Files
gocryptotrader/exchanges/binance/binance.go
Gareth Kirwan dda5f8c67a Binance/BinanceUS: Fix various live test failures (#2019)
* Binance: Refactor GetAggregatedTradesBatched and fix test

Fixes #2010

* Binance: Fix TestGetHistoricTrades

* BinanceUS: Refactor and fix GetAggregatedTradesBatched

* Binance: Add QuoteAsset to UCompositeIndexInfo and fix intermittent test fail

* fixup! Binance: Refactor GetAggregatedTradesBatched and fix test
2025-09-19 14:02:28 +10:00

1657 lines
54 KiB
Go

package binance
import (
"context"
"encoding/hex"
"errors"
"fmt"
"net/http"
"net/url"
"slices"
"sort"
"strconv"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/encoding/json"
"github.com/thrasher-corp/gocryptotrader/exchange/order/limits"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
)
// Exchange implements exchange.IBotExchange and contains additional specific api methods for interacting with Binance
type Exchange struct {
exchange.Base
obm *orderbookManager
}
const (
apiURL = "https://api.binance.com"
spotAPIURL = "https://sapi.binance.com"
cfuturesAPIURL = "https://dapi.binance.com"
ufuturesAPIURL = "https://fapi.binance.com"
tradeBaseURL = "https://www.binance.com/en/"
testnetSpotURL = "https://testnet.binance.vision/api" //nolint:unused // Can be used for testing via setting useTestNet to true
testnetFutures = "https://testnet.binancefuture.com" //nolint:unused // Can be used for testing via setting useTestNet to true
// Public endpoints
exchangeInfo = "/api/v3/exchangeInfo"
orderBookDepth = "/api/v3/depth"
recentTrades = "/api/v3/trades"
aggregatedTrades = "/api/v3/aggTrades"
candleStick = "/api/v3/klines"
averagePrice = "/api/v3/avgPrice"
priceChange = "/api/v3/ticker/24hr"
symbolPrice = "/api/v3/ticker/price"
bestPrice = "/api/v3/ticker/bookTicker"
userAccountStream = "/api/v3/userDataStream"
perpExchangeInfo = "/fapi/v1/exchangeInfo"
historicalTrades = "/api/v3/historicalTrades"
// Margin endpoints
marginInterestHistory = "/sapi/v1/margin/interestHistory"
// Authenticated endpoints
newOrderTest = "/api/v3/order/test"
orderEndpoint = "/api/v3/order"
openOrders = "/api/v3/openOrders"
allOrders = "/api/v3/allOrders"
accountInfo = "/api/v3/account"
marginAccountInfo = "/sapi/v1/margin/account"
// Wallet endpoints
allCoinsInfo = "/sapi/v1/capital/config/getall"
withdrawEndpoint = "/sapi/v1/capital/withdraw/apply"
depositHistory = "/sapi/v1/capital/deposit/hisrec"
withdrawHistory = "/sapi/v1/capital/withdraw/history"
depositAddress = "/sapi/v1/capital/deposit/address"
// Crypto loan endpoints
loanIncomeHistory = "/sapi/v1/loan/income"
loanBorrow = "/sapi/v1/loan/borrow"
loanBorrowHistory = "/sapi/v1/loan/borrow/history"
loanOngoingOrders = "/sapi/v1/loan/ongoing/orders"
loanRepay = "/sapi/v1/loan/repay"
loanRepaymentHistory = "/sapi/v1/loan/repay/history"
loanAdjustLTV = "/sapi/v1/loan/adjust/ltv"
loanLTVAdjustmentHistory = "/sapi/v1/loan/ltv/adjustment/history"
loanableAssetsData = "/sapi/v1/loan/loanable/data"
loanCollateralAssetsData = "/sapi/v1/loan/collateral/data"
loanCheckCollateralRepayRate = "/sapi/v1/loan/repay/collateral/rate"
loanCustomiseMarginCall = "/sapi/v1/loan/customize/margin_call"
// Flexible loan endpoints
flexibleLoanBorrow = "/sapi/v1/loan/flexible/borrow"
flexibleLoanOngoingOrders = "/sapi/v1/loan/flexible/ongoing/orders"
flexibleLoanBorrowHistory = "/sapi/v1/loan/flexible/borrow/history"
flexibleLoanRepay = "/sapi/v1/loan/flexible/repay"
flexibleLoanRepayHistory = "/sapi/v1/loan/flexible/repay/history"
flexibleLoanAdjustLTV = "/sapi/v1/loan/flexible/adjust/ltv"
flexibleLoanLTVHistory = "/sapi/v1/loan/flexible/ltv/adjustment/history"
flexibleLoanAssetsData = "/sapi/v1/loan/flexible/loanable/data"
flexibleLoanCollateralAssetsData = "/sapi/v1/loan/flexible/collateral/data"
defaultRecvWindow = 5 * time.Second
)
var (
errLoanCoinMustBeSet = errors.New("loan coin must bet set")
errLoanTermMustBeSet = errors.New("loan term must be set")
errCollateralCoinMustBeSet = errors.New("collateral coin must be set")
errOrderIDMustBeSet = errors.New("orderID must be set")
errAmountMustBeSet = errors.New("amount must not be <= 0")
