Files
gocryptotrader/exchanges/binance/binance_wrapper.go
Ryan O'Hara-Reid 42475bf2b8 exchanges: add setTimeWindow boolean to GetKlineRequest param (#1160)
* exchanges: add setTimeWindow boolean to GetKlineRequest params to differentiate between a set time period return from endpoint.

* glorious: nits

* exchange: conjugation

* Update exchanges/exchange.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits and an assortment of differences

* exchanges: remove some comments

* glorious: nits

* cleanup

* tests: fix

* Update exchanges/hitbtc/hitbtc_wrapper.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/kline/kline.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/kline/kline_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* kline: fix test

* rm unused variables

* almost: nits

* glorious: nits

* linter: fix

* rm unused variable

* Refactored comment in the okex tests to ensure that it accurately reflects the variable name and the issue related to the time window, as requested by GloriousCode. The previous comment did not align with the identifier assigned to the property, which could cause confusion and misunderstanding among other programmers or stakeholders. The updated comment will improve the clarity and readability of the codebase and make it easier to understand the intended purpose of the associated variables. The change was made with the aim of improving the overall quality and maintainability of the code.

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-04-27 10:10:19 +10:00

1914 lines
56 KiB
Go

package binance
import (
"context"
"errors"
"fmt"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
"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(ctx context.Context) (*config.Exchange, error) {
b.SetDefaults()
exchCfg := new(config.Exchange)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(ctx, true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Binance
func (b *Binance) SetDefaults() {
b.Name = "Binance"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.SetValues()
fmt1 := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: true},
ConfigFormat: &currency.PairFormat{
Delimiter: currency.DashDelimiter,
Uppercase: true,
},
}
coinFutures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.UnderscoreDelimiter,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.UnderscoreDelimiter,
},
}
usdtFutures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.UnderscoreDelimiter,
},
}
err := b.StoreAssetPairFormat(asset.Spot, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.StoreAssetPairFormat(asset.Margin, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.DisableAssetWebsocketSupport(asset.Margin)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.StoreAssetPairFormat(asset.CoinMarginedFutures, coinFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.DisableAssetWebsocketSupport(asset.CoinMarginedFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.StoreAssetPairFormat(asset.USDTMarginedFutures, usdtFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.DisableAssetWebsocketSupport(asset.USDTMarginedFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
TradeFetching: true,
UserTradeHistory: true,
TradeFee: true,
CryptoWithdrawalFee: true,
MultiChainDeposits: true,
MultiChainWithdrawals: true,
HasAssetTypeAccountSegregation: 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: kline.DeployExchangeIntervals(
kline.IntervalCapacity{Interval: kline.OneMin},
kline.IntervalCapacity{Interval: kline.ThreeMin},
kline.IntervalCapacity{Interval: kline.FiveMin},
kline.IntervalCapacity{Interval: kline.FifteenMin},
kline.IntervalCapacity{Interval: kline.ThirtyMin},
kline.IntervalCapacity{Interval: kline.OneHour},
kline.IntervalCapacity{Interval: kline.TwoHour},
kline.IntervalCapacity{Interval: kline.FourHour},
kline.IntervalCapacity{Interval: kline.SixHour},
kline.IntervalCapacity{Interval: kline.EightHour},
kline.IntervalCapacity{Interval: kline.TwelveHour},
kline.IntervalCapacity{Interval: kline.OneDay},
kline.IntervalCapacity{Interval: kline.ThreeDay},
kline.IntervalCapacity{Interval: kline.OneWeek},
kline.IntervalCapacity{Interval: kline.OneMonth},
),
GlobalResultLimit: 1000,
},
},
}
b.Requester, err = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: spotAPIURL,
exchange.RestSpotSupplementary: apiURL,
exchange.RestUSDTMargined: ufuturesAPIURL,
exchange.RestCoinMargined: cfuturesAPIURL,
exchange.EdgeCase1: "https://www.binance.com",
exchange.WebsocketSpot: binanceDefaultWebsocketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Websocket = stream.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *Binance) Setup(exch *config.Exchange) error {
err := exch.Validate()
if err != nil {
return err
}
if !exch.Enabled {
b.SetEnabled(false)
return nil
}
err = b.SetupDefaults(exch)
if err != nil {
return err
}
ePoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = b.Websocket.Setup(&stream.WebsocketSetup{
ExchangeConfig: exch,
DefaultURL: binanceDefaultWebsocketURL,
RunningURL: ePoint,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
Unsubscriber: b.Unsubscribe,
GenerateSubscriptions: b.GenerateSubscriptions,
ConnectionMonitorDelay: exch.ConnectionMonitorDelay,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferConfig: buffer.Config{
SortBuffer: true,
SortBufferByUpdateIDs: true,
},
TradeFeed: b.Features.Enabled.TradeFeed,
})
if err != nil {
return err
}
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
RateLimit: wsRateLimitMilliseconds,
