mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-15 23:16:48 +00:00
* Websocket: Remove IsInit and simplify SetProxyAddress IsInit was basically the same as IsConnected. Any time Connect was called both would be set to true. Any time we had a disconnect they'd both be set to false Shutdown() incorrectly didn't setInit(false) SetProxyAddress simplified to only reconnect a connected Websocket. Any other state means it hasn't been Connected, or it's about to reconnect anyway. There's no handling for IsConnecting previously, either, so I've wrapped that behind the main mutex. * Websocket: Expand and Assertify tests * Websocket: Simplify state transistions * Websocket: Simplify Connecting/Connected state * Websocket: Tests and errors for websocket * Websocket: Make WebsocketNotEnabled a real error This allows for testing and avoids the repetition. If each returned error is a error.New() you can never use errors.Is() * Websocket: Add more testable errors * Websocket: Improve GenerateMessageID test Testing just the last id doesn't feel very robust * Websocket: Protect Setup() from races * Websocket: Use atomics instead of mutex This was spurred by looking at the setState call in trafficMonitor and the effect on blocking and efficiency. With the new atomic types in Go 1.19, and the small types in use here, atomics should be safe for our usage. bools should be truly atomic, and uint32 is atomic when the accepted value range is less than one byte/uint8 since that can be written atomicly by concurrent processors. Maybe that's not even a factor any more, however we don't even have to worry enough to check. * Websocket: Fix and simplify traffic monitor trafficMonitor had a check throttle at the end of the for loop to stop it just gobbling the (blocking) trafficAlert channel non-stop. That makes sense, except that nothing is sent to the trafficAlert channel if there's no listener. So that means that it's out by one second on the trafficAlert, because any traffic received during the pause is doesn't try to send a traffic alert. The unstopped timer is deliberately leaked for later GC when shutdown. It won't delay/block anything, and it's a trivial memory leak during an infrequent event. Deliberately Choosing to recreate the timer each time instead of using Stop, drain and reset * Websocket: Split traficMonitor test on behaviours * Websocket: Remove trafficMonitor connected status trafficMonitor does not need to set the connection to be connected. Connect() does that. Anything after that should result in a full shutdown and restart. It can't and shouldn't become connected unexpectedly, and this is most likely a race anyway. Also dropped trafficCheckInterval to 100ms to mitigate races of traffic alerts being buffered for too long. * Websocket: Set disconnected earlier in Shutdown This caused a possible race where state is still connected, but we start to trigger interested actors via ShutdownC and Wait. They may check state and then call Shutdown again, such as trafficMonitor * Websocket: Wait 5s for slow tests to pass traffic draining Keep getting failures upstream on test rigs. Think they can be very contended, so this pushes the boundary right out to 5s
969 lines
30 KiB
Go
969 lines
30 KiB
Go
package binanceus
|
|
|
|
import (
|
|
"context"
|
|
"fmt"
|
|
"sort"
|
|
"strconv"
|
|
"strings"
|
|
"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/fundingrate"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
|
|
"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 (bi *Binanceus) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
|
|
bi.SetDefaults()
|
|
exchCfg, err := bi.GetStandardConfig()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
err = bi.SetupDefaults(exchCfg)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if bi.Features.Supports.RESTCapabilities.AutoPairUpdates {
|
|
err := bi.UpdateTradablePairs(ctx, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
return exchCfg, nil
|
|
}
|