errEitherLoanOrCollateralAmountsMustBeSet = errors.New("either loan or collateral amounts must be set")
)
// GetExchangeInfo returns exchange information. Check binance_types for more
// information
func (e *Exchange) GetExchangeInfo(ctx context.Context) (ExchangeInfo, error) {
var resp ExchangeInfo
return resp, e.SendHTTPRequest(ctx,
exchange.RestSpotSupplementary, exchangeInfo, spotExchangeInfo, &resp)
}
// GetOrderBook returns full orderbook information
//
// OrderBookDataRequestParams contains the following members
// symbol: string of currency pair
// limit: returned limit amount
func (e *Exchange) GetOrderBook(ctx context.Context, obd OrderBookDataRequestParams) (*OrderBook, error) {
params := url.Values{}
symbol, err := e.FormatSymbol(obd.Symbol, asset.Spot)
if err != nil {
return nil, err
}
params.Set("symbol", symbol)
params.Set("limit", strconv.Itoa(obd.Limit))
var resp *OrderBookData
if err := e.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, common.EncodeURLValues(orderBookDepth, params), orderbookLimit(obd.Limit), &resp); err != nil {
return nil, err
}
ob := &OrderBook{
Bids: make([]OrderbookItem, len(resp.Bids)),
Asks: make([]OrderbookItem, len(resp.Asks)),
LastUpdateID: resp.LastUpdateID,
}
for x := range resp.Bids {
ob.Bids[x].Price = resp.Bids[x][0].Float64()
ob.Bids[x].Quantity = resp.Bids[x][1].Float64()
}
for x := range resp.Asks {
ob.Asks[x].Price = resp.Asks[x][0].Float64()
ob.Asks[x].Quantity = resp.Asks[x][1].Float64()
}
return ob, nil
}
// GetMostRecentTrades returns recent trade activity
// limit: Up to 500 results returned
func (e *Exchange) GetMostRecentTrades(ctx context.Context, rtr RecentTradeRequestParams) ([]RecentTrade, error) {
params := url.Values{}
symbol, err := e.FormatSymbol(rtr.Symbol, asset.Spot)
if err != nil {
return nil, err
}
params.Set("symbol", symbol)
params.Set("limit", strconv.Itoa(rtr.Limit))
path := recentTrades + "?" + params.Encode()
var resp []RecentTrade
return resp, e.SendHTTPRequest(ctx,
exchange.RestSpotSupplementary, path, spotDefaultRate, &resp)
}
// GetHistoricalTrades returns historical trade activity
//
// symbol: string of currency pair
// limit: Optional. Default 500; max 1000.
// fromID:
func (e *Exchange) GetHistoricalTrades(ctx context.Context, symbol string, limit int, fromID int64) ([]HistoricalTrade, error) {
var resp []HistoricalTrade
params := url.Values{}
params.Set("symbol", symbol)
params.Set("limit", strconv.Itoa(limit))
// else return most recent trades
if fromID > 0 {
params.Set("fromId", strconv.FormatInt(fromID, 10))
}
path := historicalTrades + "?" + params.Encode()
return resp,
e.SendAPIKeyHTTPRequest(ctx, exchange.RestSpotSupplementary, path, spotDefaultRate, &resp)
}
// GetUserMarginInterestHistory returns margin interest history for the user
func (e *Exchange) GetUserMarginInterestHistory(ctx context.Context, assetCurrency currency.Code, isolatedSymbol currency.Pair, startTime, endTime time.Time, currentPage, size int64, archived bool) (*UserMarginInterestHistoryResponse, error) {
params := url.Values{}
if !assetCurrency.IsEmpty() {
params.Set("asset", assetCurrency.String())
}
if !isolatedSymbol.IsEmpty() {
fPair, err := e.FormatSymbol(isolatedSymbol, asset.Margin)
if err != nil {
return nil, err
}
params.Set("isolatedSymbol", fPair)
}
if !startTime.IsZero() {
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
}
if !endTime.IsZero() {
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
if currentPage > 0 {
params.Set("current", strconv.FormatInt(currentPage, 10))
}
if size > 0 {
params.Set("size", strconv.FormatInt(size, 10))
}
if archived {
params.Set("archived", "true")
}
path := marginInterestHistory + "?" + params.Encode()
var resp UserMarginInterestHistoryResponse
return &resp, e.SendAPIKeyHTTPRequest(ctx, exchange.RestSpotSupplementary, path, spotDefaultRate, &resp)
}
// GetAggregatedTrades returns aggregated trade activity.
// If more than one hour of data is requested or asked limit is not supported by exchange
// then the trades are collected with multiple backend requests.
// https://binance-docs.github.io/apidocs/spot/en/#compressed-aggregate-trades-list
