Files
gocryptotrader/exchanges/binance/binance_wrapper.go
Luis Rascão a70224d123 exchanges/websocket: Allow configuration of orderbook publish period (#805)
* Allow configuration of orderbook publish period

For some applications that import GCT it's more interesting to be
immediately notified of an exchange orderbook update instead of
only getting notified every 10 seconds. This option allows that
to happen while keeping the previous default.

* exchanges: allow configuration of orderbook update period
2021-10-20 11:44:24 +11:00

1773 lines
52 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/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// GetDefaultConfig returns a default exchange config
func (b *Binance) GetDefaultConfig() (*config.ExchangeConfig, error) {
b.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = b.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = b.BaseCurrencies
err := b.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = b.UpdateTradablePairs(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,
},
}
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,
},
WebsocketCapabilities: protocol.Features{
TradeFetching: true,
TickerFetching: true,
KlineFetching: true,
OrderbookFetching: true,
AuthenticatedEndpoints: true,
AccountInfo: true,
GetOrder: true,
GetOrders: true,
Subscribe: true,
Unsubscribe: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.NoFiatWithdrawals,
Kline: kline.ExchangeCapabilitiesSupported{
DateRanges: true,
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.ThreeMin.Word(): true,
kline.FiveMin.Word(): true,
kline.FifteenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.TwoHour.Word(): true,
kline.FourHour.Word(): true,
kline.SixHour.Word(): true,
kline.EightHour.Word(): true,
kline.TwelveHour.Word(): true,
kline.OneDay.Word(): true,
kline.ThreeDay.Word(): true,
kline.OneWeek.Word(): true,
kline.OneMonth.Word(): true,
},
ResultLimit: 1000,
},
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
b.API.Endpoints = b.NewEndpoints()
err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: spotAPIURL,
exchange.RestSpotSupplementary: apiURL,
exchange.RestUSDTMargined: ufuturesAPIURL,
exchange.RestCoinMargined: cfuturesAPIURL,
exchange.EdgeCase1: "https://www.binance.com",
exchange.WebsocketSpot: binanceDefaultWebsocketURL,
})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
b.Websocket = stream.New()
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
}
// Setup takes in the supplied exchange configuration details and sets params
func (b *Binance) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
return nil
}
err := b.SetupDefaults(exch)
if err != nil {
return err
}
ePoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
if err != nil {
return err
}
err = b.Websocket.Setup(&stream.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: binanceDefaultWebsocketURL,
ExchangeName: exch.Name,
RunningURL: ePoint,
Connector: b.WsConnect,
Subscriber: b.Subscribe,
UnSubscriber: b.Unsubscribe,
GenerateSubscriptions: b.GenerateSubscriptions,
Features: &b.Features.Supports.WebsocketCapabilities,
OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit,
OrderbookPublishPeriod: exch.OrderbookConfig.PublishPeriod,
BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled,
SortBuffer: true,
SortBufferByUpdateIDs: true,
})
if err != nil {
return err
}
return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
RateLimit: wsRateLimitMilliseconds,
})
}
// Start starts the Binance go routine
func (b *Binance) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Binance wrapper
func (b *Binance) Run() {
if b.Verbose {
log.Debugf(log.ExchangeSys,
"%s Websocket: %s. (url: %s).\n",
b.Name,
common.IsEnabled(b.Websocket.IsEnabled()),
b.Websocket.GetWebsocketURL())
b.PrintEnabledPairs()
}
forceUpdate := false
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n",
b.Name,
err)
return
}
