mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +00:00
* SubmitOrder- order.Buy replaced with IsLong Progresses #1270 * Btcmarkets: order.Buy and order.Sell changed to order.Bid and order.Ask * Bithumb: SubmitOrder- order.Buy replaced with IsLong Progresses #1270 * Binanceus: SubmitOrder- order.Buy replaced with IsLong Progresses #1720 * Bistamp: SubmitOrder- order.Buy replaced with IsLong Progresses #1270 * Bitfinex: Changed order Side to IsLong * Binance:switch added to SubmitOrder * Binance: Replaced Buy and Sell in SubmitOrder with IsLong and IsShort * Binance:SubmitOrder if statement for order side simplified
2264 lines
67 KiB
Go
2264 lines
67 KiB
Go
package binance
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import (
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"context"
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"errors"
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"fmt"
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"sort"
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"strconv"
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"strings"
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"sync"
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"time"
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"github.com/shopspring/decimal"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
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"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// GetDefaultConfig returns a default exchange config
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func (b *Binance) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
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b.SetDefaults()
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exchCfg := new(config.Exchange)
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exchCfg.Name = b.Name
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exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
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exchCfg.BaseCurrencies = b.BaseCurrencies
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err := b.SetupDefaults(exchCfg)
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if err != nil {
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return nil, err
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}
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if b.Features.Supports.RESTCapabilities.AutoPairUpdates {
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err = b.UpdateTradablePairs(ctx, true)
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if err != nil {
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return nil, err
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}
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}
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return exchCfg, nil
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}
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// SetDefaults sets the basic defaults for Binance
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func (b *Binance) SetDefaults() {
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b.Name = "Binance"
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b.Enabled = true
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b.Verbose = true
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b.API.CredentialsValidator.RequiresKey = true
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b.API.CredentialsValidator.RequiresSecret = true
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b.SetValues()
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fmt1 := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{Uppercase: true},
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ConfigFormat: ¤cy.PairFormat{
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Delimiter: currency.DashDelimiter,
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Uppercase: true,
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},
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}
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coinFutures := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.UnderscoreDelimiter,
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.UnderscoreDelimiter,
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},
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}
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usdtFutures := currency.PairStore{
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RequestFormat: ¤cy.PairFormat{
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Uppercase: true,
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},
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ConfigFormat: ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.UnderscoreDelimiter,
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},
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}
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err := b.StoreAssetPairFormat(asset.Spot, fmt1)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = b.StoreAssetPairFormat(asset.Margin, fmt1)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = b.DisableAssetWebsocketSupport(asset.Margin)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = b.StoreAssetPairFormat(asset.CoinMarginedFutures, coinFutures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = b.DisableAssetWebsocketSupport(asset.CoinMarginedFutures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = b.StoreAssetPairFormat(asset.USDTMarginedFutures, usdtFutures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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err = b.DisableAssetWebsocketSupport(asset.USDTMarginedFutures)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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b.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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TickerBatching: true,
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TickerFetching: true,
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KlineFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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GetOrder: true,
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GetOrders: true,
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CancelOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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DepositHistory: true,
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WithdrawalHistory: true,
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TradeFetching: true,
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UserTradeHistory: true,
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TradeFee: true,
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CryptoWithdrawalFee: true,
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MultiChainDeposits: true,
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MultiChainWithdrawals: true,
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HasAssetTypeAccountSegregation: true,