|
|
|
// SetDefaults sets the basic defaults for Binanceus
|
|
func (bi *Binanceus) SetDefaults() {
|
|
bi.Name = "Binanceus"
|
|
bi.Enabled = true
|
|
bi.Verbose = true
|
|
bi.API.CredentialsValidator.RequiresKey = true
|
|
bi.API.CredentialsValidator.RequiresSecret = true
|
|
bi.SetValues()
|
|
|
|
fmt1 := currency.PairStore{
|
|
RequestFormat: ¤cy.PairFormat{Uppercase: true},
|
|
ConfigFormat: ¤cy.PairFormat{
|
|
Delimiter: currency.DashDelimiter,
|
|
Uppercase: true,
|
|
},
|
|
}
|
|
err := bi.StoreAssetPairFormat(asset.Spot, fmt1)
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
|
|
bi.Features = exchange.Features{
|
|
Supports: exchange.FeaturesSupported{
|
|
REST: true,
|
|
Websocket: true,
|
|
RESTCapabilities: protocol.Features{
|
|
TickerBatching: true,
|
|
TickerFetching: true,
|
|
OrderbookFetching: true,
|
|
AutoPairUpdates: true,
|
|
AccountInfo: true,
|
|
CryptoDeposit: true,
|
|
CryptoWithdrawal: true,
|
|
GetOrder: true,
|
|
GetOrders: true,
|
|
CancelOrders: true,
|
|
CancelOrder: true,
|
|
SubmitOrder: true,
|
|
SubmitOrders: true,
|
|
DepositHistory: true,
|
|
WithdrawalHistory: true,
|
|
TradeFetching: true,
|
|
UserTradeHistory: true,
|
|
TradeFee: true,
|
|
CryptoDepositFee: true,
|
|
CryptoWithdrawalFee: true,
|
|
MultiChainDeposits: true,
|
|
MultiChainWithdrawals: true,
|
|
},
|
|
WebsocketCapabilities: protocol.Features{
|
|
TickerFetching: true,
|
|
OrderbookFetching: true,
|
|
Subscribe: true,
|
|
Unsubscribe: true,
|
|
AuthenticatedEndpoints: true,
|
|
AccountInfo: true,
|
|
GetOrders: true,
|
|
TradeFetching: true,
|
|
KlineFetching: true,
|
|
GetOrder: true,
|
|
},
|
|
WithdrawPermissions: exchange.AutoWithdrawCrypto |
|
|
exchange.AutoWithdrawFiat,
|
|
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,
|
|
},
|
|
},
|
|
}
|
|
bi.Requester, err = request.New(bi.Name,
|
|
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
|
|
request.WithLimiter(SetRateLimit()))
|
|
if err != nil {
|
|
log.Errorln(log.ExchangeSys, err)
|
|
}
|
|
|
|
bi.API.Endpoints = bi.NewEndpoints()
|
|
if err := bi.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
|
|
exchange.RestSpot: binanceusAPIURL,
|
|
exchange.RestSpotSupplementary: binanceusAPIURL,
|
|
exchange.WebsocketSpot: binanceusDefaultWebsocketURL,
|
|
exchange.WebsocketSpotSupplementary: binanceusDefaultWebsocketURL,
|
|
}); err != nil {
|
|
log.Errorf(log.ExchangeSys,
|
|
"%s setting default endpoints error %v",
|
|
bi.Name, err)
|
|
}
|
|
bi.Websocket = stream.NewWebsocket()
|
|
bi.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
|
|
bi.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
|
|
bi.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
|
|
}
|
|
|
|
// Setup takes in the supplied exchange configuration details and sets params
|
|
func (bi *Binanceus) Setup(exch *config.Exchange) error {
|
|
err := exch.Validate()
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if !exch.Enabled {
|
|
bi.SetEnabled(false)
|
|
return nil
|
|
}
|
|
err = bi.SetupDefaults(exch)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
ePoint, err := bi.API.Endpoints.GetURL(exchange.WebsocketSpot)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
err = bi.Websocket.Setup(&stream.WebsocketSetup{
|
|
ExchangeConfig: exch,
|
|
DefaultURL: binanceusDefaultWebsocketURL,
|
|
RunningURL: ePoint,
|
|
Connector: bi.WsConnect,
|
|
Subscriber: bi.Subscribe,
|
|
Unsubscriber: bi.Unsubscribe,
|
|
GenerateSubscriptions: bi.GenerateSubscriptions,
|
|
Features: &bi.Features.Supports.WebsocketCapabilities,
|
|
OrderbookBufferConfig: buffer.Config{
|
|
SortBuffer: true,
|
|
SortBufferByUpdateIDs: true,
|
|
},
|
|
TradeFeed: bi.Features.Enabled.TradeFeed,
|
|
})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
return bi.Websocket.SetupNewConnection(stream.ConnectionSetup{
|
|
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
|
|
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
|
|
RateLimit: wsRateLimitMilliseconds,
|
|
})