})
}
// Start starts the Binance go routine
func (b *Binance) Start(ctx context.Context, wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
b.Run(ctx)
wg.Done()
}()
return nil
}
// Run implements the Binance wrapper
func (b *Binance) Run(ctx context.Context) {
if b.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s. (url: %s).\n",
b.Name,
common.IsEnabled(b.Websocket.IsEnabled()),
b.Websocket.GetWebsocketURL())
b.PrintEnabledPairs()
}
forceUpdate := false
a := b.GetAssetTypes(true)
for x := range a {
if err := b.UpdateOrderExecutionLimits(ctx, a[x]); err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to set exchange order execution limits. Err: %v",
b.Name,
err)
}
if a[x] == asset.USDTMarginedFutures && !b.BypassConfigFormatUpgrades {
format, err := b.GetPairFormat(asset.USDTMarginedFutures, false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n",
b.Name,
err)
return
}
var enabled, avail currency.Pairs
enabled, err = b.CurrencyPairs.GetPairs(asset.USDTMarginedFutures, true)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n",
b.Name,
err)
return
}
avail, err = b.CurrencyPairs.GetPairs(asset.USDTMarginedFutures, false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get available currencies. Err %s\n",
b.Name,
err)
return
}
if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) {
var enabledPairs currency.Pairs
enabledPairs, err = currency.NewPairsFromStrings([]string{
currency.BTC.String() + format.Delimiter + currency.USDT.String(),
})
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err %s\n",
b.Name,
err)
} else {
log.Warnf(log.ExchangeSys, exchange.ResetConfigPairsWarningMessage, b.Name, a[x], enabledPairs)
forceUpdate = true
err = b.UpdatePairs(enabledPairs, a[x], true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
}
}
}
}
}
if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
if err := b.UpdateTradablePairs(ctx, forceUpdate); err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
b.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Binance) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
if !b.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, b.Name)
}
tradingStatus := "TRADING"
var pairs []currency.Pair
switch a {
case asset.Spot, asset.Margin:
info, err := b.GetExchangeInfo(ctx)
if err != nil {
return nil, err
}
pairs = make([]currency.Pair, 0, len(info.Symbols))
for x := range info.Symbols {
if info.Symbols[x].Status != tradingStatus {
continue
}
pair, err := currency.NewPairFromStrings(info.Symbols[x].BaseAsset,
info.Symbols[x].QuoteAsset)
if err != nil {
return nil, err
}
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(ctx)
if err != nil {
return nil, err
}
pairs = make([]currency.Pair, 0, len(cInfo.Symbols))
for z := range cInfo.Symbols {
if cInfo.Symbols[z].ContractStatus != tradingStatus {
continue
}
pair, err := currency.NewPairFromString(cInfo.Symbols[z].Symbol)
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
case asset.USDTMarginedFutures:
uInfo, err := b.UExchangeInfo(ctx)
if err != nil {
return nil, err
}
pairs = make([]currency.Pair, 0, len(uInfo.Symbols))
for u := range uInfo.Symbols {
if uInfo.Symbols[u].Status != tradingStatus {
continue
}
var pair currency.Pair
if uInfo.Symbols[u].ContractType == "PERPETUAL" {
pair, err = currency.NewPairFromStrings(uInfo.Symbols[u].BaseAsset,
uInfo.Symbols[u].QuoteAsset)
} else {
pair, err = currency.NewPairFromString(uInfo.Symbols[u].Symbol)
}
if err != nil {
return nil, err
}
pairs = append(pairs, pair)
}
}
return pairs, nil
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (b *Binance) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
assetTypes := b.GetAssetTypes(false)
for i := range assetTypes {
pairs, err := b.FetchTradablePairs(ctx, assetTypes[i])
if err != nil {
return err
}
err = b.UpdatePairs(pairs, assetTypes[i], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (b *Binance) UpdateTickers(ctx context.Context, a asset.Item) error {
switch a {
case asset.Spot, asset.Margin:
tick, err := b.GetTickers(ctx)
if err != nil {
return err
}
pairs, err := b.GetEnabledPairs(a)
if err != nil {
return err
}
for i := range pairs {
for y := range tick {
pairFmt, err := b.FormatExchangeCurrency(pairs[i], a)
if err != nil {
return err
}
if tick[y].Symbol != pairFmt.String() {
continue
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[y].LastPrice,
High: tick[y].HighPrice,
Low: tick[y].LowPrice,
Bid: tick[y].BidPrice,
Ask: tick[y].AskPrice,
Volume: tick[y].Volume,
QuoteVolume: tick[y].QuoteVolume,
Open: tick[y].OpenPrice,
Close: tick[y].PrevClosePrice,
Pair: pairFmt,
ExchangeName: b.Name,
AssetType: a,
})
if err != nil {
return err
}
}
}
case asset.USDTMarginedFutures:
tick, err := b.U24HTickerPriceChangeStats(ctx, currency.EMPTYPAIR)
if err != nil {
return err
}
for y := range tick {
cp, err := currency.NewPairFromString(tick[y].Symbol)
if err != nil {
return err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[y].LastPrice,
High: tick[y].HighPrice,
Low: tick[y].LowPrice,
Volume: tick[y].Volume,
QuoteVolume: tick[y].QuoteVolume,
Open: tick[y].OpenPrice,
Close: tick[y].PrevClosePrice,
Pair: cp,
ExchangeName: b.Name,
AssetType: a,
})
if err != nil {
return err
}
}
case asset.CoinMarginedFutures:
tick, err := b.GetFuturesSwapTickerChangeStats(ctx, currency.EMPTYPAIR, "")
if err != nil {
return err
}
for y := range tick {
cp, err := currency.NewPairFromString(tick[y].Symbol)
if err != nil {
return err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[y].LastPrice,
