Files
gocryptotrader/exchanges/binance/binance_wrapper.go
Scott 50bbdabf43 BugFix: RPCServer cannot retrieve open orders/getOrder due to unset asset type (#634)
* 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
2021-02-25 17:13:21 +11:00

1566 lines
46 KiB
Go

package binance
import (
"errors"
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (b *Binance) GetDefaultConfig() (*config.ExchangeConfig, error) {
b.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Binance
func (b *Binance) SetDefaults() {
b.Name = "Binance"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.SetValues()
fmt1 := currency.PairStore{
RequestFormat: &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,
},
}
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.StoreAssetPairFormat(asset.CoinMarginedFutures, coinFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.StoreAssetPairFormat(asset.USDTMarginedFutures, usdtFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
TradeFetching: true,
UserTradeHistory: true,
TradeFee: true,
CryptoWithdrawalFee: true,
},
WebsocketCapabilities: protocol.Features{
TradeFetching: true,
TickerFetching: true,
KlineFetching: true,
OrderbookFetching: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
Subscribe: true,
Unsubscribe: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.NoFiatWithdrawals,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.ThreeMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.TwoHour.Word(): true,
kline.FourHour.Word(): true,
kline.SixHour.Word(): true,
kline.EightHour.Word(): true,
kline.TwelveHour.Word(): true,
kline.OneDay.Word(): true,
kline.ThreeDay.Word(): true,
kline.OneWeek.Word(): true,
kline.OneMonth.Word(): true,
},
ResultLimit: 1000,
},
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: spotAPIURL,
exchange.RestSpotSupplementary: apiURL,
exchange.RestUSDTMargined: ufuturesAPIURL,
exchange.RestCoinMargined: cfuturesAPIURL,
exchange.EdgeCase1: "https://www.binance.com",
exchange.WebsocketSpot: binanceDefaultWebsocketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Websocket = stream.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *Binance) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
return nil
}
err := b.SetupDefaults(exch)
if err != nil {
return err
}
ePoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = b.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: binanceDefaultWebsocketURL,
ExchangeName: exch.Name,
RunningURL: ePoint,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
UnSubscriber: b.Unsubscribe,
GenerateSubscriptions: b.GenerateSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
SortBufferByUpdateIDs: true,
})
if err != nil {
return err
}
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
})
}
// Start starts the Binance go routine
func (b *Binance) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Binance wrapper
func (b *Binance) Run() {
if b.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s. (url: %s).\n",
b.Name,
common.IsEnabled(b.Websocket.IsEnabled()),
b.Websocket.GetWebsocketURL())
b.PrintEnabledPairs()
}
forceUpdate := false
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n",
b.Name,
err)
return
}
pairs, err := b.GetEnabledPairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n",
b.Name,
err)
return
}
avail, err := b.GetAvailablePairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get available currencies. Err %s\n",
b.Name,
err)
return
}
if !common.StringDataContains(pairs.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) {
var enabledPairs currency.Pairs
enabledPairs, err = currency.NewPairsFromStrings([]string{
currency.BTC.String() +
format.Delimiter +
currency.USDT.String()})
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err %s\n",
b.Name,
err)
} else {
log.Warn(log.ExchangeSys,
"Available pairs for Binance reset due to config upgrade, please enable the ones you would like to use again")
forceUpdate = true
err = b.UpdatePairs(enabledPairs, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
}
}
}
if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = b.UpdateTradablePairs(forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
b.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Binance) FetchTradablePairs(a asset.Item) ([]string, error) {
if !b.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, b.Name)
}
var pairs []string
switch a {
case asset.Spot, asset.Margin:
info, err := b.GetExchangeInfo()
if err != nil {
return nil, err
}
format, err := b.GetPairFormat(a, false)
if err != nil {
return nil, err
}
for x := range info.Symbols {
if info.Symbols[x].Status == "TRADING" {
pair := info.Symbols[x].BaseAsset +
format.Delimiter +
info.Symbols[x].QuoteAsset
if a == asset.Spot && info.Symbols[x].IsSpotTradingAllowed {
pairs = append(pairs, pair)
}
if a == asset.Margin && info.Symbols[x].IsMarginTradingAllowed {
pairs = append(pairs, pair)
}
}
}
case asset.CoinMarginedFutures:
cInfo, err := b.FuturesExchangeInfo()
if err != nil {
return pairs, nil
}
for z := range cInfo.Symbols {
if cInfo.Symbols[z].ContractStatus == "TRADING" {
pairs = append(pairs, cInfo.Symbols[z].Symbol)
}
}
case asset.USDTMarginedFutures:
uInfo, err := b.UExchangeInfo()
if err != nil {
return pairs, nil
}
for u := range uInfo.Symbols {
if uInfo.Symbols[u].Status == "TRADING" {
pairs = append(pairs, uInfo.Symbols[u].Symbol)
}
}
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Binance) UpdateTradablePairs(forceUpdate bool) error {
assetTypes := b.GetAssetTypes()
for i := range assetTypes {
p, err := b.FetchTradablePairs(assetTypes[i])
if err != nil {
return err
}
pairs, err := currency.NewPairsFromStrings(p)
if err != nil {
return err
}
err = b.UpdatePairs(pairs, assetTypes[i], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Binance) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
switch assetType {
case asset.Spot, asset.Margin:
tick, err := b.GetTickers()
if err != nil {
return nil, err
}
for y := range tick {
cp, err := currency.NewPairFromString(tick[y].Symbol)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[y].LastPrice,
High: tick[y].HighPrice,
Low: tick[y].LowPrice,
Bid: tick[y].BidPrice,
Ask: tick[y].AskPrice,
Volume: tick[y].Volume,
QuoteVolume: tick[y].QuoteVolume,
Open: tick[y].OpenPrice,
Close: tick[y].PrevClosePrice,
Pair: cp,
ExchangeName: b.Name,
AssetType: assetType,
})
if err != nil {
return nil, err
}
}
case asset.USDTMarginedFutures:
tick, err := b.U24HTickerPriceChangeStats(currency.Pair{})
if err != nil {
return nil, err
}
for y := range tick {
cp, err := currency.NewPairFromString(tick[y].Symbol)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[y].LastPrice,
High: tick[y].HighPrice,
Low: tick[y].LowPrice,
Volume: tick[y].Volume,
QuoteVolume: tick[y].QuoteVolume,
Open: tick[y].OpenPrice,
Close: tick[y].PrevClosePrice,
Pair: cp,
ExchangeName: b.Name,
AssetType: assetType,
})
if err != nil {
return nil, err
}
}
case asset.CoinMarginedFutures:
tick, err := b.GetFuturesSwapTickerChangeStats(currency.Pair{}, "")
if err != nil {
return nil, err
}
for y := range tick {
cp, err := currency.NewPairFromString(tick[y].Symbol)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[y].LastPrice,
High: tick[y].HighPrice,
Low: tick[y].LowPrice,
Volume: tick[y].Volume,
QuoteVolume: tick[y].QuoteVolume,
Open: tick[y].OpenPrice,
Close: tick[y].PrevClosePrice,
Pair: cp,
ExchangeName: b.Name,
AssetType: assetType,
})
if err != nil {
return nil, err
}
}
default:
return nil, fmt.Errorf("assetType not supported: %v", assetType)
}
return ticker.GetTicker(b.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (b *Binance) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tickerNew, err := ticker.GetTicker(b.Name, fPair, assetType)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *Binance) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(b.Name, p, assetType)
if err != nil {
return b.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Binance) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
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
}