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},
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WebsocketCapabilities: protocol.Features{
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TradeFetching: true,
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TickerFetching: true,
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KlineFetching: true,
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OrderbookFetching: true,
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AuthenticatedEndpoints: true,
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AccountInfo: true,
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GetOrder: true,
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GetOrders: true,
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Subscribe: true,
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Unsubscribe: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCrypto |
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exchange.NoFiatWithdrawals,
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Kline: kline.ExchangeCapabilitiesSupported{
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DateRanges: true,
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Intervals: true,
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},
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FuturesCapabilities: exchange.FuturesCapabilities{
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FundingRates: true,
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FundingRateFrequency: kline.EightHour.Duration(),
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},
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: kline.DeployExchangeIntervals(
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kline.IntervalCapacity{Interval: kline.OneMin},
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kline.IntervalCapacity{Interval: kline.ThreeMin},
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kline.IntervalCapacity{Interval: kline.FiveMin},
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kline.IntervalCapacity{Interval: kline.FifteenMin},
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kline.IntervalCapacity{Interval: kline.ThirtyMin},
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kline.IntervalCapacity{Interval: kline.OneHour},
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kline.IntervalCapacity{Interval: kline.TwoHour},
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kline.IntervalCapacity{Interval: kline.FourHour},
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kline.IntervalCapacity{Interval: kline.SixHour},
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kline.IntervalCapacity{Interval: kline.EightHour},
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kline.IntervalCapacity{Interval: kline.TwelveHour},
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kline.IntervalCapacity{Interval: kline.OneDay},
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kline.IntervalCapacity{Interval: kline.ThreeDay},
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kline.IntervalCapacity{Interval: kline.OneWeek},
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kline.IntervalCapacity{Interval: kline.OneMonth},
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),
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GlobalResultLimit: 1000,
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},
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},
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}
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b.Requester, err = request.New(b.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(SetRateLimit()))
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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b.API.Endpoints = b.NewEndpoints()
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err = b.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: spotAPIURL,
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exchange.RestSpotSupplementary: apiURL,
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exchange.RestUSDTMargined: ufuturesAPIURL,
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exchange.RestCoinMargined: cfuturesAPIURL,
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exchange.EdgeCase1: "https://www.binance.com",
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exchange.WebsocketSpot: binanceDefaultWebsocketURL,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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b.Websocket = stream.New()
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b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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}
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// Setup takes in the supplied exchange configuration details and sets params
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func (b *Binance) Setup(exch *config.Exchange) error {
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err := exch.Validate()
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if err != nil {
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return err
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}
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if !exch.Enabled {
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b.SetEnabled(false)
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return nil
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}
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err = b.SetupDefaults(exch)
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if err != nil {
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return err
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}
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ePoint, err := b.API.Endpoints.GetURL(exchange.WebsocketSpot)
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if err != nil {
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return err
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}
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err = b.Websocket.Setup(&stream.WebsocketSetup{
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ExchangeConfig: exch,
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DefaultURL: binanceDefaultWebsocketURL,
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RunningURL: ePoint,
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Connector: b.WsConnect,
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Subscriber: b.Subscribe,
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Unsubscriber: b.Unsubscribe,
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GenerateSubscriptions: b.GenerateSubscriptions,
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ConnectionMonitorDelay: exch.ConnectionMonitorDelay,
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Features: &b.Features.Supports.WebsocketCapabilities,
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OrderbookBufferConfig: buffer.Config{