|
|
}
|
|
|
|
// FetchTradablePairs returns a list of the exchanges tradable pairs
|
|
func (bi *Binanceus) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
|
|
if !bi.SupportsAsset(a) {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
info, err := bi.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 != "TRADING" ||
|
|
!info.Symbols[x].IsSpotTradingAllowed {
|
|
continue
|
|
}
|
|
var pair currency.Pair
|
|
pair, err = currency.NewPairFromStrings(info.Symbols[x].BaseAsset,
|
|
info.Symbols[x].QuoteAsset)
|
|
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 (bi *Binanceus) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
|
|
pairs, err := bi.FetchTradablePairs(ctx, asset.Spot)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
err = bi.UpdatePairs(pairs, asset.Spot, false, forceUpdate)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
return bi.EnsureOnePairEnabled()
|
|
}
|
|
|
|
// UpdateTicker updates and returns the ticker for a currency pair
|
|
func (bi *Binanceus) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
|
|
if p.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if a != asset.Spot {
|
|
return nil, fmt.Errorf("%w '%v'", asset.ErrNotSupported, a)
|
|
}
|
|
tick, err := bi.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: bi.Name,
|
|
AssetType: a,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return ticker.GetTicker(bi.Name, p, a)
|
|
}
|
|
|
|
// UpdateTickers updates all currency pairs of a given asset type
|
|
func (bi *Binanceus) UpdateTickers(ctx context.Context, a asset.Item) error {
|
|
if a != asset.Spot {
|
|
return fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
tick, err := bi.GetTickers(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
pairs, err := bi.GetEnabledPairs(a)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
for i := range pairs {
|
|
for y := range tick {
|
|
pairFmt, err := bi.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: bi.Name,
|
|
AssetType: a,
|
|
})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// FetchTicker returns the ticker for a currency pair
|
|
func (bi *Binanceus) FetchTicker(ctx context.Context, p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
|
|
fPairs, er := bi.FormatExchangeCurrency(p, assetType)
|
|
if er != nil {
|
|
return nil, er
|
|
}
|
|
|
|
tickerNew, er := ticker.GetTicker(bi.Name, fPairs, assetType)
|
|
if er != nil {
|
|
return bi.UpdateTicker(ctx, p, assetType)
|
|
}
|
|
return tickerNew, nil
|
|
}
|
|
|
|
// FetchOrderbook returns orderbook base on the currency pair
|
|
func (bi *Binanceus) FetchOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
fPair, err := bi.FormatExchangeCurrency(pair, assetType)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
ob, err := orderbook.Get(bi.Name, fPair, assetType)
|
|
if err != nil {
|
|
return bi.UpdateOrderbook(ctx, pair, assetType)
|
|
}
|
|
return ob, nil
|
|
}
|
|
|
|
// UpdateOrderbook updates and returns the orderbook for a currency pair
|
|
func (bi *Binanceus) UpdateOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
|
|
if pair.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := bi.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
book := &orderbook.Base{
|
|
Exchange: bi.Name,
|
|
Pair: pair,
|
|
Asset: assetType,
|
|
VerifyOrderbook: bi.CanVerifyOrderbook,
|
|
}
|
|
|
|
orderbookNew, err := bi.GetOrderBookDepth(ctx, &OrderBookDataRequestParams{
|
|
Symbol: pair,
|
|
Limit: 1000})
|
|
if err != nil {
|
|
return book, err
|
|
}
|
|
book.Bids = make([]orderbook.Item, 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.Item, 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(bi.Name, pair, assetType)
|
|
}
|
|
|
|
// UpdateAccountInfo retrieves balances for all enabled currencies
|
|
func (bi *Binanceus) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
var info account.Holdings
|
|
var acc account.SubAccount
|
|
info.Exchange = bi.Name
|
|
if assetType != asset.Spot {
|
|