High: tick[y].HighPrice,
Low: tick[y].LowPrice,
Volume: tick[y].Volume,
QuoteVolume: tick[y].QuoteVolume,
Open: tick[y].OpenPrice,
Close: tick[y].PrevClosePrice,
Pair: cp,
ExchangeName: b.Name,
AssetType: a,
})
if err != nil {
return err
}
}
default:
return fmt.Errorf("assetType not supported: %v", a)
}
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Binance) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
switch a {
case asset.Spot, asset.Margin:
tick, err := b.GetPriceChangeStats(ctx, p)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick.LastPrice,
High: tick.HighPrice,
Low: tick.LowPrice,
Bid: tick.BidPrice,
Ask: tick.AskPrice,
Volume: tick.Volume,
QuoteVolume: tick.QuoteVolume,
Open: tick.OpenPrice,
Close: tick.PrevClosePrice,
Pair: p,
ExchangeName: b.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
case asset.USDTMarginedFutures:
tick, err := b.U24HTickerPriceChangeStats(ctx, p)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[0].LastPrice,
High: tick[0].HighPrice,
Low: tick[0].LowPrice,
Volume: tick[0].Volume,
QuoteVolume: tick[0].QuoteVolume,
Open: tick[0].OpenPrice,
Close: tick[0].PrevClosePrice,
Pair: p,
ExchangeName: b.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
case asset.CoinMarginedFutures:
tick, err := b.GetFuturesSwapTickerChangeStats(ctx, p, "")
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[0].LastPrice,
High: tick[0].HighPrice,
Low: tick[0].LowPrice,
Volume: tick[0].Volume,
QuoteVolume: tick[0].QuoteVolume,
Open: tick[0].OpenPrice,
Close: tick[0].PrevClosePrice,
Pair: p,
ExchangeName: b.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
default:
return nil, fmt.Errorf("assetType not supported: %v", a)
}
return ticker.GetTicker(b.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (b *Binance) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
tickerNew, err := ticker.GetTicker(b.Name, fPair, assetType)
if err != nil {
return b.UpdateTicker(ctx, p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (b *Binance) FetchOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
ob, err := orderbook.Get(b.Name, p, assetType)
if err != nil {
// TODO: Disconnect update orderbook functionality from fetch orderbook
// functionality across all wrappers as this mutes potential errors.
return b.UpdateOrderbook(ctx, p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Binance) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
book := &orderbook.Base{
Exchange: b.Name,
Pair: p,
Asset: assetType,
VerifyOrderbook: b.CanVerifyOrderbook,
}
var orderbookNew *OrderBook
var err error
switch assetType {
case asset.Spot, asset.Margin:
orderbookNew, err = b.GetOrderBook(ctx,
OrderBookDataRequestParams{
Symbol: p,
Limit: 1000})
case asset.USDTMarginedFutures:
orderbookNew, err = b.UFuturesOrderbook(ctx, p, 1000)
case asset.CoinMarginedFutures:
orderbookNew, err = b.GetFuturesOrderbook(ctx, p, 1000)
default:
return nil, fmt.Errorf("[%s] %w", assetType, asset.ErrNotSupported)
}
if err != nil {
return book, err
}
book.Bids = make(orderbook.Items, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
book.Bids[x] = orderbook.Item{
Amount: orderbookNew.Bids[x].Quantity,
Price: orderbookNew.Bids[x].Price,
}
}
book.Asks = make(orderbook.Items, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
book.Asks[x] = orderbook.Item{
Amount: orderbookNew.Asks[x].Quantity,
Price: orderbookNew.Asks[x].Price,
}
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(b.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// Binance exchange
func (b *Binance) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var acc account.SubAccount
acc.AssetType = assetType
info.Exchange = b.Name
switch assetType {
case asset.Spot:
raw, err := b.GetAccount(ctx)
if err != nil {
return info, err
}
var currencyBalance []account.Balance
for i := range raw.Balances {
free := raw.Balances[i].Free.InexactFloat64()
locked := raw.Balances[i].Locked.InexactFloat64()
currencyBalance = append(currencyBalance, account.Balance{
Currency: currency.NewCode(raw.Balances[i].Asset),
Total: free + locked,
Hold: locked,
Free: free,
})
}
acc.Currencies = currencyBalance
case asset.CoinMarginedFutures:
accData, err := b.GetFuturesAccountInfo(ctx)
if err != nil {
return info, err
}
var currencyDetails []account.Balance
for i := range accData.Assets {
currencyDetails = append(currencyDetails, account.Balance{
Currency: currency.NewCode(accData.Assets[i].Asset),
Total: accData.Assets[i].WalletBalance,
Hold: accData.Assets[i].WalletBalance - accData.Assets[i].AvailableBalance,
Free: accData.Assets[i].AvailableBalance,
})
}
acc.Currencies = currencyDetails
case asset.USDTMarginedFutures:
accData, err := b.UAccountBalanceV2(ctx)
if err != nil {
return info, err
}
accountCurrencyDetails := make(map[string][]account.Balance)
for i := range accData {
currencyDetails := accountCurrencyDetails[accData[i].AccountAlias]
accountCurrencyDetails[accData[i].AccountAlias] = append(
currencyDetails, account.Balance{
Currency: currency.NewCode(accData[i].Asset),
Total: accData[i].Balance,
Hold: accData[i].Balance - accData[i].AvailableBalance,
Free: accData[i].AvailableBalance,
},
)
}
if info.Accounts, err = account.CollectBalances(accountCurrencyDetails, assetType); err != nil {
return account.Holdings{}, err
}
case asset.Margin:
accData, err := b.GetMarginAccount(ctx)
if err != nil {
return info, err
}
var currencyDetails []account.Balance
for i := range accData.UserAssets {
currencyDetails = append(currencyDetails, account.Balance{