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SortBuffer: true,
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SortBufferByUpdateIDs: true,
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},
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TradeFeed: b.Features.Enabled.TradeFeed,
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})
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if err != nil {
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return err
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}
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return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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RateLimit: wsRateLimitMilliseconds,
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})
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}
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// Start starts the Binance go routine
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func (b *Binance) Start(ctx context.Context, wg *sync.WaitGroup) error {
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if wg == nil {
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return fmt.Errorf("%T %w", wg, common.ErrNilPointer)
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}
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wg.Add(1)
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go func() {
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b.Run(ctx)
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wg.Done()
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}()
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return nil
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}
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// Run implements the Binance wrapper
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func (b *Binance) Run(ctx context.Context) {
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if b.Verbose {
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log.Debugf(log.ExchangeSys,
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"%s Websocket: %s. (url: %s).\n",
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b.Name,
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common.IsEnabled(b.Websocket.IsEnabled()),
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b.Websocket.GetWebsocketURL())
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b.PrintEnabledPairs()
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}
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forceUpdate := false
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a := b.GetAssetTypes(true)
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for x := range a {
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if err := b.UpdateOrderExecutionLimits(ctx, a[x]); err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to set exchange order execution limits. Err: %v",
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b.Name,
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err)
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}
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if a[x] == asset.USDTMarginedFutures && !b.BypassConfigFormatUpgrades {
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format, err := b.GetPairFormat(asset.USDTMarginedFutures, false)
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if err != nil {
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log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n",
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b.Name,
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err)
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return
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}
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var enabled, avail currency.Pairs
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enabled, err = b.CurrencyPairs.GetPairs(asset.USDTMarginedFutures, true)
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if err != nil {
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log.Errorf(log.ExchangeSys, "%s failed to get enabled currencies. Err %s\n",
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b.Name,
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err)
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return
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}
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avail, err = b.CurrencyPairs.GetPairs(asset.USDTMarginedFutures, false)
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if err != nil {
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log.Errorf(log.ExchangeSys, "%s failed to get available currencies. Err %s\n",
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b.Name,
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err)
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return
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}
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if !common.StringDataContains(enabled.Strings(), format.Delimiter) ||
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!common.StringDataContains(avail.Strings(), format.Delimiter) {
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var enabledPairs currency.Pairs
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enabledPairs, err = currency.NewPairsFromStrings([]string{
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currency.BTC.String() + format.Delimiter + currency.USDT.String(),
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})
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if err != nil {
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log.Errorf(log.ExchangeSys, "%s failed to update currencies. Err %s\n",
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b.Name,
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err)
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} else {
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log.Warnf(log.ExchangeSys, exchange.ResetConfigPairsWarningMessage, b.Name, a[x], enabledPairs)
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forceUpdate = true
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err = b.UpdatePairs(enabledPairs, a[x], true, true)
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update currencies. Err: %s\n",
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b.Name,
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err)
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}
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}
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}
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}
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}
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if !b.GetEnabledFeatures().AutoPairUpdates && !forceUpdate {
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return
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}
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if err := b.UpdateTradablePairs(ctx, forceUpdate); err != nil {