return info, fmt.Errorf("%w %v", asset.ErrNotSupported, assetType)
|
|
}
|
|
theAccount, err := bi.GetAccount(ctx)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
currencyBalance := make([]account.Balance, len(theAccount.Balances))
|
|
for i := range theAccount.Balances {
|
|
freeBalance := theAccount.Balances[i].Free.InexactFloat64()
|
|
locked := theAccount.Balances[i].Locked.InexactFloat64()
|
|
|
|
currencyBalance[i] = account.Balance{
|
|
Currency: currency.NewCode(theAccount.Balances[i].Asset),
|
|
Total: freeBalance + locked,
|
|
Hold: locked,
|
|
Free: freeBalance,
|
|
}
|
|
}
|
|
acc.Currencies = currencyBalance
|
|
acc.AssetType = assetType
|
|
info.Accounts = append(info.Accounts, acc)
|
|
creds, err := bi.GetCredentials(ctx)
|
|
if err != nil {
|
|
return info, err
|
|
}
|
|
if err := account.Process(&info, creds); err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
return info, nil
|
|
}
|
|
|
|
// FetchAccountInfo retrieves balances for all enabled currencies
|
|
func (bi *Binanceus) FetchAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
|
|
creds, err := bi.GetCredentials(ctx)
|
|
if err != nil {
|
|
return account.Holdings{}, err
|
|
}
|
|
acc, err := account.GetHoldings(bi.Name, creds, assetType)
|
|
if err != nil {
|
|
return bi.UpdateAccountInfo(ctx, assetType)
|
|
}
|
|
return acc, nil
|
|
}
|
|
|
|
// GetAccountFundingHistory returns funding history, deposits and withdrawals
|
|
func (bi *Binanceus) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (bi *Binanceus) GetWithdrawalsHistory(ctx context.Context, c currency.Code, a asset.Item) ([]exchange.WithdrawalHistory, error) {
|
|
if a != asset.Spot {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
withdrawals, err := bi.WithdrawalHistory(ctx, c, "", time.Time{}, time.Time{}, 0, 10000)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp := make([]exchange.WithdrawalHistory, len(withdrawals))
|
|
for i := range withdrawals {
|
|
tm, err := time.Parse(time.DateTime, withdrawals[i].ApplyTime)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp[i] = exchange.WithdrawalHistory{
|
|
Status: strconv.FormatInt(withdrawals[i].Status, 10),
|
|
TransferID: withdrawals[i].ID,
|
|
Currency: withdrawals[i].Coin,
|
|
Amount: withdrawals[i].Amount,
|
|
Fee: withdrawals[i].TransactionFee,
|
|
CryptoToAddress: withdrawals[i].Address,
|
|
CryptoTxID: withdrawals[i].ID,
|
|
CryptoChain: withdrawals[i].Network,
|
|
Timestamp: tm,
|
|
}
|
|
}
|
|
return resp, nil
|
|
}
|
|
|
|
// GetRecentTrades returns the most recent trades for a currency and asset
|
|
func (bi *Binanceus) GetRecentTrades(ctx context.Context, p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
|
|
if p.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := bi.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
const limit = 1000
|
|
tradeData, err := bi.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: bi.Name,
|
|
AssetType: assetType,
|
|
CurrencyPair: p,
|
|
Price: tradeData[i].Price,
|
|
Amount: tradeData[i].Quantity,
|
|
Timestamp: tradeData[i].Time,
|
|
}
|
|
}
|
|
|
|
if bi.IsSaveTradeDataEnabled() {
|
|
err := trade.AddTradesToBuffer(bi.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 (bi *Binanceus) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
|
|
if p.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := bi.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
req := AggregatedTradeRequestParams{
|
|
Symbol: p,
|
|
StartTime: timestampStart.UnixMilli(),
|
|
EndTime: timestampEnd.UnixMilli(),
|
|
}
|
|
trades, err := bi.GetAggregateTrades(ctx, &req)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
result := make([]trade.Data, len(trades))
|
|
exName := bi.Name
|
|
for i := range trades {
|
|
t := trades[i].toTradeData(p, exName, assetType)
|
|
result[i] = *t
|
|
}
|
|
return result, nil
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (bi *Binanceus) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
|
|