pairs, err := b.GetEnabledPairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n",
b.Name,
err)
return
}
avail, err := b.GetAvailablePairs(asset.Spot)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to get available currencies. Err %s\n",
b.Name,
err)
return
}
if !common.StringDataContains(pairs.Strings(), format.Delimiter) ||
!common.StringDataContains(avail.Strings(), format.Delimiter) {
var enabledPairs currency.Pairs
enabledPairs, err = currency.NewPairsFromStrings([]string{
currency.BTC.String() +
format.Delimiter +
currency.USDT.String()})
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err %s\n",
b.Name,
err)
} else {
log.Warn(log.ExchangeSys,
"Available pairs for Binance reset due to config upgrade, please enable the ones you would like to use again")
forceUpdate = true
err = b.UpdatePairs(enabledPairs, asset.Spot, true, true)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update currencies. Err: %s\n",
b.Name,
err)
}
}
}
a := b.GetAssetTypes(true)
for x := range a {
err = b.UpdateOrderExecutionLimits(context.TODO(), a[x])
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to set exchange order execution limits. Err: %v",
b.Name,
err)
}
}
if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
return
}
err = b.UpdateTradablePairs(context.TODO(), forceUpdate)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s failed to update tradable pairs. Err: %s",
b.Name,
err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (b *Binance) FetchTradablePairs(ctx context.Context, a asset.Item) ([]string, error) {
if !b.SupportsAsset(a) {
return nil, fmt.Errorf("asset type of %s is not supported by %s", a, b.Name)
}
format, err := b.GetPairFormat(a, false)
if err != nil {
return nil, err
}
var pairs []string
switch a {
case asset.Spot, asset.Margin:
info, err := b.GetExchangeInfo(ctx)
if err != nil {
return nil, err
}
for x := range info.Symbols {
if info.Symbols[x].Status == "TRADING" {
pair := info.Symbols[x].BaseAsset +
format.Delimiter +
info.Symbols[x].QuoteAsset
if a == asset.Spot && info.Symbols[x].IsSpotTradingAllowed {
pairs = append(pairs, pair)
}
if a == asset.Margin && info.Symbols[x].IsMarginTradingAllowed {
pairs = append(pairs, pair)
}
}
}
case asset.CoinMarginedFutures:
cInfo, err := b.FuturesExchangeInfo(ctx)
if err != nil {
return pairs, err
}
for z := range cInfo.Symbols {
if cInfo.Symbols[z].ContractStatus == "TRADING" {
curr, err := currency.NewPairFromString(cInfo.Symbols[z].Symbol)
if err != nil {
return nil, err
}
pairs = append(pairs, format.Format(curr))
}
}
case asset.USDTMarginedFutures:
uInfo, err := b.UExchangeInfo(ctx)
if err != nil {
return pairs, err
}
for u := range uInfo.Symbols {
if uInfo.Symbols[u].Status == "TRADING" {
curr, err := currency.NewPairFromString(uInfo.Symbols[u].Symbol)
if err != nil {
return nil, err
}
pairs = append(pairs, format.Format(curr))
}
}
}
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 {
p, err := b.FetchTradablePairs(ctx, assetTypes[i])
if err != nil {
return err
}
pairs, err := currency.NewPairsFromStrings(p)
if err != nil {
return err
}
err = b.UpdatePairs(pairs, assetTypes[i], false, forceUpdate)
if err != nil {
return err
}
}
return nil
}
// 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.Pair{})
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.Pair{}, "")
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 {
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)
}
if err != nil {
return book, err
}
for x := range orderbookNew.Bids {
book.Bids = append(book.Bids, orderbook.Item{
Amount: orderbookNew.Bids[x].Quantity,
Price: orderbookNew.Bids[x].Price,
})
}
for x := range orderbookNew.Asks {
book.Asks = append(book.Asks, orderbook.Item{
Amount: orderbookNew.Asks[x].Quantity,
Price: orderbookNew.Asks[x].Price,
})
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(b.Name, p, assetType)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the