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log.Errorf(log.ExchangeSys,
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"%s failed to update tradable pairs. Err: %s",
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b.Name,
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err)
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}
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (b *Binance) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
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if !b.SupportsAsset(a) {
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return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
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}
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tradingStatus := "TRADING"
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var pairs []currency.Pair
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switch a {
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case asset.Spot, asset.Margin:
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info, err := b.GetExchangeInfo(ctx)
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if err != nil {
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return nil, err
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}
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pairs = make([]currency.Pair, 0, len(info.Symbols))
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for x := range info.Symbols {
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if info.Symbols[x].Status != tradingStatus {
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continue
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}
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pair, err := currency.NewPairFromStrings(info.Symbols[x].BaseAsset,
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info.Symbols[x].QuoteAsset)
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if err != nil {
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return nil, err
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}
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if a == asset.Spot && info.Symbols[x].IsSpotTradingAllowed {
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pairs = append(pairs, pair)
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}
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if a == asset.Margin && info.Symbols[x].IsMarginTradingAllowed {
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pairs = append(pairs, pair)
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}
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}
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case asset.CoinMarginedFutures:
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cInfo, err := b.FuturesExchangeInfo(ctx)
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if err != nil {
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return nil, err
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}
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pairs = make([]currency.Pair, 0, len(cInfo.Symbols))
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for z := range cInfo.Symbols {
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if cInfo.Symbols[z].ContractStatus != tradingStatus {
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continue
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}
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pair, err := currency.NewPairFromString(cInfo.Symbols[z].Symbol)
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, pair)
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}
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case asset.USDTMarginedFutures:
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uInfo, err := b.UExchangeInfo(ctx)
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if err != nil {
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return nil, err
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}
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pairs = make([]currency.Pair, 0, len(uInfo.Symbols))
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for u := range uInfo.Symbols {
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if uInfo.Symbols[u].Status != tradingStatus {
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continue
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}
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var pair currency.Pair
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if uInfo.Symbols[u].ContractType == "PERPETUAL" {
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pair, err = currency.NewPairFromStrings(uInfo.Symbols[u].BaseAsset,
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uInfo.Symbols[u].QuoteAsset)
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} else {
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pair, err = currency.NewPairFromString(uInfo.Symbols[u].Symbol)
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}
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, pair)
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}
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}
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return pairs, nil
|
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}
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|
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// UpdateTradablePairs updates the exchanges available pairs and stores
|
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// them in the exchanges config
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func (b *Binance) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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assetTypes := b.GetAssetTypes(false)
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for i := range assetTypes {
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pairs, err := b.FetchTradablePairs(ctx, assetTypes[i])
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if err != nil {
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return err
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}
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err = b.UpdatePairs(pairs, assetTypes[i], false, forceUpdate)
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if err != nil {
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return err
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}
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}
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return b.EnsureOnePairEnabled()
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}
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|
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// UpdateTickers updates the ticker for all currency pairs of a given asset type
|
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func (b *Binance) UpdateTickers(ctx context.Context, a asset.Item) error {
|
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switch a {