func (e *Exchange) GetAggregatedTrades(ctx context.Context, arg *AggregatedTradeRequestParams) ([]AggregatedTrade, error) {
params := url.Values{}
params.Set("symbol", arg.Symbol.String())
// If the user request is directly not supported by the exchange, we might be able to fulfill it
// by merging results from multiple API requests
needBatch := true // Need to batch unless user has specified a limit
if arg.Limit > 0 && arg.Limit <= 1000 {
needBatch = false
params.Set("limit", strconv.Itoa(arg.Limit))
}
if arg.FromID != 0 {
params.Set("fromId", strconv.FormatInt(arg.FromID, 10))
}
if !arg.StartTime.IsZero() {
params.Set("startTime", strconv.FormatInt(arg.StartTime.UnixMilli(), 10))
}
if !arg.EndTime.IsZero() {
params.Set("endTime", strconv.FormatInt(arg.EndTime.UnixMilli(), 10))
}
// startTime and endTime are set and time between startTime and endTime is more than 1 hour
needBatch = needBatch || (!arg.StartTime.IsZero() && !arg.EndTime.IsZero() && arg.EndTime.Sub(arg.StartTime) > time.Hour)
// Fall back to batch requests, if possible and necessary
if needBatch {
// fromId or start time must be set
canBatch := arg.FromID == 0 != arg.StartTime.IsZero()
if canBatch {
// Split the request into multiple
return e.batchAggregateTrades(ctx, arg, params)
}
// Can't handle this request locally or remotely
// We would receive {"code":-1128,"msg":"Combination of optional parameters invalid."}
return nil, errors.New("please set StartTime or FromId, but not both")
}
var resp []AggregatedTrade
path := aggregatedTrades + "?" + params.Encode()
return resp, e.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, spotDefaultRate, &resp)
}
// batchAggregateTrades fetches trades in multiple requests
// If no args.FromID is passed, requests are made intervals doubling from 10s until we get a viable starting position.
// Once the starting set is found, we continue scanning until we have all the trades in the time window
func (e *Exchange) batchAggregateTrades(ctx context.Context, args *AggregatedTradeRequestParams, params url.Values) ([]AggregatedTrade, error) {
var resp []AggregatedTrade
// prepare first request with only first hour and max limit
if args.Limit == 0 || args.Limit > 1000 {
// Extend from the default of 500
params.Set("limit", "1000")
}
var fromID int64
if args.FromID > 0 {
fromID = args.FromID
} else {
// Only 10 seconds is used to prevent limit of 1000 being reached in the first request, cutting off trades for high activity pairs
// If we don't find anything we keep increasing the window by doubling the interval and scanning again
increment := time.Second * 10
for start := args.StartTime; len(resp) == 0; start, increment = start.Add(increment), increment*2 {
if !args.EndTime.IsZero() && start.After(args.EndTime) || increment <= 0 {
// All requests returned empty or we searched until increment overflowed
return nil, nil
}
params.Set("startTime", strconv.FormatInt(start.UnixMilli(), 10))
end := start.Add(increment)
if !args.EndTime.IsZero() && end.After(args.EndTime) {
end = args.EndTime
}
params.Set("endTime", strconv.FormatInt(end.UnixMilli(), 10))
path := aggregatedTrades + "?" + params.Encode()
err := e.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, spotDefaultRate, &resp)
if err != nil {
return resp, fmt.Errorf("%w %v", err, args.Symbol)
}
}
fromID = resp[len(resp)-1].ATradeID
}
// other requests follow from the last aggregate trade id and have no time window
params.Del("startTime")
params.Del("endTime")
outer:
for ; args.Limit == 0 || len(resp) < args.Limit; fromID = resp[len(resp)-1].ATradeID {
// Keep requesting new data after last retrieved trade
params.Set("fromId", strconv.FormatInt(fromID, 10))
path := aggregatedTrades + "?" + params.Encode()
var additionalTrades []AggregatedTrade
if err := e.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, spotDefaultRate, &additionalTrades); err != nil {
return resp, fmt.Errorf("%w %v", err, args.Symbol)
}
switch len(additionalTrades) {
case 0, 1:
break outer // We only got the one we already have
default:
additionalTrades = additionalTrades[1:] // Remove the record we already have
}