// Binance exchange
func (b *Binance) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
var info account.Holdings
var acc account.SubAccount
info.Exchange = b.Name
switch assetType {
case asset.Spot:
raw, err := b.GetAccount(ctx)
if err != nil {
return info, err
}
var currencyBalance []account.Balance
for i := range raw.Balances {
freeCurrency, parseErr := strconv.ParseFloat(raw.Balances[i].Free, 64)
if parseErr != nil {
return info, parseErr
}
lockedCurrency, parseErr := strconv.ParseFloat(raw.Balances[i].Locked, 64)
if parseErr != nil {
return info, parseErr
}
currencyBalance = append(currencyBalance, account.Balance{
CurrencyName: currency.NewCode(raw.Balances[i].Asset),
TotalValue: freeCurrency + lockedCurrency,
Hold: lockedCurrency,
})
}
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{
CurrencyName: currency.NewCode(accData.Assets[i].Asset),
TotalValue: accData.Assets[i].WalletBalance,
Hold: accData.Assets[i].WalletBalance - accData.Assets[i].MarginBalance,
})
}
acc.Currencies = currencyDetails
case asset.USDTMarginedFutures:
accData, err := b.UAccountBalanceV2(ctx)
if err != nil {
return info, err
}
var currencyDetails []account.Balance
for i := range accData {
currencyDetails = append(currencyDetails, account.Balance{
CurrencyName: currency.NewCode(accData[i].Asset),
TotalValue: accData[i].Balance,
Hold: accData[i].Balance - accData[i].AvailableBalance,
})
}
acc.Currencies = currencyDetails
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{
CurrencyName: currency.NewCode(accData.UserAssets[i].Asset),
TotalValue: accData.UserAssets[i].Free + accData.UserAssets[i].Locked,
Hold: accData.UserAssets[i].Locked,
})
}
acc.Currencies = currencyDetails
default:
return info, fmt.Errorf("%v assetType not supported", assetType)
}
acc.AssetType = assetType
info.Accounts = append(info.Accounts, acc)
if err := account.Process(&info); 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) {
acc, err := account.GetHoldings(b.Name, 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) (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) {
var resp []trade.Data
limit := 1000
tradeData, err := b.GetMostRecentTrades(ctx,
RecentTradeRequestParams{p, limit})
if err != nil {
return nil, err
}
for i := range tradeData {
resp = append(resp, trade.Data{
TID: strconv.FormatInt(tradeData[i].ID, 10),
Exchange: b.Name,
CurrencyPair: p,
AssetType: assetType,
Price: tradeData[i].Price,
Amount: tradeData[i].Quantity,
Timestamp: tradeData[i].Time,
})
}
if b.IsSaveTradeDataEnabled() {
err := trade.AddTradesToBuffer(b.Name, resp...)
if err != nil {
return nil, err
}
}
sort.Sort(trade.ByDate(resp))
return resp, nil
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func (b *Binance) GetHistoricTrades(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
}
var result []trade.Data
exName := b.GetName()
for i := range trades {
t := trades[i].toTradeData(p, exName, a)
result = append(result, *t)
}
return result, nil
}
func (a *AggregatedTrade) toTradeData(p currency.Pair, exchange string, aType asset.Item) *trade.Data {
return &trade.Data{
CurrencyPair: p,
TID: strconv.FormatInt(a.ATradeID, 10),
Amount: a.Quantity,
Exchange: exchange,
Price: a.Price,
Timestamp: a.TimeStamp,
AssetType: aType,
Side: order.AnySide,
}
}
// SubmitOrder submits a new order
func (b *Binance) SubmitOrder(ctx context.Context, s *order.Submit) (order.SubmitResponse, error) {
var submitOrderResponse order.SubmitResponse
if err := s.Validate(); err != nil {
return submitOrderResponse, err
}
switch s.AssetType {
case asset.Spot, asset.Margin:
var sideType string
if s.Side == order.Buy {
sideType = order.Buy.String()
} else {
sideType = order.Sell.String()
}
timeInForce := BinanceRequestParamsTimeGTC
var requestParamsOrderType RequestParamsOrderType
switch s.Type {
case order.Market:
timeInForce = ""
requestParamsOrderType = BinanceRequestParamsOrderMarket
case order.Limit:
requestParamsOrderType = BinanceRequestParamsOrderLimit
default:
submitOrderResponse.IsOrderPlaced = false
return submitOrderResponse, errors.New("unsupported order type")
}
var orderRequest = NewOrderRequest{
Symbol: s.Pair,
Side: sideType,
Price: s.Price,
Quantity: s.Amount,
TradeType: requestParamsOrderType,
TimeInForce: timeInForce,
NewClientOrderID: s.ClientOrderID,
}
response, err := b.NewOrder(ctx, &orderRequest)
if err != nil {
return submitOrderResponse, err
}
if response.OrderID > 0 {
submitOrderResponse.OrderID = strconv.FormatInt(response.OrderID, 10)
}
if response.ExecutedQty == response.OrigQty {
submitOrderResponse.FullyMatched = true
}
submitOrderResponse.IsOrderPlaced = true
for i := range response.Fills {
submitOrderResponse.Trades = append(submitOrderResponse.Trades, order.TradeHistory{
Price: response.Fills[i].Price,
Amount: response.Fills[i].Qty,
Fee: response.Fills[i].Commission,
FeeAsset: response.Fills[i].CommissionAsset,
})
}
case asset.CoinMarginedFutures:
var reqSide string
switch s.Side {
case order.Buy:
reqSide = "BUY"
case order.Sell:
reqSide = "SELL"
default:
return submitOrderResponse, fmt.Errorf("invalid side")
}
var oType string
switch s.Type {
case order.Limit:
oType = "LIMIT"
case order.Market:
oType = "MARKET"
case order.Stop:
oType = "STOP"
case order.TakeProfit:
oType = "TAKE_PROFIT"
case order.StopMarket:
oType = "STOP_MARKET"
case order.TakeProfitMarket:
oType = "TAKE_PROFIT_MARKET"
case order.TrailingStop:
oType = "TRAILING_STOP_MARKET"
default:
return submitOrderResponse, errors.New("invalid type, check api docs for updates")
}
o, err := b.FuturesNewOrder(ctx,
s.Pair, reqSide,
"", oType, "GTC", "",
s.ClientOrderID, "", "",
s.Amount, s.Price, 0, 0, 0, s.ReduceOnly)
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = strconv.FormatInt(o.OrderID, 10)
submitOrderResponse.IsOrderPlaced = true
case asset.USDTMarginedFutures:
var reqSide string
switch s.Side {
case order.Buy:
reqSide = "BUY"
case order.Sell:
reqSide = "SELL"
default:
return submitOrderResponse, fmt.Errorf("invalid side")
}
var oType string
switch s.Type {
case order.Limit:
oType = "LIMIT"
case order.Market:
oType = "MARKET"
case order.Stop:
oType = "STOP"
case order.TakeProfit:
oType = "TAKE_PROFIT"
case order.StopMarket:
oType = "STOP_MARKET"
case order.TakeProfitMarket:
oType = "TAKE_PROFIT_MARKET"
case order.TrailingStop:
oType = "TRAILING_STOP_MARKET"
default:
return submitOrderResponse, errors.New("invalid type, check api docs for updates")
}
order, err := b.UFuturesNewOrder(ctx,
s.Pair, reqSide,
"", oType, "GTC", "",
s.ClientOrderID, "", "",
s.Amount, s.Price, 0, 0, 0, s.ReduceOnly)
if err != nil {
return submitOrderResponse, err
}
submitOrderResponse.OrderID = strconv.FormatInt(order.OrderID, 10)
submitOrderResponse.IsOrderPlaced = true
default:
return submitOrderResponse, fmt.Errorf("assetType not supported")
}
return submitOrderResponse, nil
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Binance) ModifyOrder(ctx context.Context, action *order.Modify) (order.Modify, error) {
return order.Modify{}, 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.ID, 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.ID, "")
if err != nil {
return err
}
case asset.USDTMarginedFutures:
_, err := b.UCancelOrder(ctx, o.Pair, o.ID, "")
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
}
orderSide := order.Side(resp.Side)
status, err := order.StringToOrderStatus(resp.Status)
if err != nil {
return respData, err
}
orderType := order.Limit
if resp.Type == "MARKET" {
orderType = order.Market
}
return order.Detail{
Amount: resp.OrigQty,
Exchange: b.Name,
ID: strconv.FormatInt(resp.OrderID, 10),
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
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.ID = 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.ID = 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 (!b.AllowAuthenticatedRequest() || 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.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