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case asset.Spot, asset.Margin:
|
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tick, err := b.GetTickers(ctx)
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if err != nil {
|
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return err
|
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}
|
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pairs, err := b.GetEnabledPairs(a)
|
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if err != nil {
|
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return err
|
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}
|
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|
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for i := range pairs {
|
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for y := range tick {
|
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pairFmt, err := b.FormatExchangeCurrency(pairs[i], a)
|
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if err != nil {
|
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return err
|
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}
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|
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if tick[y].Symbol != pairFmt.String() {
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continue
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}
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err = ticker.ProcessTicker(&ticker.Price{
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Last: tick[y].LastPrice,
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High: tick[y].HighPrice,
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Low: tick[y].LowPrice,
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Bid: tick[y].BidPrice,
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Ask: tick[y].AskPrice,
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Volume: tick[y].Volume,
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QuoteVolume: tick[y].QuoteVolume,
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Open: tick[y].OpenPrice,
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Close: tick[y].PrevClosePrice,
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Pair: pairFmt,
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ExchangeName: b.Name,
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AssetType: a,
|
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})
|
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if err != nil {
|
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return err
|
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}
|
|
}
|
|
}
|
|
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("%w %v", asset.ErrNotSupported, 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) {
|
|
if p.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
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("%w %v", asset.ErrNotSupported, 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) {
|
|
if p.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
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("%w %v", asset.ErrNotSupported, 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
|
|
}
|
|
|
|
// GetAccountFundingHistory returns funding history, deposits and
|
|
// withdrawals
|
|
func (b *Binance) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetWithdrawalsHistory returns previous withdrawals data
|
|
func (b *Binance) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
|
|
withdrawals, err := b.WithdrawHistory(ctx, c, "", time.Time{}, time.Time{}, 0, 10000)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp := make([]exchange.WithdrawalHistory, len(withdrawals))
|
|
for i := range withdrawals {
|
|
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].TransactionID,
|
|
CryptoChain: withdrawals[i].Network,
|
|
Timestamp: withdrawals[i].ApplyTime.Time(),
|
|
}
|
|
}
|
|
|
|
return resp, nil
|
|
}
|
|
|
|
// GetRecentTrades returns the most recent trades for a currency and asset
|
|
func (b *Binance) GetRecentTrades(ctx context.Context, p currency.Pair, a asset.Item) ([]trade.Data, error) {
|
|
const limit = 1000
|
|
rFmt, err := b.GetPairFormat(a, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
pFmt := p.Format(rFmt)
|
|
resp := make([]trade.Data, 0, limit)
|
|
switch a {
|
|
case asset.Spot:
|
|
tradeData, err := b.GetMostRecentTrades(ctx,
|
|
RecentTradeRequestParams{pFmt, 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: a,
|
|
Price: tradeData[i].Price,
|
|
Amount: tradeData[i].Quantity,
|
|
Timestamp: tradeData[i].Time,
|
|
})
|
|
}
|
|
case asset.USDTMarginedFutures:
|
|
tradeData, err := b.URecentTrades(ctx, pFmt, "", 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: a,
|
|
Price: tradeData[i].Price,
|
|
Amount: tradeData[i].Qty,
|
|
Timestamp: tradeData[i].Time.Time(),
|
|
})
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
tradeData, err := b.GetFuturesPublicTrades(ctx, pFmt, 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: a,
|
|
Price: tradeData[i].Price,
|
|
Amount: tradeData[i].Qty,
|
|
Timestamp: tradeData[i].Time.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) {
|
|
if err := b.CurrencyPairs.IsAssetEnabled(a); err != nil {
|
|
return nil, err
|
|
}
|
|
if a != asset.Spot {
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
rFmt, err := b.GetPairFormat(a, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
pFmt := p.Format(rFmt)
|
|
req := AggregatedTradeRequestParams{
|
|
Symbol: pFmt,
|
|
StartTime: from,
|
|
EndTime: to,
|
|
}
|
|
trades, err := b.GetAggregatedTrades(ctx, &req)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("%w %v", err, pFmt)
|
|
}
|
|
result := make([]trade.Data, len(trades))
|
|
for i := range trades {
|
|
result[i] = trade.Data{
|
|
CurrencyPair: p,
|
|
TID: strconv.FormatInt(trades[i].ATradeID, 10),
|
|
Amount: trades[i].Quantity,
|
|
Exchange: b.Name,
|
|
Price: trades[i].Price,
|
|
Timestamp: trades[i].TimeStamp,
|
|
AssetType: a,
|
|
Side: order.AnySide,
|
|
}
|
|
}
|
|
return result, nil
|
|
}
|
|
|
|
// 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.IsLong() {
|
|
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, fmt.Errorf("%w %v", order.ErrUnsupportedOrderType, s.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")
|
|
}
|
|
o, 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(o.OrderID, 10)
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, s.AssetType)
|
|
}
|
|
|
|
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(_ context.Context, _ []order.Cancel) (*order.CancelBatchResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// 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("%w %v", asset.ErrNotSupported, 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) {
|
|
if pair.IsEmpty() {
|
|
return nil, currency.ErrCurrencyPairEmpty
|
|
}
|
|
if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var respData order.Detail
|
|
orderIDInt, err := strconv.ParseInt(orderID, 10, 64)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
switch assetType {
