose: exch.Verbose,
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AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
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WebsocketTimeout: exch.WebsocketTrafficTimeout,
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DefaultURL: binanceDefaultWebsocketURL,
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ExchangeName: exch.Name,
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RunningURL: ePoint,
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Connector: b.WsConnect,
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Subscriber: b.Subscribe,
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UnSubscriber: b.Unsubscribe,
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GenerateSubscriptions: b.GenerateSubscriptions,
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Features: &b.Features.Supports.WebsocketCapabilities,
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OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
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BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
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SortBuffer: true,
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SortBufferByUpdateIDs: true,
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})
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if err != nil {
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return err
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}
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return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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})
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}
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// Start starts the Binance go routine
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func (b *Binance) Start(wg *sync.WaitGroup) {
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wg.Add(1)
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go func() {
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b.Run()
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wg.Done()
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}()
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}
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// Run implements the Binance wrapper
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func (b *Binance) Run() {
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if b.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s. (url: %s).\n",
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b.Name,
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common.IsEnabled(b.Websocket.IsEnabled()),
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b.Websocket.GetWebsocketURL())
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b.PrintEnabledPairs()
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}
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forceUpdate := false
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format, err := b.GetPairFormat(asset.Spot, false)
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if err != nil {
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log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n",
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b.Name,
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err)
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return
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}
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pairs, err := b.GetEnabledPairs(asset.Spot)
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if err != nil {
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log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n",
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b.Name,
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err)
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return
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}
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avail, err := b.GetAvailablePairs(asset.Spot)
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if err != nil {
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log.Errorf(log.ExchangeSys, "%s failed to get available currencies. Err %s\n",
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b.Name,
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err)
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return
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}
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if !common.StringDataContains(pairs.Strings(), format.Delimiter) ||
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!common.StringDataContains(avail.Strings(), format.Delimiter) {
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var enabledPairs currency.Pairs
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enabledPairs, err = currency.NewPairsFromStrings([]string{
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currency.BTC.String() +
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format.Delimiter +
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currency.USDT.String()})
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if err != nil {
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log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err %s\n",
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b.Name,
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err)
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} else {
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log.Warn(log.ExchangeSys,
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"Available pairs for Binance reset due to config upgrade, please enable the ones you would like to use again")
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forceUpdate = true
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err = b.UpdatePairs(enabledPairs, asset.Spot, true, true)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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b.Name,
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err)
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}
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}
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}
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if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
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return
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}
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err = b.UpdateTradablePairs(forceUpdate)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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b.Name,
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err)
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}
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (b *Binance) FetchTradablePairs(a asset.Item) ([]string, error) {
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if !b.SupportsAsset(a) {
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return nil, fmt.Errorf("asset type of %s is not supported by %s", a, b.Name)
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}
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var pairs []string
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switch a {
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case asset.Spot, asset.Margin:
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info, err := b.GetExchangeInfo()
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if err != nil {
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return nil, err
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}