if len(req.Pairs) == 0 || len(req.Pairs) >= 40 {
// sending an empty currency pair retrieves data for all currencies
req.Pairs = append(req.Pairs, currency.Pair{})
}
var orders []order.Detail
for i := range req.Pairs {
switch req.AssetType {
case asset.Spot, asset.Margin:
resp, err := b.OpenOrders(ctx, req.Pairs[i])
if err != nil {
return nil, err
}
for x := range resp {
orderSide := order.Side(strings.ToUpper(resp[x].Side))
orderType := order.Type(strings.ToUpper(resp[x].Type))
orders = append(orders, order.Detail{
Amount: resp[x].OrigQty,
Date: resp[x].Time,
Exchange: b.Name,
ID: strconv.FormatInt(resp[x].OrderID, 10),
ClientOrderID: resp[x].ClientOrderID,
Side: orderSide,
Type: orderType,
Price: resp[x].Price,
Status: order.Status(resp[x].Status),
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,
ID: strconv.FormatInt(openOrders[y].OrderID, 10),
ClientOrderID: openOrders[y].ClientOrderID,
Type: orderVars.OrderType,
Side: orderVars.Side,
Status: orderVars.Status,
Pair: req.Pairs[i],
AssetType: asset.CoinMarginedFutures,
Date: openOrders[y].Time,
LastUpdated: openOrders[y].UpdateTime,
})
}
case asset.USDTMarginedFutures:
openOrders, err := b.UAllAccountOpenOrders(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,
ID: strconv.FormatInt(openOrders[y].OrderID, 10),
ClientOrderID: openOrders[y].ClientOrderID,
Type: orderVars.OrderType,
Side: orderVars.Side,
Status: orderVars.Status,
Pair: req.Pairs[i],
AssetType: asset.USDTMarginedFutures,
Date: openOrders[y].Time,
LastUpdated: openOrders[y].UpdateTime,
})
}
default:
return orders, fmt.Errorf("assetType not supported")
}
}
order.FilterOrdersByCurrencies(&orders, req.Pairs)
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Binance) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) ([]order.Detail, error) {
if err := req.Validate(); err != nil {
return nil, err
}
if len(req.Pairs) == 0 {
return nil, errors.New("at least one currency is required to fetch order history")
}
var orders []order.Detail
switch req.AssetType {
case asset.Spot, asset.Margin:
for x := range req.Pairs {
resp, err := b.AllOrders(ctx,
req.Pairs[x],
"",
"1000")
if err != nil {
return nil, err
}
for i := range resp {
orderSide := order.Side(strings.ToUpper(resp[i].Side))
orderType := order.Type(strings.ToUpper(resp[i].Type))
// New orders are covered in GetOpenOrders
if resp[i].Status == "NEW" {
continue
}
orders = append(orders, order.Detail{
Amount: resp[i].OrigQty,
Date: resp[i].Time,
Exchange: b.Name,
ID: strconv.FormatInt(resp[i].OrderID, 10),
Side: orderSide,
Type: orderType,
Price: resp[i].Price,
Pair: req.Pairs[x],
Status: order.Status(resp[i].Status),
})
}
}
case asset.CoinMarginedFutures:
for i := range req.Pairs {
var orderHistory []FuturesOrderData
var err error
switch {
case !req.StartTime.IsZero() && !req.EndTime.IsZero() && req.OrderID == "":
if req.EndTime.Before(req.StartTime) {
return nil, errors.New("endTime cannot be before startTime")
}
if time.Since(req.StartTime) > time.Hour*24*30 {
return nil, fmt.Errorf("can only fetch orders 30 days out")
}
orderHistory, err = b.GetAllFuturesOrders(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,
ID: strconv.FormatInt(orderHistory[y].OrderID, 10),
ClientOrderID: orderHistory[y].ClientOrderID,
Type: orderVars.OrderType,
Side: orderVars.Side,
Status: orderVars.Status,
Pair: req.Pairs[i],
AssetType: asset.CoinMarginedFutures,
Date: orderHistory[y].Time,
})
}
}
case asset.USDTMarginedFutures:
for i := range req.Pairs {
var orderHistory []UFuturesOrderData
var err error
switch {
case !req.StartTime.IsZero() && !req.EndTime.IsZero() && req.OrderID == "":
if req.EndTime.Before(req.StartTime) {
return nil, errors.New("endTime cannot be before startTime")
}
if time.Since(req.StartTime) > time.Hour*24*7 {