var submitOrderResponse order.SubmitResponse
|
|
var timeInForce RequestParamsTimeForceType
|
|
var sideType string
|
|
err := s.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if s.AssetType != asset.Spot {
|
|
return nil, fmt.Errorf("%s %w", s.AssetType, asset.ErrNotSupported)
|
|
}
|
|
if s.Side.IsLong() {
|
|
sideType = order.Buy.String()
|
|
} else {
|
|
sideType = order.Sell.String()
|
|
}
|
|
var requestParamOrderType RequestParamsOrderType
|
|
switch s.Type {
|
|
case order.Market:
|
|
requestParamOrderType = BinanceRequestParamsOrderMarket
|
|
case order.Limit:
|
|
timeInForce = BinanceRequestParamsTimeGTC
|
|
requestParamOrderType = BinanceRequestParamsOrderLimit
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", order.ErrUnsupportedOrderType, s.Type)
|
|
}
|
|
var response NewOrderResponse
|
|
response, err = bi.NewOrder(ctx, &NewOrderRequest{
|
|
Symbol: s.Pair,
|
|
Side: sideType,
|
|
Price: s.Price,
|
|
Quantity: s.Amount,
|
|
TradeType: requestParamOrderType,
|
|
TimeInForce: timeInForce,
|
|
NewClientOrderID: s.ClientOrderID,
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if response.OrderID > 0 {
|
|
submitOrderResponse.OrderID = strconv.FormatInt(response.OrderID, 10)
|
|
}
|
|
if response.ExecutedQty == response.OrigQty {
|
|
submitOrderResponse.Status = order.Filled
|
|
}
|
|
for i := range response.Fills {
|
|
submitOrderResponse.Trades = append(submitOrderResponse.Trades, order.TradeHistory{
|
|
Price: response.Fills[i].Price,
|
|
Amount: response.Fills[i].Qty,
|
|
Fee: response.Fills[i].Commission,
|
|
FeeAsset: response.Fills[i].CommissionAsset,
|
|
Exchange: bi.Name,
|
|
})
|
|
}
|
|
|
|
return &submitOrderResponse, nil
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (bi *Binanceus) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (bi *Binanceus) CancelOrder(ctx context.Context, o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
if o.AssetType != asset.Spot {
|
|
return fmt.Errorf("%w '%v'", asset.ErrNotSupported, o.AssetType)
|
|
}
|
|
_, err := bi.CancelExistingOrder(ctx,
|
|
&CancelOrderRequestParams{
|
|
Symbol: o.Pair,
|
|
OrderID: o.OrderID,
|
|
ClientSuppliedOrderID: o.ClientOrderID,
|
|
})
|
|
return err
|
|
}
|
|
|
|
// CancelBatchOrders cancels orders by their corresponding ID numbers
|
|
func (bi *Binanceus) CancelBatchOrders(_ context.Context, _ []order.Cancel) (*order.CancelBatchResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (bi *Binanceus) CancelAllOrders(ctx context.Context, orderCancellation *order.Cancel) (order.CancelAllResponse, error) {
|
|
if err := orderCancellation.Validate(); err != nil {
|
|
return order.CancelAllResponse{}, err
|
|
}
|
|
var cancelAllOrdersResponse order.CancelAllResponse
|
|
cancelAllOrdersResponse.Status = make(map[string]string)
|
|
if orderCancellation.AssetType == asset.Spot {
|
|
symbolValue, err := bi.FormatSymbol(orderCancellation.Pair, asset.Spot)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
openOrders, err := bi.GetAllOpenOrders(ctx, symbolValue)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
for ind := range openOrders {
|
|
pair, err := currency.NewPairFromString(openOrders[ind].Symbol)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
_, err = bi.CancelExistingOrder(ctx, &CancelOrderRequestParams{
|
|
Symbol: pair,
|
|
OrderID: strconv.FormatUint(openOrders[ind].OrderID, 10),
|
|
ClientSuppliedOrderID: openOrders[ind].ClientOrderID,
|
|
})
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
}
|
|
} else {
|
|
return cancelAllOrdersResponse, fmt.Errorf("%w '%v'", asset.ErrNotSupported, orderCancellation.AssetType)
|
|
}
|
|
return cancelAllOrdersResponse, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (bi *Binanceus) GetOrderInfo(ctx context.Context, orderID string, pair currency.Pair, assetType asset.Item) (*order.Detail, error) {
|
|
if pair.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := bi.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orderIDInt, err := strconv.ParseInt(orderID, 10, 64)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("invalid orderID %w", err)