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format, err := b.GetPairFormat(a, false)
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if err != nil {
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return nil, err
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}
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for x := range info.Symbols {
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if info.Symbols[x].Status == "TRADING" {
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pair := info.Symbols[x].BaseAsset +
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format.Delimiter +
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info.Symbols[x].QuoteAsset
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if a == asset.Spot && info.Symbols[x].IsSpotTradingAllowed {
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pairs = append(pairs, pair)
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}
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if a == asset.Margin && info.Symbols[x].IsMarginTradingAllowed {
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pairs = append(pairs, pair)
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}
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}
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}
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case asset.CoinMarginedFutures:
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cInfo, err := b.FuturesExchangeInfo()
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if err != nil {
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return pairs, nil
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}
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for z := range cInfo.Symbols {
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if cInfo.Symbols[z].ContractStatus == "TRADING" {
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pairs = append(pairs, cInfo.Symbols[z].Symbol)
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}
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}
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case asset.USDTMarginedFutures:
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uInfo, err := b.UExchangeInfo()
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if err != nil {
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return pairs, nil
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}
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for u := range uInfo.Symbols {
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if uInfo.Symbols[u].Status == "TRADING" {
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pairs = append(pairs, uInfo.Symbols[u].Symbol)
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}
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}
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}
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return pairs, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (b *Binance) UpdateTradablePairs(forceUpdate bool) error {
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assetTypes := b.GetAssetTypes()
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for i := range assetTypes {
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p, err := b.FetchTradablePairs(assetTypes[i])
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if err != nil {
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return err
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}
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pairs, err := currency.NewPairsFromStrings(p)
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if err != nil {
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return err
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}
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err = b.UpdatePairs(pairs, assetTypes[i], false, forceUpdate)
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if err != nil {
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return err
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}
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}
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return nil
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (b *Binance) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
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switch assetType {
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case asset.Spot, asset.Margin:
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tick, err := b.GetTickers()
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if err != nil {
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return nil, err
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}
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for y := range tick {
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cp, err := currency.NewPairFromString(tick[y].Symbol)
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if err != nil {
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return nil, err
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: tick[y].LastPrice,
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High: tick[y].HighPrice,
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Low: tick[y].LowPrice,
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Bid: tick[y].BidPrice,
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Ask: tick[y].AskPrice,
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Volume: tick[y].Volume,
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QuoteVolume: tick[y].QuoteVolume,
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Open: tick[y].OpenPrice,
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Close: tick[y].PrevClosePrice,
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Pair: cp,
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ExchangeName: b.Name,
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AssetType: assetType,
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})
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if err != nil {
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return nil, err
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}
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}
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case asset.USDTMarginedFutures:
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tick, err := b.U24HTickerPriceChangeStats(currency.Pair{})
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if err != nil {
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return nil, err
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}
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for y := range tick {
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cp, err := currency.NewPairFromString(tick[y].Symbol)
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if err != nil {
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return nil, err
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: tick[y].LastPrice,
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High: tick[y].HighPrice,
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Low: tick[y].LowPrice,
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Volume: tick[y].Volume,
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QuoteVolume: tick[y].QuoteVolume,
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Open: tick[y].OpenPrice,
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Close: tick[y].PrevClosePrice,
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Pair: cp,
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ExchangeName: b.Name,
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AssetType: assetType,
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})
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if err != nil {