Currency: currency.NewCode(accData.UserAssets[i].Asset),
Total: accData.UserAssets[i].Free + accData.UserAssets[i].Locked,
Hold: accData.UserAssets[i].Locked,
Free: accData.UserAssets[i].Free,
AvailableWithoutBorrow: accData.UserAssets[i].Free - accData.UserAssets[i].Borrowed,
Borrowed: accData.UserAssets[i].Borrowed,
})
}
acc.Currencies = currencyDetails
default:
return info, fmt.Errorf("%v assetType not supported", assetType)
}
acc.AssetType = assetType
info.Accounts = append(info.Accounts, acc)
creds, err := b.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
if err := account.Process(&info, creds); err != nil {
return account.Holdings{}, err
}
return info, nil
}
// FetchAccountInfo retrieves balances for all enabled currencies
func (b *Binance) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
creds, err := b.GetCredentials(ctx)
if err != nil {
return account.Holdings{}, err
}
acc, err := account.GetHoldings(b.Name, creds, assetType)
if err != nil {
return b.UpdateAccountInfo(ctx, assetType)
}
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Binance) GetFundingHistory(ctx context.Context) ([]exchange.FundHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *Binance) GetWithdrawalsHistory(ctx context.Context, c currency.Code, a asset.Item) (resp []exchange.WithdrawalHistory, err error) {
w, err := b.WithdrawHistory(ctx, c, "", time.Time{}, time.Time{}, 0, 10000)
if err != nil {
return nil, err
}
for i := range w {
tm, err := time.Parse(binanceSAPITimeLayout, w[i].ApplyTime)
if err != nil {
return nil, err
}
resp = append(resp, exchange.WithdrawalHistory{
Status: strconv.FormatInt(w[i].Status, 10),
TransferID: w[i].ID,
Currency: w[i].Coin,
Amount: w[i].Amount,
Fee: w[i].TransactionFee,
CryptoToAddress: w[i].Address,
CryptoTxID: w[i].TransactionID,
CryptoChain: w[i].Network,
Timestamp: tm,
})
}
return resp, nil
}
// GetRecentTrades returns the most recent trades for a currency and asset
func (b *Binance) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
const limit = 1000
tradeData, err := b.GetMostRecentTrades(ctx,
RecentTradeRequestParams{p, limit})
if err != nil {
return nil, err
}
resp := make([]trade.Data, len(tradeData))
for i := range tradeData {
resp[i] = trade.Data{
TID: strconv.FormatInt(tradeData[i].ID, 10),
Exchange: b.Name,
CurrencyPair: p,
AssetType: assetType,
Price: tradeData[i].Price,
Amount: tradeData[i].Quantity,
Timestamp: tradeData[i].Time,
}
}
if b.IsSaveTradeDataEnabled() {
err := trade.AddTradesToBuffer(b.Name, resp...)
if err != nil {
return nil, err
}
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (b *Binance) GetHistoricTrades(ctx context.Context, p currency.Pair, a asset.Item, from, to time.Time) ([]trade.Data, error) {
req := AggregatedTradeRequestParams{
Symbol: p,
StartTime: from,
EndTime: to,
}
trades, err := b.GetAggregatedTrades(ctx, &req)
if err != nil {
return nil, err
}
result := make([]trade.Data, len(trades))
exName := b.GetName()
for i := range trades {
t := trades[i].toTradeData(p, exName, a)
result[i] = *t
}
return result, nil
}
func (a *AggregatedTrade) toTradeData(p currency.Pair, exchange string, aType asset.Item) *trade.Data {
return &trade.Data{
CurrencyPair: p,
TID: strconv.FormatInt(a.ATradeID, 10),
Amount: a.Quantity,
Exchange: exchange,
Price: a.Price,
Timestamp: a.TimeStamp,
AssetType: aType,
Side: order.AnySide,
}
}
// SubmitOrder submits a new order
func (b *Binance) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
if err := s.Validate(); err != nil {
return nil, err
}
var orderID string
status := order.New
var trades []order.TradeHistory
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:
if s.ImmediateOrCancel {
timeInForce = BinanceRequestParamsTimeIOC
}
requestParamsOrderType = BinanceRequestParamsOrderLimit
default:
return nil, errors.New("unsupported order type")
}
var orderRequest = NewOrderRequest{
Symbol: s.Pair,
Side: sideType,
Price: s.Price,
Quantity: s.Amount,
TradeType: requestParamsOrderType,
TimeInForce: timeInForce,
NewClientOrderID: s.ClientOrderID,
}
response, err := b.NewOrder(ctx, &orderRequest)
if err != nil {
return nil, err
}
orderID = strconv.FormatInt(response.OrderID, 10)
if response.ExecutedQty == response.OrigQty {
status = order.Filled
}
trades = make([]order.TradeHistory, len(response.Fills))
for i := range response.Fills {
trades[i] = 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 nil, fmt.Errorf("invalid side")
}
var (
oType string
timeInForce RequestParamsTimeForceType
)
switch s.Type {
case order.Limit:
oType = cfuturesLimit
timeInForce = BinanceRequestParamsTimeGTC
case order.Market:
oType = cfuturesMarket
case order.Stop:
oType = cfuturesStop
case order.TakeProfit:
oType = cfuturesTakeProfit
case order.StopMarket:
oType = cfuturesStopMarket
case order.TakeProfitMarket:
oType = cfuturesTakeProfitMarket
case order.TrailingStop:
oType = cfuturesTrailingStopMarket
default:
return nil, errors.New("invalid type, check api docs for updates")
}
o, err := b.FuturesNewOrder(
ctx,
&FuturesNewOrderRequest{
Symbol: s.Pair,
Side: reqSide,
OrderType: oType,
TimeInForce: timeInForce,
NewClientOrderID: s.ClientOrderID,
Quantity: s.Amount,
Price: s.Price,
ReduceOnly: s.ReduceOnly,
},
)
if err != nil {
return nil, err
}
orderID = strconv.FormatInt(o.OrderID, 10)
case asset.USDTMarginedFutures:
var reqSide string
switch s.Side {
case order.Buy:
reqSide = "BUY"
case order.Sell:
reqSide = "SELL"
default:
return nil, 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 nil, errors.New("invalid type, check api docs for updates")