|
|
case asset.Spot:
|
|
resp, err := b.QueryOrder(ctx, pair, "", orderIDInt)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(resp.Side)
|
|
if err != nil {
|
|
return nil, 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 nil, 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 nil, 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 nil, 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 nil, 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 nil, fmt.Errorf("%w %v", asset.ErrNotSupported, 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.MultiOrderRequest) (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("%w %v", asset.ErrNotSupported, req.AssetType)
|
|
}
|
|
}
|
|
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.MultiOrderRequest) (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.FromOrderID == "":
|
|
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.FromOrderID != "" && req.StartTime.IsZero() && req.EndTime.IsZero():
|
|
fromID, err := strconv.ParseInt(req.FromOrderID, 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.FromOrderID == "":
|
|
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.FromOrderID != "" && req.StartTime.IsZero() && req.EndTime.IsZero():
|
|
fromID, err := strconv.ParseInt(req.FromOrderID, 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("%w %v", asset.ErrNotSupported, req.AssetType)
|
|
}
|
|
return req.Filter(b.Name, orders), nil
|
|
}
|
|
|
|
// ValidateAPICredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (b *Binance) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := b.UpdateAccountInfo(ctx, assetType)
|
|
return b.CheckTransientError(err)
|
|
}
|
|
|
|
// FormatExchangeKlineInterval returns Interval to exchange formatted string
|
|
func (b *Binance) FormatExchangeKlineInterval(interval kline.Interval) string {
|
|
switch interval {
|
|
case kline.OneDay:
|
|
return "1d"
|
|
case kline.ThreeDay:
|
|
return "3d"
|
|
case kline.OneWeek:
|
|
return "1w"
|
|
case kline.OneMonth:
|
|
return "1M"
|
|
default:
|
|
return interval.Short()
|
|
}
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (b *Binance) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
|
|
req, err := b.GetKlineRequest(pair, a, interval, start, end, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
timeSeries := make([]kline.Candle, 0, req.Size())
|
|
switch a {
|
|
case asset.Spot, asset.Margin:
|
|
var candles []CandleStick
|
|
candles, err = b.GetSpotKline(ctx, &KlinesRequestParams{
|
|
Interval: b.FormatExchangeKlineInterval(req.ExchangeInterval),
|
|
Symbol: req.Pair,
|
|
StartTime: req.Start,
|
|
EndTime: req.End,
|
|
Limit: int(req.RequestLimit),
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
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,
|
|
})
|
|
}
|
|
case asset.USDTMarginedFutures:
|
|
var candles []FuturesCandleStick
|
|
candles, err = b.UKlineData(ctx,
|
|
req.RequestFormatted,
|
|
b.FormatExchangeKlineInterval(interval),
|
|
req.RequestLimit,
|
|
req.Start,
|
|
req.End)
|
|
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,
|
|
})
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
var candles []FuturesCandleStick
|
|
candles, err = b.GetFuturesKlineData(ctx,
|
|
req.RequestFormatted,
|
|
b.FormatExchangeKlineInterval(interval),
|
|
req.RequestLimit,
|
|
req.Start,
|
|
req.End)
|
|
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,
|
|
})
|
|
}
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
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
|
|
}
|
|
|
|
timeSeries := make([]kline.Candle, 0, req.Size())
|
|
for x := range req.RangeHolder.Ranges {
|
|
switch a {
|
|
case asset.Spot, asset.Margin:
|
|
var candles []CandleStick
|
|
candles, err = b.GetSpotKline(ctx, &KlinesRequestParams{
|
|
Interval: b.FormatExchangeKlineInterval(req.ExchangeInterval),
|
|
Symbol: req.Pair,
|
|
StartTime: req.RangeHolder.Ranges[x].Start.Time,
|
|
EndTime: req.RangeHolder.Ranges[x].End.Time,
|
|
Limit: int(req.RequestLimit),
|
|
})
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range candles {
|
|
timeSeries = append(timeSeries, kline.Candle{
|
|
Time: candles[i].OpenTime,
|
|
Open: candles[i].Open,
|
|
High: candles[i].High,
|
|
Low: candles[i].Low,
|
|
Close: candles[i].Close,
|
|
Volume: candles[i].Volume,
|
|
})
|
|
}
|
|
case asset.USDTMarginedFutures:
|
|
var candles []FuturesCandleStick
|
|
candles, err = b.UKlineData(ctx,
|
|
req.RequestFormatted,
|
|
b.FormatExchangeKlineInterval(interval),
|
|
int64(req.RangeHolder.Limit),
|
|
req.RangeHolder.Ranges[x].Start.Time,
|
|
req.RangeHolder.Ranges[x].End.Time)
|
|
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,
|
|
})
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
var candles []FuturesCandleStick
|
|
candles, err = b.GetFuturesKlineData(ctx,
|
|
req.RequestFormatted,
|
|
b.FormatExchangeKlineInterval(interval),
|
|
int64(req.RangeHolder.Limit),
|
|
req.RangeHolder.Ranges[x].Start.Time,
|
|
req.RangeHolder.Ranges[x].End.Time)
|
|
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,
|
|
})
|
|
}
|
|
default:
|
|
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
|
|
}
|
|
}
|
|
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("%w %v", asset.ErrNotSupported, 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
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func (b *Binance) FormatSymbol(p currency.Pair, a asset.Item) (string, error) {
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pairFmt, err := b.GetPairFormat(a, true)
|
|
if err != nil {
|
|
return p.String(), err
|
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}
|
|
if a == asset.USDTMarginedFutures {
|
|
p = b.formatUSDTMarginedFuturesPair(p, pairFmt)
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|
return p.String(), nil
|
|
}
|
|
return pairFmt.Format(p), nil
|
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}
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|
|
|
// formatUSDTMarginedFuturesPair Binance USDTMarginedFutures pairs have a delimiter
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// only if the contract has an expiry date
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func (b *Binance) formatUSDTMarginedFuturesPair(p currency.Pair, pairFmt currency.PairFormat) currency.Pair {
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quote := p.Quote.String()
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for _, c := range quote {
|
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if c < '0' || c > '9' {
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// character rune is alphabetic, cannot be expiring contract
|
|
return p.Format(pairFmt)
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}
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|
}
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|
pairFmt.Delimiter = currency.UnderscoreDelimiter
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return p.Format(pairFmt)
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}
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|
|
|
// GetServerTime returns the current exchange server time.