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return nil, err
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}
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}
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case asset.CoinMarginedFutures:
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tick, err := b.GetFuturesSwapTickerChangeStats(currency.Pair{}, "")
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if err != nil {
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return nil, err
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}
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for y := range tick {
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cp, err := currency.NewPairFromString(tick[y].Symbol)
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if err != nil {
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return nil, err
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: tick[y].LastPrice,
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High: tick[y].HighPrice,
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Low: tick[y].LowPrice,
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Volume: tick[y].Volume,
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QuoteVolume: tick[y].QuoteVolume,
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Open: tick[y].OpenPrice,
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Close: tick[y].PrevClosePrice,
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Pair: cp,
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ExchangeName: b.Name,
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AssetType: assetType,
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})
|
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if err != nil {
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return nil, err
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}
|
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}
|
|
default:
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return nil, fmt.Errorf("assetType not supported: %v", assetType)
|
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}
|
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return ticker.GetTicker(b.Name, p, assetType)
|
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}
|
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|
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// FetchTicker returns the ticker for a currency pair
|
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func (b *Binance) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
|
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fPair, err := b.FormatExchangeCurrency(p, assetType)
|
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if err != nil {
|
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return nil, err
|
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}
|
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|
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tickerNew, err := ticker.GetTicker(b.Name, fPair, assetType)
|
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if err != nil {
|
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return b.UpdateTicker(p, assetType)
|
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}
|
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return tickerNew, nil
|
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}
|
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|
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// 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{
|
|
ExchangeName: b.Name,
|
|
Pair: p,
|
|
AssetType: assetType,
|
|
VerificationBypass: b.OrderbookVerificationBypass,
|
|
}
|
|
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
|
|
|
|
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) {
|
|
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:
|
|
orderIDInt64, err := convert.Int64FromString(orderID)
|
|
if err != nil {
|
|
return respData, err
|
|
}
|
|
|
|
resp, err := b.QueryOrder(pair, "", orderIDInt64)
|
|
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.GetAllFuturesOrders(pair, "", time.Time{}, time.Time{}, orderIDInt, 0)
|
|
if err != nil {
|
|
return respData, err
|
|
}
|
|
if len(orderData) != 1 {
|
|
return respData, fmt.Errorf("no orders received")
|
|
}
|
|
p, err := currency.NewPairFromString(orderData[0].Pair)
|
|
if err != nil {
|
|
return respData, err
|
|
}
|
|
var feeBuilder exchange.FeeBuilder
|
|
feeBuilder.Amount = orderData[0].ExecutedQty
|
|
feeBuilder.PurchasePrice = orderData[0].AvgPrice
|
|
feeBuilder.Pair = p
|
|
fee, err := b.GetFee(&feeBuilder)
|
|
if err != nil {
|
|
return respData, err
|
|
}
|
|
orderVars := compatibleOrderVars(orderData[0].Side, orderData[0].Status, orderData[0].OrderType)
|
|
respData.Amount = orderData[0].OrigQty
|
|
respData.AssetType = assetType
|
|
respData.ClientOrderID = orderData[0].ClientOrderID
|
|
respData.Exchange = b.Name
|
|
respData.ExecutedAmount = orderData[0].ExecutedQty
|
|
respData.Fee = fee
|
|
respData.ID = orderID
|
|
respData.Pair = p
|
|
respData.Price = orderData[0].Price
|
|
respData.RemainingAmount = orderData[0].OrigQty - orderData[0].ExecutedQty
|
|
respData.Side = orderVars.Side
|
|
respData.Status = orderVars.Status
|
|
respData.Type = orderVars.OrderType
|
|
respData.Date = orderData[0].Time
|
|
respData.LastUpdated = orderData[0].UpdateTime
|
|
case asset.USDTMarginedFutures:
|
|
orderData, err := b.UAllAccountOrders(currency.Pair{}, 0, 0, time.Time{}, time.Time{})
|
|
if err != nil {
|
|
return respData, err
|
|
}
|
|
if len(orderData) != 1 {
|
|
return respData, fmt.Errorf("invalid data received")
|
|
}
|
|
p, err := currency.NewPairFromString(orderData[0].Symbol)
|
|
if err != nil {
|
|
return respData, err
|
|
}
|
|
var feeBuilder exchange.FeeBuilder
|
|
feeBuilder.Amount = orderData[0].ExecutedQty
|
|
feeBuilder.PurchasePrice = orderData[0].AvgPrice
|
|
feeBuilder.Pair = p
|
|
fee, err := b.GetFee(&feeBuilder)
|
|
if err != nil {
|
|
return respData, err
|
|
}
|
|
orderVars := compatibleOrderVars(orderData[0].Side, orderData[0].Status, orderData[0].OrderType)
|
|
respData.Amount = orderData[0].OrigQty
|
|
respData.AssetType = assetType
|
|
respData.ClientOrderID = orderData[0].ClientOrderID
|
|
respData.Exchange = b.Name
|
|
respData.ExecutedAmount = orderData[0].ExecutedQty
|
|
respData.Fee = fee
|
|
respData.ID = orderID
|
|
respData.Pair = p
|
|
respData.Price = orderData[0].Price
|
|
respData.RemainingAmount = orderData[0].OrigQty - orderData[0].ExecutedQty
|
|
respData.Side = orderVars.Side
|
|
respData.Status = orderVars.Status
|
|
respData.Type = orderVars.OrderType
|
|
respData.Date = orderData[0].Time
|
|
respData.LastUpdated = orderData[0].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(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (b *Binance) WithdrawFiatFundsToInternationalBank(withdrawRequest *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(in kline.Interval) string {
|
|
if in == kline.OneDay {
|
|
return "1d"
|
|
}
|
|
if in == kline.OneMonth {
|
|
return "1M"
|
|
}
|
|
return in.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) > 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.CalcDateRanges(start, end, interval, b.Features.Enabled.Kline.ResultLimit)
|
|
for x := range dates {
|
|
req := KlinesRequestParams{
|
|
Interval: b.FormatExchangeKlineInterval(interval),
|
|
Symbol: pair,
|
|
StartTime: dates[x].Start,
|
|
EndTime: dates[x].End,
|
|
Limit: int(b.Features.Enabled.Kline.ResultLimit),
|
|
}
|
|
|
|
candles, err := b.GetSpotKline(&req)
|
|
if err != nil {
|
|
return kline.Item{}, err
|
|
}
|
|
|
|
for i := range candles {
|
|
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,
|
|
})
|
|
}
|
|
}
|
|
|
|
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
|
|
}
|