Files
gocryptotrader/exchanges/binance/binance_wrapper.go
Donald Adu-Poku 82c79a9287 stream: set connection monitor delay. (#1120)
* stream: set connection monitor delay.

- this fixes a bug where the connection monitor delay config value does not
get set to the websocket on intialization.

* multi: add connection monitor delay to exchange config.

- this adds the connection monitor delay config option to the exchange type.
- the validate function of the exchange type has been updated to validate the
connection monitor delay value as well.

* multi: resolve review issues.
2023-01-31 09:21:51 +11:00

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() (*config.Exchange, error) {
b.SetDefaults()
exchCfg := new(config.Exchange)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(context.TODO(), true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets the basic defaults for Binance
func (b *Binance) SetDefaults() {
b.Name = "Binance"
b.Enabled = true
b.Verbose = true
b.API.CredentialsValidator.RequiresKey = true
b.API.CredentialsValidator.RequiresSecret = true
b.SetValues()
fmt1 := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: true},
ConfigFormat: &currency.PairFormat{
Delimiter: currency.DashDelimiter,
Uppercase: true,
},
}
coinFutures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.UnderscoreDelimiter,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.UnderscoreDelimiter,
},
}
usdtFutures := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: currency.UnderscoreDelimiter,
},
}
err := b.StoreAssetPairFormat(asset.Spot, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.StoreAssetPairFormat(asset.Margin, fmt1)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.DisableAssetWebsocketSupport(asset.Margin)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.StoreAssetPairFormat(asset.CoinMarginedFutures, coinFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.DisableAssetWebsocketSupport(asset.CoinMarginedFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.StoreAssetPairFormat(asset.USDTMarginedFutures, usdtFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = b.DisableAssetWebsocketSupport(asset.USDTMarginedFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: protocol.Features{
TickerBatching: true,
TickerFetching: true,
KlineFetching: true,
OrderbookFetching: true,
AutoPairUpdates: true,
AccountInfo: true,
CryptoDeposit: true,
CryptoWithdrawal: true,
GetOrder: true,
GetOrders: true,
CancelOrders: true,
CancelOrder: true,
SubmitOrder: true,
DepositHistory: true,
WithdrawalHistory: true,
TradeFetching: true,
UserTradeHistory: true,
TradeFee: true,
CryptoWithdrawalFee: true,
MultiChainDeposits: true,
MultiChainWithdrawals: true,
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.OneMin,
kline.ThreeMin,
kline.FiveMin,
kline.FifteenMin,
kline.ThirtyMin,
kline.OneHour,
kline.TwoHour,
kline.FourHour,
kline.SixHour,
kline.EightHour,
kline.TwelveHour,
kline.OneDay,
kline.ThreeDay,
kline.OneWeek,
kline.OneMonth,
),
ResultLimit: 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(wg *sync.WaitGroup) error {
if wg == nil {
return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
}
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
return nil
}
// Run implements the Binance wrapper
func (b *Binance) Run() {
if b.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s. (url: %s).\n",
b.Name,
common.IsEnabled(b.Websocket.IsEnabled()),
b.Websocket.GetWebsocketURL())
b.PrintEnabledPairs()
}
forceUpdate := false
a := b.GetAssetTypes(true)
for x := range a {
if err := b.UpdateOrderExecutionLimits(context.TODO(), a[x]); err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to set exchange order execution limits. Err: %v",
b.Name,
err)
}
if a[x] == asset.USDTMarginedFutures && !b.BypassConfigFormatUpgrades {
format, err := b.GetPairFormat(asset.USDTMarginedFutures, false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n",
b.Name,
err)
return
}
var enabled, avail currency.Pairs
enabled, err = b.CurrencyPairs.GetPairs(asset.USDTMarginedFutures, true)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n",
b.Name,
err)
return
}
avail, err = b.CurrencyPairs.GetPairs(asset.USDTMarginedFutures, false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get available currencies. Err %s\n",
b.Name,
err)
return
}
if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) {
var enabledPairs currency.Pairs
enabledPairs, err = currency.NewPairsFromStrings([]string{
currency.BTC.String() + format.Delimiter + currency.USDT.String(),
})
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err %s\n",
b.Name,
err)
} else {
log.Warnf(log.ExchangeSys, exchange.ResetConfigPairsWarningMessage, b.Name, a[x], enabledPairs)
forceUpdate = true
err = b.UpdatePairs(enabledPairs, a[x], true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
}
}
}
}
}
if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
if err := b.UpdateTradablePairs(context.TODO(), forceUpdate); err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
b.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Binance) FetchTradablePairs(ctx context.Context, a asset.Item) (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)
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(b.Features.Enabled.Kline.ResultLimit),
})
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(b.Features.Enabled.Kline.ResultLimit),
})
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)
}