|
|
}
|
|
symbolValue, err := bi.FormatSymbol(pair, asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if assetType != asset.Spot {
|
|
return nil, fmt.Errorf("%s %w", assetType, asset.ErrNotSupported)
|
|
}
|
|
var orderType order.Type
|
|
resp, err := bi.GetOrder(ctx, &OrderRequestParams{
|
|
Symbol: symbolValue,
|
|
OrderID: uint64(orderIDInt),
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
orderSide, err := order.StringToOrderSide(resp.Side)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", bi.Name, err)
|
|
}
|
|
status, err := order.StringToOrderStatus(resp.Status)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", bi.Name, err)
|
|
}
|
|
orderType, err = order.StringToOrderType(resp.Type)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", bi.Name, err)
|
|
}
|
|
|
|
return &order.Detail{
|
|
Amount: resp.OrigQty,
|
|
Exchange: bi.Name,
|
|
OrderID: strconv.FormatInt(int64(resp.OrderID), 10),
|
|
ClientOrderID: resp.ClientOrderID,
|
|
Side: orderSide,
|
|
Type: orderType,
|
|
Pair: pair,
|
|
Cost: resp.CummulativeQuoteQty,
|
|
AssetType: assetType,
|
|
Status: status,
|
|
Price: resp.Price,
|
|
ExecutedAmount: resp.ExecutedQty,
|
|
Date: resp.Time,
|
|
LastUpdated: resp.UpdateTime,
|
|
}, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (bi *Binanceus) GetDepositAddress(ctx context.Context, c currency.Code, _ /*accountID*/, chain string) (*deposit.Address, error) {
|
|
address, err := bi.GetDepositAddressForCurrency(ctx, c.String(), chain)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &deposit.Address{
|
|
Address: address.Address,
|
|
Tag: address.Tag,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
|
|
func (bi *Binanceus) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
withdrawID, err := bi.WithdrawCrypto(ctx, withdrawRequest)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &withdraw.ExchangeResponse{
|
|
ID: withdrawID,
|
|
}, nil
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is submitted. But, GCT has no concept of withdrawal via SEN
|
|
// the fiat withdrawal end point of Binance.US is built to submit a USD withdraw request via Silvergate Exchange Network (SEN).
|
|
// So, this method is not implemented.
|
|
func (bi *Binanceus) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is submitted
|
|
// But, GCT has no concept of withdrawal via SEN the fiat withdrawal end point of Binance.US is built to submit a USD withdraw request via Silvergate Exchange Network (SEN).
|
|
func (bi *Binanceus) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (bi *Binanceus) GetActiveOrders(ctx context.Context, getOrdersRequest *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := getOrdersRequest.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var symbol string
|
|
var pair currency.Pair
|
|
var selectedOrders []Order
|
|
if getOrdersRequest.AssetType != asset.Spot {
|
|
return nil, fmt.Errorf("%s %w", getOrdersRequest.AssetType, asset.ErrNotSupported)
|
|
}
|
|
if len(getOrdersRequest.Pairs) != 1 {
|
|
symbol = ""
|
|
} else {
|
|
symbol, err = bi.FormatSymbol(getOrdersRequest.Pairs[0], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
resp, err := bi.GetAllOpenOrders(ctx, symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for s := range resp {
|
|
ord := resp[s]
|
|
pair, err = currency.NewPairFromString(ord.Symbol)
|
|
if err != nil {
|
|
continue
|
|
}
|
|
for p := range getOrdersRequest.Pairs {
|
|
if getOrdersRequest.Pairs[p].Equal(pair) {
|
|
selectedOrders = append(selectedOrders, ord)
|
|
}
|
|
}
|
|
}
|
|
orders := make([]order.Detail, len(selectedOrders))
|
|
for x := range selectedOrders {
|
|
var orderSide order.Side
|
|
var orderType order.Type
|
|
var orderStatus order.Status
|
|
orderSide, err = order.StringToOrderSide(strings.ToUpper(resp[x].Side))
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", bi.Name, err)