}
order, err := b.UFuturesNewOrder(ctx,
&UFuturesNewOrderRequest{
Symbol: s.Pair,
Side: reqSide,
OrderType: oType,
TimeInForce: "GTC",
NewClientOrderID: s.ClientOrderID,
Quantity: s.Amount,
Price: s.Price,
ReduceOnly: s.ReduceOnly,
},
)
if err != nil {
return nil, err
}
orderID = strconv.FormatInt(order.OrderID, 10)
default:
return nil, fmt.Errorf("assetType not supported")
}
resp, err := s.DeriveSubmitResponse(orderID)
if err != nil {
return nil, err
}
resp.Trades = trades
resp.Status = status
return resp, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Binance) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Binance) CancelOrder(ctx context.Context, o *order.Cancel) error {
if err := o.Validate(o.StandardCancel()); err != nil {
return err
}
switch o.AssetType {
case asset.Spot, asset.Margin:
orderIDInt, err := strconv.ParseInt(o.OrderID, 10, 64)
if err != nil {
return err
}
_, err = b.CancelExistingOrder(ctx,
o.Pair,
orderIDInt,
o.AccountID)
if err != nil {
return err
}
case asset.CoinMarginedFutures:
_, err := b.FuturesCancelOrder(ctx, o.Pair, o.OrderID, "")
if err != nil {
return err
}
case asset.USDTMarginedFutures:
_, err := b.UCancelOrder(ctx, o.Pair, o.OrderID, "")
if err != nil {
return err
}
}
return nil
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *Binance) CancelBatchOrders(ctx context.Context, o []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Binance) CancelAllOrders(ctx context.Context, req *order.Cancel) (order.CancelAllResponse, error) {
if err := req.Validate(); err != nil {
return order.CancelAllResponse{}, err
}
var cancelAllOrdersResponse order.CancelAllResponse
cancelAllOrdersResponse.Status = make(map[string]string)
switch req.AssetType {
case asset.Spot, asset.Margin:
openOrders, err := b.OpenOrders(ctx, req.Pair)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range openOrders {
_, err = b.CancelExistingOrder(ctx,
req.Pair,
openOrders[i].OrderID,
"")
if err != nil {
cancelAllOrdersResponse.Status[strconv.FormatInt(openOrders[i].OrderID, 10)] = err.Error()
}
}
case asset.CoinMarginedFutures:
if req.Pair.IsEmpty() {
enabledPairs, err := b.GetEnabledPairs(asset.CoinMarginedFutures)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range enabledPairs {
_, err = b.FuturesCancelAllOpenOrders(ctx, enabledPairs[i])
if err != nil {
return cancelAllOrdersResponse, err
}
}
} else {
_, err := b.FuturesCancelAllOpenOrders(ctx, req.Pair)
if err != nil {
return cancelAllOrdersResponse, err
}
}
case asset.USDTMarginedFutures:
if req.Pair.IsEmpty() {
enabledPairs, err := b.GetEnabledPairs(asset.USDTMarginedFutures)
if err != nil {
return cancelAllOrdersResponse, err
}
for i := range enabledPairs {
_, err = b.UCancelAllOpenOrders(ctx, enabledPairs[i])
if err != nil {
return cancelAllOrdersResponse, err
}
}
} else {
_, err := b.UCancelAllOpenOrders(ctx, req.Pair)
if err != nil {
return cancelAllOrdersResponse, err
}
}
default:
return cancelAllOrdersResponse, fmt.Errorf("assetType not supported: %v", req.AssetType)
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (b *Binance) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) {
var respData order.Detail
orderIDInt, err := strconv.ParseInt(orderID, 10, 64)
if err != nil {
return respData, err
}
switch assetType {
case asset.Spot:
resp, err := b.QueryOrder(ctx, pair, "", orderIDInt)
if err != nil {
return respData, err
}
var side order.Side
side, err = order.StringToOrderSide(resp.Side)
if err != nil {
return respData, err
}
status, err := order.StringToOrderStatus(resp.Status)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
orderType := order.Limit
if resp.Type == "MARKET" {
orderType = order.Market
}
return order.Detail{
Amount: resp.OrigQty,
Exchange: b.Name,
OrderID: strconv.FormatInt(resp.OrderID, 10),
ClientOrderID: resp.ClientOrderID,
Side: side,
Type: orderType,
Pair: pair,
Cost: resp.CummulativeQuoteQty,
AssetType: assetType,
Status: status,
Price: resp.Price,
ExecutedAmount: resp.ExecutedQty,
Date: resp.Time,
LastUpdated: resp.UpdateTime,
}, nil
case asset.CoinMarginedFutures:
orderData, err := b.FuturesOpenOrderData(ctx, pair, orderID, "")
if err != nil {
return respData, err
}
var feeBuilder exchange.FeeBuilder
feeBuilder.Amount = orderData.ExecutedQuantity
feeBuilder.PurchasePrice = orderData.AveragePrice
feeBuilder.Pair = pair
fee, err := b.GetFee(ctx, &feeBuilder)
if err != nil {
return respData, err
}
orderVars := compatibleOrderVars(orderData.Side, orderData.Status, orderData.OrderType)
respData.Amount = orderData.OriginalQuantity
respData.AssetType = assetType
respData.ClientOrderID = orderData.ClientOrderID
respData.Exchange = b.Name
respData.ExecutedAmount = orderData.ExecutedQuantity
respData.Fee = fee
respData.OrderID = orderID
respData.Pair = pair
respData.Price = orderData.Price
respData.RemainingAmount = orderData.OriginalQuantity - orderData.ExecutedQuantity
respData.Side = orderVars.Side
respData.Status = orderVars.Status
respData.Type = orderVars.OrderType
respData.Date = orderData.Time
respData.LastUpdated = orderData.UpdateTime
case asset.USDTMarginedFutures:
orderData, err := b.UGetOrderData(ctx, pair, orderID, "")
if err != nil {
return respData, err
}
var feeBuilder exchange.FeeBuilder
feeBuilder.Amount = orderData.ExecutedQuantity
feeBuilder.PurchasePrice = orderData.AveragePrice
feeBuilder.Pair = pair
fee, err := b.GetFee(ctx, &feeBuilder)
if err != nil {
return respData, err
}
orderVars := compatibleOrderVars(orderData.Side, orderData.Status, orderData.OrderType)