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|
func (b *Binance) GetServerTime(ctx context.Context, ai asset.Item) (time.Time, error) {
|
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switch ai {
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case asset.USDTMarginedFutures:
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return b.UServerTime(ctx)
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case asset.Spot:
|
|
info, err := b.GetExchangeInfo(ctx)
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|
if err != nil {
|
|
return time.Time{}, err
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|
}
|
|
return info.Servertime, nil
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|
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)
|
|
}
|
|
|
|
// GetLatestFundingRate returns the latest funding rate for a given asset and currency
|
|
func (b *Binance) GetLatestFundingRate(ctx context.Context, r *fundingrate.LatestRateRequest) (*fundingrate.LatestRateResponse, error) {
|
|
if r == nil {
|
|
return nil, fmt.Errorf("%w LatestRateRequest", common.ErrNilPointer)
|
|
}
|
|
if r.IncludePredictedRate {
|
|
return nil, fmt.Errorf("%w IncludePredictedRate", common.ErrFunctionNotSupported)
|
|
}
|
|
format, err := b.GetPairFormat(r.Asset, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
fPair := r.Pair.Format(format)
|
|
pairRate := fundingrate.LatestRateResponse{
|
|
Exchange: b.Name,
|
|
Asset: r.Asset,
|
|
Pair: fPair,
|
|
}
|
|
switch r.Asset {
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|
case asset.USDTMarginedFutures:
|
|
var mp []UMarkPrice
|
|
mp, err = b.UGetMarkPrice(ctx, r.Pair)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
pairRate.TimeOfNextRate = time.UnixMilli(mp[len(mp)-1].NextFundingTime)
|
|
pairRate.LatestRate = fundingrate.Rate{
|
|
Time: time.UnixMilli(mp[len(mp)-1].Time).Truncate(b.Features.Supports.FuturesCapabilities.FundingRateFrequency),
|
|
Rate: decimal.NewFromFloat(mp[len(mp)-1].LastFundingRate),
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
var mp []IndexMarkPrice
|
|
mp, err = b.GetIndexAndMarkPrice(ctx, fPair.String(), "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
pairRate.TimeOfNextRate = time.UnixMilli(mp[len(mp)-1].NextFundingTime)
|
|
pairRate.LatestRate = fundingrate.Rate{
|
|
Time: time.UnixMilli(mp[len(mp)-1].Time).Truncate(b.Features.Supports.FuturesCapabilities.FundingRateFrequency),
|
|
Rate: mp[len(mp)-1].LastFundingRate.Decimal(),
|
|
}
|
|
default:
|
|
return nil, fmt.Errorf("%s %w", r.Asset, asset.ErrNotSupported)
|
|
}
|
|
return &pairRate, nil
|
|
}
|
|
|
|
// GetFundingRates returns funding rates for a given asset and currency for a time period
|
|
func (b *Binance) GetFundingRates(ctx context.Context, r *fundingrate.RatesRequest) (*fundingrate.Rates, error) {
|
|
if r == nil {
|
|
return nil, fmt.Errorf("%w RatesRequest", common.ErrNilPointer)
|
|
}
|
|
if r.IncludePredictedRate {
|
|
return nil, fmt.Errorf("%w GetFundingRates IncludePredictedRate", common.ErrFunctionNotSupported)
|
|
}
|
|
if !r.PaymentCurrency.IsEmpty() {
|
|
return nil, fmt.Errorf("%w GetFundingRates PaymentCurrency", common.ErrFunctionNotSupported)
|
|
}
|
|
if err := common.StartEndTimeCheck(r.StartDate, r.EndDate); err != nil {
|
|
return nil, err
|
|
}
|
|
format, err := b.GetPairFormat(r.Asset, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
fPair := r.Pair.Format(format)
|
|
pairRate := fundingrate.Rates{
|
|
Exchange: b.Name,
|
|
Asset: r.Asset,
|
|
Pair: fPair,
|
|
StartDate: r.StartDate,
|
|
EndDate: r.EndDate,
|
|
}
|
|
switch r.Asset {
|
|
case asset.USDTMarginedFutures:
|
|
requestLimit := 1000
|
|
sd := r.StartDate
|
|
for {
|
|
var frh []FundingRateHistory
|
|
frh, err = b.UGetFundingHistory(ctx, fPair, int64(requestLimit), sd, r.EndDate)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for j := range frh {
|
|