|
|
}
|
|
orderType, err = order.StringToOrderType(strings.ToUpper(resp[x].Type))
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", bi.Name, err)
|
|
}
|
|
orderStatus, err = order.StringToOrderStatus(resp[x].Status)
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %v", bi.Name, err)
|
|
}
|
|
orders[x] = order.Detail{
|
|
Amount: resp[x].OrigQty,
|
|
Date: resp[x].Time,
|
|
Exchange: bi.Name,
|
|
OrderID: strconv.FormatInt(int64(resp[x].OrderID), 10),
|
|
ClientOrderID: resp[x].ClientOrderID,
|
|
Side: orderSide,
|
|
Type: orderType,
|
|
Price: resp[x].Price,
|
|
Status: orderStatus,
|
|
Pair: getOrdersRequest.Pairs[0],
|
|
AssetType: getOrdersRequest.AssetType,
|
|
LastUpdated: resp[x].UpdateTime,
|
|
}
|
|
}
|
|
return getOrdersRequest.Filter(bi.Name, orders), nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information Can Limit response to specific order status
|
|
func (bi *Binanceus) GetOrderHistory(_ context.Context, _ *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
// An endpoint like /api/v3/allOrders does not exist in the binance us
|
|
// so This end point is left unimplemented
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on the type of transaction
|
|
func (bi *Binanceus) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if feeBuilder == nil {
|
|
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
|
|
}
|
|
if (!bi.AreCredentialsValid(ctx) || bi.SkipAuthCheck) &&
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return bi.GetFee(ctx, feeBuilder)
|
|
}
|
|
|
|
// ValidateAPICredentials validates current credentials used for wrapper
|
|
func (bi *Binanceus) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := bi.UpdateAccountInfo(ctx, assetType)
|
|
return bi.CheckTransientError(err)
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (bi *Binanceus) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := bi.GetKlineRequest(pair, a, interval, start, end, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
candles, err := bi.GetSpotKline(ctx, &KlinesRequestParams{
|
|
Interval: bi.GetIntervalEnum(req.ExchangeInterval),
|
|
Symbol: req.Pair,
|
|
StartTime: req.Start,
|
|
EndTime: req.End,
|
|
Limit: 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 (bi *Binanceus) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := bi.GetKlineExtendedRequest(pair, a, interval, start, end)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
timeSeries := make([]kline.Candle, 0, req.Size())
|
|
for x := range req.RangeHolder.Ranges {
|
|
var candles []CandleStick
|
|
candles, err = bi.GetSpotKline(ctx, &KlinesRequestParams{
|
|
Interval: bi.GetIntervalEnum(req.ExchangeInterval),
|
|
Symbol: req.Pair,
|
|
StartTime: req.RangeHolder.Ranges[x].Start.Time,
|
|
EndTime: req.RangeHolder.Ranges[x].End.Time,
|
|
Limit: 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)
|
|
}
|
|
|
|
// GetAvailableTransferChains returns the available transfer blockchains for the specific
|
|
// cryptocurrency
|
|
func (bi *Binanceus) GetAvailableTransferChains(ctx context.Context, cryptocurrency currency.Code) ([]string, error) {
|
|
coinInfo, err := bi.GetAssetFeesAndWalletStatus(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 {
|
|
if coinInfo[x].NetworkList[y].DepositEnable {
|
|
availableChains = append(availableChains, coinInfo[x].NetworkList[y].Network)
|
|
}
|
|
}
|
|
}
|
|
}
|
|
return availableChains, nil
|
|
}
|
|
|
|
// GetFuturesContractDetails returns all contracts from the exchange by asset type
|
|
func (bi *Binanceus) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.Contract, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetLatestFundingRates returns the latest funding rates data
|
|
func (bi *Binanceus) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// UpdateOrderExecutionLimits updates order execution limits
|
|
func (bi *Binanceus) UpdateOrderExecutionLimits(_ context.Context, _ asset.Item) error {
|
|
return common.ErrNotYetImplemented
|
|
}
|