respData.Amount = orderData.OriginalQuantity
respData.AssetType = assetType
respData.ClientOrderID = orderData.ClientOrderID
respData.Exchange = b.Name
respData.ExecutedAmount = orderData.ExecutedQuantity
respData.Fee = fee
respData.OrderID = orderID
respData.Pair = pair
respData.Price = orderData.Price
respData.RemainingAmount = orderData.OriginalQuantity - orderData.ExecutedQuantity
respData.Side = orderVars.Side
respData.Status = orderVars.Status
respData.Type = orderVars.OrderType
respData.Date = orderData.Time
respData.LastUpdated = orderData.UpdateTime
default:
return respData, fmt.Errorf("assetType %s not supported", assetType)
}
return respData, nil
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Binance) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, chain string) (*deposit.Address, error) {
addr, err := b.GetDepositAddressForCurrency(ctx, cryptocurrency.String(), chain)
if err != nil {
return nil, err
}
return &deposit.Address{
Address: addr.Address,
Tag: addr.Tag,
}, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Binance) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
if err := withdrawRequest.Validate(); err != nil {
return nil, err
}
amountStr := strconv.FormatFloat(withdrawRequest.Amount, 'f', -1, 64)
v, err := b.WithdrawCrypto(ctx,
withdrawRequest.Currency.String(),
"", // withdrawal order ID
withdrawRequest.Crypto.Chain,
withdrawRequest.Crypto.Address,
withdrawRequest.Crypto.AddressTag,
withdrawRequest.Description,
amountStr,
false)
if err != nil {
return nil, err
}
return &withdraw.ExchangeResponse{
ID: v,
}, nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Binance) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Binance) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Binance) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
if feeBuilder == nil {
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
}
if (!b.AreCredentialsValid(ctx) || b.SkipAuthCheck) && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(ctx, feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Binance) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
if len(req.Pairs) == 0 || len(req.Pairs) >= 40 {
// sending an empty currency pair retrieves data for all currencies
req.Pairs = append(req.Pairs, currency.EMPTYPAIR)
}
var orders []order.Detail
for i := range req.Pairs {
switch req.AssetType {
case asset.Spot, asset.Margin:
resp, err := b.OpenOrders(ctx, req.Pairs[i])
if err != nil {
return nil, err
}
for x := range resp {
var side order.Side
side, err = order.StringToOrderSide(resp[x].Side)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
var orderType order.Type
orderType, err = order.StringToOrderType(resp[x].Type)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
orderStatus, err := order.StringToOrderStatus(resp[x].Status)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
orders = append(orders, order.Detail{
Amount: resp[x].OrigQty,
Date: resp[x].Time,
Exchange: b.Name,
OrderID: strconv.FormatInt(resp[x].OrderID, 10),
ClientOrderID: resp[x].ClientOrderID,
Side: side,
Type: orderType,
Price: resp[x].Price,
Status: orderStatus,
Pair: req.Pairs[i],
AssetType: req.AssetType,
LastUpdated: resp[x].UpdateTime,
})
}
case asset.CoinMarginedFutures:
openOrders, err := b.GetFuturesAllOpenOrders(ctx, req.Pairs[i], "")
if err != nil {
return nil, err
}
for y := range openOrders {
var feeBuilder exchange.FeeBuilder
feeBuilder.Amount = openOrders[y].ExecutedQty
feeBuilder.PurchasePrice = openOrders[y].AvgPrice
feeBuilder.Pair = req.Pairs[i]
fee, err := b.GetFee(ctx, &feeBuilder)
if err != nil {
return orders, err
}
orderVars := compatibleOrderVars(openOrders[y].Side, openOrders[y].Status, openOrders[y].OrderType)
orders = append(orders, order.Detail{
Price: openOrders[y].Price,
Amount: openOrders[y].OrigQty,
ExecutedAmount: openOrders[y].ExecutedQty,
RemainingAmount: openOrders[y].OrigQty - openOrders[y].ExecutedQty,
Fee: fee,
Exchange: b.Name,
OrderID: strconv.FormatInt(openOrders[y].OrderID, 10),
ClientOrderID: openOrders[y].ClientOrderID,
Type: orderVars.OrderType,
Side: orderVars.Side,
Status: orderVars.Status,
Pair: req.Pairs[i],
AssetType: asset.CoinMarginedFutures,
Date: openOrders[y].Time,
LastUpdated: openOrders[y].UpdateTime,
})
}
case asset.USDTMarginedFutures:
openOrders, err := b.UAllAccountOpenOrders(ctx, req.Pairs[i])
if err != nil {
return nil, err
}
for y := range openOrders {
var feeBuilder exchange.FeeBuilder
feeBuilder.Amount = openOrders[y].ExecutedQuantity
feeBuilder.PurchasePrice = openOrders[y].AveragePrice
feeBuilder.Pair = req.Pairs[i]
fee, err := b.GetFee(ctx, &feeBuilder)
if err != nil {
return orders, err
}
orderVars := compatibleOrderVars(openOrders[y].Side, openOrders[y].Status, openOrders[y].OrderType)
orders = append(orders, order.Detail{
Price: openOrders[y].Price,
Amount: openOrders[y].OriginalQuantity,
ExecutedAmount: openOrders[y].ExecutedQuantity,
RemainingAmount: openOrders[y].OriginalQuantity - openOrders[y].ExecutedQuantity,
Fee: fee,
Exchange: b.Name,
OrderID: 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")
}
}
return req.Filter(b.Name, orders), nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Binance) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
}
if len(req.Pairs) == 0 {
return nil, errors.New("at least one currency is required to fetch order history")
}
var orders []order.Detail
switch req.AssetType {
case asset.Spot, asset.Margin:
for x := range req.Pairs {
resp, err := b.AllOrders(ctx,