return nil, fmt.Errorf("can only fetch orders 7 days out")
}
orderHistory, err = b.UAllAccountOrders(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,
ID: strconv.FormatInt(orderHistory[y].OrderID, 10),
ClientOrderID: orderHistory[y].ClientOrderID,
Type: orderVars.OrderType,
Side: orderVars.Side,
Status: orderVars.Status,
Pair: req.Pairs[i],
AssetType: asset.USDTMarginedFutures,
Date: orderHistory[y].Time,
})
}
}
default:
return orders, fmt.Errorf("assetType not supported")
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
return orders, nil
}
// ValidateCredentials validates current credentials used for wrapper
// functionality
func (b *Binance) ValidateCredentials(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, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := b.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
if kline.TotalCandlesPerInterval(start, end, interval) > float64(b.Features.Enabled.Kline.ResultLimit) {
return kline.Item{}, errors.New(kline.ErrRequestExceedsExchangeLimits)
}
req := KlinesRequestParams{
Interval: b.FormatExchangeKlineInterval(interval),
Symbol: pair,
StartTime: start,
EndTime: end,
Limit: int(b.Features.Enabled.Kline.ResultLimit),
}
ret := kline.Item{
Exchange: b.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
candles, err := b.GetSpotKline(ctx, &req)
if err != nil {
return kline.Item{}, err
}
for x := range candles {
ret.Candles = append(ret.Candles, kline.Candle{
Time: candles[x].OpenTime,
Open: candles[x].Open,
High: candles[x].High,
Low: candles[x].Low,
Close: candles[x].Close,
Volume: candles[x].Volume,
})
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *Binance) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if err := b.ValidateKline(pair, a, interval); err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: b.Name,
Pair: pair,
Asset: a,
Interval: interval,
}
dates, err := kline.CalculateCandleDateRanges(start, end, interval, b.Features.Enabled.Kline.ResultLimit)
if err != nil {
return kline.Item{}, err
}
var candles []CandleStick
for x := range dates.Ranges {
req := KlinesRequestParams{
Interval: b.FormatExchangeKlineInterval(interval),
Symbol: pair,
StartTime: dates.Ranges[x].Start.Time,
EndTime: dates.Ranges[x].End.Time,
Limit: int(b.Features.Enabled.Kline.ResultLimit),
}
candles, err = b.GetSpotKline(ctx, &req)
if err != nil {
return kline.Item{}, err
}
for i := range candles {
for j := range ret.Candles {
if ret.Candles[j].Time.Equal(candles[i].OpenTime) {
continue
}
}
ret.Candles = append(ret.Candles, kline.Candle{
Time: candles[i].OpenTime,
Open: candles[i].Open,
High: candles[i].High,
Low: candles[i].Low,
Close: candles[i].Close,
Volume: candles[i].Volume,
})
}
}
dates.SetHasDataFromCandles(ret.Candles)
summary := dates.DataSummary(false)
if len(summary) > 0 {
log.Warnf(log.ExchangeSys, "%v - %v", b.Name, summary)
}
ret.RemoveDuplicates()
ret.RemoveOutsideRange(start, end)
ret.SortCandlesByTimestamp(false)
return ret, nil
}
func compatibleOrderVars(side, status, orderType string) OrderVars {
var resp OrderVars
switch side {
case order.Buy.String():
resp.Side = order.Buy
case order.Sell.String():
resp.Side = order.Sell
default:
resp.Side = order.UnknownSide
}
switch status {
case "NEW":
resp.Status = order.New
case "PARTIALLY_FILLED":
resp.Status = order.PartiallyFilled
case "FILLED":
resp.Status = order.Filled
case "CANCELED":
resp.Status = order.Cancelled
case "EXPIRED":
resp.Status = order.Expired
case "NEW_ADL":
resp.Status = order.AutoDeleverage
default:
resp.Status = order.UnknownStatus
}
switch orderType {
case "MARKET":
resp.OrderType = order.Market
case "LIMIT":
resp.OrderType = order.Limit
case "STOP":
resp.OrderType = order.Stop
case "TAKE_PROFIT":
resp.OrderType = order.TakeProfit
case "LIQUIDATION":
resp.OrderType = order.Liquidation
default:
resp.OrderType = order.UnknownType
}
return resp
}
// 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
}