pairRate.FundingRates = append(pairRate.FundingRates, fundingrate.Rate{
|
|
Time: time.UnixMilli(frh[j].FundingTime),
|
|
Rate: decimal.NewFromFloat(frh[j].FundingRate),
|
|
})
|
|
}
|
|
if len(frh) < requestLimit {
|
|
break
|
|
}
|
|
sd = time.UnixMilli(frh[len(frh)-1].FundingTime)
|
|
}
|
|
var mp []UMarkPrice
|
|
mp, err = b.UGetMarkPrice(ctx, fPair)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
pairRate.LatestRate = fundingrate.Rate{
|
|
Time: time.UnixMilli(mp[len(mp)-1].Time).Truncate(b.Features.Supports.FuturesCapabilities.FundingRateFrequency),
|
|
Rate: decimal.NewFromFloat(mp[len(mp)-1].LastFundingRate),
|
|
}
|
|
pairRate.TimeOfNextRate = time.UnixMilli(mp[len(mp)-1].NextFundingTime)
|
|
if r.IncludePayments {
|
|
var income []UAccountIncomeHistory
|
|
income, err = b.UAccountIncomeHistory(ctx, fPair, "FUNDING_FEE", int64(requestLimit), r.StartDate, r.EndDate)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for j := range income {
|
|
for x := range pairRate.FundingRates {
|
|
tt := time.UnixMilli(income[j].Time)
|
|
tt = tt.Truncate(b.Features.Supports.FuturesCapabilities.FundingRateFrequency)
|
|
if !tt.Equal(pairRate.FundingRates[x].Time) {
|
|
continue
|
|
}
|
|
if pairRate.PaymentCurrency.IsEmpty() {
|
|
pairRate.PaymentCurrency = currency.NewCode(income[j].Asset)
|
|
}
|
|
pairRate.FundingRates[x].Payment = decimal.NewFromFloat(income[j].Income)
|
|
pairRate.PaymentSum = pairRate.PaymentSum.Add(pairRate.FundingRates[x].Payment)
|
|
break
|
|
}
|
|
}
|
|
}
|
|
case asset.CoinMarginedFutures:
|
|
requestLimit := 1000
|
|
sd := r.StartDate
|
|
for {
|
|
var frh []FundingRateHistory
|
|
frh, err = b.FuturesGetFundingHistory(ctx, fPair, int64(requestLimit), sd, r.EndDate)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for j := range frh {
|
|
pairRate.FundingRates = append(pairRate.FundingRates, fundingrate.Rate{
|
|
Time: time.UnixMilli(frh[j].FundingTime),
|
|
Rate: decimal.NewFromFloat(frh[j].FundingRate),
|
|
})
|
|
}
|
|
if len(frh) < requestLimit {
|
|
break
|
|
}
|
|
sd = time.UnixMilli(frh[len(frh)-1].FundingTime)
|
|
}
|
|
var mp []IndexMarkPrice
|
|
mp, err = b.GetIndexAndMarkPrice(ctx, fPair.String(), "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
pairRate.LatestRate = fundingrate.Rate{
|
|
Time: time.UnixMilli(mp[len(mp)-1].Time).Truncate(b.Features.Supports.FuturesCapabilities.FundingRateFrequency),
|
|
Rate: mp[len(mp)-1].LastFundingRate.Decimal(),
|
|
}
|
|
pairRate.TimeOfNextRate = time.UnixMilli(mp[len(mp)-1].NextFundingTime)
|
|
if r.IncludePayments {
|
|
var income []FuturesIncomeHistoryData
|
|
income, err = b.FuturesIncomeHistory(ctx, fPair, "FUNDING_FEE", r.StartDate, r.EndDate, int64(requestLimit))
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for j := range income {
|
|
for x := range pairRate.FundingRates {
|
|
tt := time.UnixMilli(income[j].Timestamp)
|
|
tt = tt.Truncate(b.Features.Supports.FuturesCapabilities.FundingRateFrequency)
|
|
if !tt.Equal(pairRate.FundingRates[x].Time) {
|
|
continue
|
|
}
|
|
if pairRate.PaymentCurrency.IsEmpty() {
|
|
pairRate.PaymentCurrency = currency.NewCode(income[j].Asset)
|
|
}
|
|
pairRate.FundingRates[x].Payment = decimal.NewFromFloat(income[j].Income)
|
|
pairRate.PaymentSum = pairRate.PaymentSum.Add(pairRate.FundingRates[x].Payment)
|
|
break
|
|
}
|
|
}
|
|
}
|
|
default:
|
|
return nil, fmt.Errorf("%s %w", r.Asset, asset.ErrNotSupported)
|
|
}
|
|
return &pairRate, nil
|
|
}
|
|
|
|
// IsPerpetualFutureCurrency ensures a given asset and currency is a perpetual future
|
|
func (b *Binance) IsPerpetualFutureCurrency(a asset.Item, cp currency.Pair) (bool, error) {
|
|
if a == asset.CoinMarginedFutures {
|
|
if cp.Quote.Equal(currency.PERP) {
|
|
return true, nil
|
|
}
|
|
}
|
|
if a == asset.USDTMarginedFutures {
|
|
if cp.Quote.Equal(currency.USDT) || cp.Quote.Equal(currency.BUSD) {
|
|
return true, nil
|
|
}
|
|
}
|
|
return false, nil
|
|
}
|