req.Pairs[x],
"",
"1000")
if err != nil {
return nil, err
}
for i := range resp {
var side order.Side
side, err = order.StringToOrderSide(resp[i].Side)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
var orderType order.Type
orderType, err = order.StringToOrderType(resp[i].Type)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
orderStatus, err := order.StringToOrderStatus(resp[i].Status)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
// New orders are covered in GetOpenOrders
if orderStatus == order.New {
continue
}
var cost float64
// For some historical orders cummulativeQuoteQty will be < 0,
// meaning the data is not available at this time.
if resp[i].CummulativeQuoteQty > 0 {
cost = resp[i].CummulativeQuoteQty
}
detail := order.Detail{
Amount: resp[i].OrigQty,
ExecutedAmount: resp[i].ExecutedQty,
RemainingAmount: resp[i].OrigQty - resp[i].ExecutedQty,
Cost: cost,
CostAsset: req.Pairs[x].Quote,
Date: resp[i].Time,
LastUpdated: resp[i].UpdateTime,
Exchange: b.Name,
OrderID: strconv.FormatInt(resp[i].OrderID, 10),
Side: side,
Type: orderType,
Price: resp[i].Price,
Pair: req.Pairs[x],
Status: orderStatus,
}
detail.InferCostsAndTimes()
orders = append(orders, detail)
}
}
case asset.CoinMarginedFutures:
for i := range req.Pairs {
var orderHistory []FuturesOrderData
var err error
switch {
case !req.StartTime.IsZero() && !req.EndTime.IsZero() && req.OrderID == "":
if req.EndTime.Before(req.StartTime) {
return nil, errors.New("endTime cannot be before startTime")
}
if time.Since(req.StartTime) > time.Hour*24*30 {
return nil, fmt.Errorf("can only fetch orders 30 days out")
}
orderHistory, err = b.GetAllFuturesOrders(ctx,
req.Pairs[i], "", req.StartTime, req.EndTime, 0, 0)
if err != nil {
return nil, err
}
case req.OrderID != "" && req.StartTime.IsZero() && req.EndTime.IsZero():
fromID, err := strconv.ParseInt(req.OrderID, 10, 64)
if err != nil {
return nil, err
}
orderHistory, err = b.GetAllFuturesOrders(ctx,
req.Pairs[i], "", time.Time{}, time.Time{}, fromID, 0)
if err != nil {
return nil, err
}
default:
return nil, fmt.Errorf("invalid combination of input params")
}
for y := range orderHistory {
var feeBuilder exchange.FeeBuilder
feeBuilder.Amount = orderHistory[y].ExecutedQty
feeBuilder.PurchasePrice = orderHistory[y].AvgPrice
feeBuilder.Pair = req.Pairs[i]
fee, err := b.GetFee(ctx, &feeBuilder)
if err != nil {
return orders, err
}
orderVars := compatibleOrderVars(orderHistory[y].Side, orderHistory[y].Status, orderHistory[y].OrderType)
orders = append(orders, order.Detail{
Price: orderHistory[y].Price,
Amount: orderHistory[y].OrigQty,
ExecutedAmount: orderHistory[y].ExecutedQty,
RemainingAmount: orderHistory[y].OrigQty - orderHistory[y].ExecutedQty,
Fee: fee,
Exchange: b.Name,
OrderID: strconv.FormatInt(orderHistory[y].OrderID, 10),
ClientOrderID: orderHistory[y].ClientOrderID,
Type: orderVars.OrderType,
Side: orderVars.Side,
Status: orderVars.Status,
Pair: req.Pairs[i],
AssetType: asset.CoinMarginedFutures,
Date: orderHistory[y].Time,
})
}
}
case asset.USDTMarginedFutures:
for i := range req.Pairs {
var orderHistory []UFuturesOrderData
var err error
switch {
case !req.StartTime.IsZero() && !req.EndTime.IsZero() && req.OrderID == "":
if req.EndTime.Before(req.StartTime) {
return nil, errors.New("endTime cannot be before startTime")
}
if time.Since(req.StartTime) > time.Hour*24*7 {
return nil, fmt.Errorf("can only fetch orders 7 days out")
}
orderHistory, err = b.UAllAccountOrders(ctx,
req.Pairs[i], 0, 0, req.StartTime, req.EndTime)
if err != nil {
return nil, err
}
case req.OrderID != "" && req.StartTime.IsZero() && req.EndTime.IsZero():
fromID, err := strconv.ParseInt(req.OrderID, 10, 64)
if err != nil {
return nil, err
}
orderHistory, err = b.UAllAccountOrders(ctx,
req.Pairs[i], fromID, 0, time.Time{}, time.Time{})
if err != nil {
return nil, err
}
default:
return nil, fmt.Errorf("invalid combination of input params")
}
for y := range orderHistory {
var feeBuilder exchange.FeeBuilder
feeBuilder.Amount = orderHistory[y].ExecutedQty
feeBuilder.PurchasePrice = orderHistory[y].AvgPrice
feeBuilder.Pair = req.Pairs[i]
fee, err := b.GetFee(ctx, &feeBuilder)
if err != nil {
return orders, err
}
orderVars := compatibleOrderVars(orderHistory[y].Side, orderHistory[y].Status, orderHistory[y].OrderType)
orders = append(orders, order.Detail{
Price: orderHistory[y].Price,
Amount: orderHistory[y].OrigQty,
ExecutedAmount: orderHistory[y].ExecutedQty,
RemainingAmount: orderHistory[y].OrigQty - orderHistory[y].ExecutedQty,
Fee: fee,
Exchange: b.Name,
OrderID: 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")
}
return req.Filter(b.Name, orders), nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *Binance) ValidateCredentials(ctx context.Context, assetType asset.Item) error {
_, err := b.UpdateAccountInfo(ctx, assetType)
return b.CheckTransientError(err)
}
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (b *Binance) FormatExchangeKlineInterval(interval kline.Interval) string {
switch interval {
case kline.OneDay:
return "1d"
case kline.ThreeDay:
return "3d"
case kline.OneWeek:
return "1w"
case kline.OneMonth:
return "1M"
default:
return interval.Short()
}
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *Binance) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := b.GetKlineRequest(pair, a, interval, start, end, false)
if err != nil {
return nil, err
}
if a != asset.Spot {
// TODO: Add support for other asset types.
return nil, common.ErrNotYetImplemented
}
candles, err := b.GetSpotKline(ctx, &KlinesRequestParams{
Interval: b.FormatExchangeKlineInterval(req.ExchangeInterval),
Symbol: req.Pair,
StartTime: req.Start,
EndTime: req.End,
Limit: int(req.RequestLimit),
})
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, len(candles))
for x := range candles {
timeSeries[x] = 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,
}
}
return req.ProcessResponse(timeSeries)
}
// GetHistoricCandlesExtended returns candles between a time period for a set
// time interval
func (b *Binance) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := b.GetKlineExtendedRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
if a != asset.Spot {
// TODO: Add support for other asset types.
return nil, common.ErrNotYetImplemented
}
timeSeries := make([]kline.Candle, 0, req.Size())
for x := range req.RangeHolder.Ranges {
var candles []CandleStick
candles, err = b.GetSpotKline(ctx, &KlinesRequestParams{
Interval: b.FormatExchangeKlineInterval(req.ExchangeInterval),
Symbol: req.Pair,
StartTime: req.RangeHolder.Ranges[x].Start.Time,
EndTime: req.RangeHolder.Ranges[x].End.Time,
Limit: int(req.RequestLimit),
})
if err != nil {
return nil, err
}
for i := range candles {
timeSeries = append(timeSeries, 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,
})
}
}
return req.ProcessResponse(timeSeries)
}
func compatibleOrderVars(side, status, orderType string) OrderVars {
var resp OrderVars
switch side {
case order.Buy.String():
resp.Side = order.Buy
case order.Sell.String():
resp.Side = order.Sell
default:
resp.Side = order.UnknownSide
}
switch status {
case "NEW":
resp.Status = order.New
case "PARTIALLY_FILLED":
resp.Status = order.PartiallyFilled
case "FILLED":
resp.Status = order.Filled
case "CANCELED":
resp.Status = order.Cancelled
case "EXPIRED":
resp.Status = order.Expired
case "NEW_ADL":
resp.Status = order.AutoDeleverage
default:
resp.Status = order.UnknownStatus
}
switch orderType {
case "MARKET":
resp.OrderType = order.Market
case "LIMIT":
resp.OrderType = order.Limit
case "STOP":
resp.OrderType = order.Stop
case "TAKE_PROFIT":
resp.OrderType = order.TakeProfit
case "LIQUIDATION":
resp.OrderType = order.Liquidation
default:
resp.OrderType = order.UnknownType
}
return resp
}
// UpdateOrderExecutionLimits sets exchange executions for a required asset type
func (b *Binance) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
var limits []order.MinMaxLevel
var err error
switch a {
case asset.Spot:
limits, err = b.FetchSpotExchangeLimits(ctx)
case asset.USDTMarginedFutures:
limits, err = b.FetchUSDTMarginExchangeLimits(ctx)
case asset.CoinMarginedFutures:
limits, err = b.FetchCoinMarginExchangeLimits(ctx)
case asset.Margin:
if err = b.CurrencyPairs.IsAssetEnabled(asset.Spot); err != nil {
limits, err = b.FetchSpotExchangeLimits(ctx)
} else {
return nil
}
default:
err = fmt.Errorf("unhandled asset type %s", a)
}
if err != nil {
return fmt.Errorf("cannot update exchange execution limits: %v", err)
}
return b.LoadLimits(limits)
}
// GetAvailableTransferChains returns the available transfer blockchains for the specific
// cryptocurrency
func (b *Binance) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
coinInfo, err := b.GetAllCoinsInfo(ctx)
if err != nil {
return nil, err
}
var availableChains []string
for x := range coinInfo {
if strings.EqualFold(coinInfo[x].Coin, cryptocurrency.String()) {
for y := range coinInfo[x].NetworkList {
availableChains = append(availableChains, coinInfo[x].NetworkList[y].Network)
}
}
}
return availableChains, nil
}
// FormatExchangeCurrency is a method that formats and returns a currency pair
// based on the user currency display preferences
// overrides default implementation to use optional delimiter
func (b *Binance) FormatExchangeCurrency(p currency.Pair, a asset.Item) (currency.Pair, error) {
pairFmt, err := b.GetPairFormat(a, true)
if err != nil {
return currency.EMPTYPAIR, err
}
if a == asset.USDTMarginedFutures {
return b.formatUSDTMarginedFuturesPair(p, pairFmt), nil
}
return p.Format(pairFmt), nil
}
// FormatSymbol formats the given pair to a string suitable for exchange API requests
// overrides default implementation to use optional delimiter
func (b *Binance) FormatSymbol(p currency.Pair, a asset.Item) (string, error) {
pairFmt, err := b.GetPairFormat(a, true)
if err != nil {
return p.String(), err
}
if a == asset.USDTMarginedFutures {
p = b.formatUSDTMarginedFuturesPair(p, pairFmt)
return p.String(), nil
}
return pairFmt.Format(p), nil
}
// formatUSDTMarginedFuturesPair Binance USDTMarginedFutures pairs have a delimiter
// only if the contract has an expiry date
func (b *Binance) formatUSDTMarginedFuturesPair(p currency.Pair, pairFmt currency.PairFormat) currency.Pair {
quote := p.Quote.String()
for _, c := range quote {
if c < '0' || c > '9' {
// character rune is alphabetic, cannot be expiring contract
return p.Format(pairFmt)
}
}
pairFmt.Delimiter = currency.UnderscoreDelimiter
return p.Format(pairFmt)
}
// GetServerTime returns the current exchange server time.
func (b *Binance) GetServerTime(ctx context.Context, ai asset.Item) (time.Time, error) {
switch ai {
case asset.USDTMarginedFutures:
return b.UServerTime(ctx)
case asset.Spot:
info, err := b.GetExchangeInfo(ctx)
if err != nil {
return time.Time{}, err
}
return info.Servertime, nil
case asset.CoinMarginedFutures:
info, err := b.FuturesExchangeInfo(ctx)
if err != nil {
return time.Time{}, err
}
return time.UnixMilli(info.ServerTime), nil
}
return time.Time{}, fmt.Errorf("%s %w", ai, asset.ErrNotSupported)
}