if !args.EndTime.IsZero() {
// Check if only some of the results are before EndTime
if afterEnd := sort.Search(len(additionalTrades), func(i int) bool {
return args.EndTime.Before(additionalTrades[i].TimeStamp.Time())
}); afterEnd < len(additionalTrades) {
resp = append(resp, additionalTrades[:afterEnd]...)
break
}
}
resp = append(resp, additionalTrades...)
}
if args.Limit > 0 && len(resp) > args.Limit {
resp = resp[:args.Limit]
}
return resp, nil
}
// GetSpotKline returns kline data
//
// KlinesRequestParams supports 5 parameters
// symbol: the symbol to get the kline data for
// limit: optional
// interval: the interval time for the data
// startTime: startTime filter for kline data
// endTime: endTime filter for the kline data
func (e *Exchange) GetSpotKline(ctx context.Context, arg *KlinesRequestParams) ([]CandleStick, error) {
symbol, err := e.FormatSymbol(arg.Symbol, asset.Spot)
if err != nil {
return nil, err
}
params := url.Values{}
params.Set("symbol", symbol)
params.Set("interval", arg.Interval)
if arg.Limit != 0 {
params.Set("limit", strconv.FormatUint(arg.Limit, 10))
}
if !arg.StartTime.IsZero() {
params.Set("startTime", strconv.FormatInt(arg.StartTime.UnixMilli(), 10))
}
if !arg.EndTime.IsZero() {
params.Set("endTime", strconv.FormatInt(arg.EndTime.UnixMilli(), 10))
}
var resp []CandleStick
return resp, e.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, common.EncodeURLValues(candleStick, params), spotDefaultRate, &resp)
}
// GetAveragePrice returns current average price for a symbol.
//
// symbol: string of currency pair
func (e *Exchange) GetAveragePrice(ctx context.Context, symbol currency.Pair) (AveragePrice, error) {
resp := AveragePrice{}
params := url.Values{}
symbolValue, err := e.FormatSymbol(symbol, asset.Spot)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
path := averagePrice + "?" + params.Encode()
return resp, e.SendHTTPRequest(ctx,
exchange.RestSpotSupplementary, path, spotDefaultRate, &resp)
}
// GetPriceChangeStats returns price change statistics for the last 24 hours
//
// symbol: string of currency pair
func (e *Exchange) GetPriceChangeStats(ctx context.Context, symbol currency.Pair) (*PriceChangeStats, error) {
resp := PriceChangeStats{}
params := url.Values{}
rateLimit := spotTickerAllRate
if !symbol.IsEmpty() {
rateLimit = spotTicker1Rate
symbolValue, err := e.FormatSymbol(symbol, asset.Spot)
if err != nil {
return nil, err
}
params.Set("symbol", symbolValue)
}
path := priceChange + "?" + params.Encode()
return &resp, e.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, rateLimit, &resp)
}
// GetTickers returns the ticker data for the last 24 hrs
func (e *Exchange) GetTickers(ctx context.Context, symbols ...currency.Pair) ([]PriceChangeStats, error) {
var resp []PriceChangeStats
symbolLength := len(symbols)
params := url.Values{}
var rl request.EndpointLimit
switch {
case symbolLength == 1:
rl = spotTicker1Rate
case symbolLength > 1 && symbolLength <= 20:
rl = spotTicker20Rate
case symbolLength > 20 && symbolLength <= 100:
rl = spotTicker100Rate
case symbolLength > 100, symbolLength == 0:
rl = spotTickerAllRate
}
path := priceChange
if symbolLength > 0 {
symbolValues := make([]string, symbolLength)
for i := range symbols {
symbolValue, err := e.FormatSymbol(symbols[i], asset.Spot)
if err != nil {
return resp, err
}
symbolValues[i] = "\"" + symbolValue + "\""
}
params.Set("symbols", "["+strings.Join(symbolValues, ",")+"]")
path += "?" + params.Encode()
}
return resp, e.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, rl, &resp)
}
// GetLatestSpotPrice returns latest spot price of symbol
//
// symbol: string of currency pair
func (e *Exchange) GetLatestSpotPrice(ctx context.Context, symbol currency.Pair) (SymbolPrice, error) {
resp := SymbolPrice{}
params := url.Values{}
rateLimit := spotTickerAllRate
if !symbol.IsEmpty() {
rateLimit = spotDefaultRate
symbolValue, err := e.FormatSymbol(symbol, asset.Spot)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
}
path := symbolPrice + "?" + params.Encode()
return resp,
e.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, rateLimit, &resp)
}
// GetBestPrice returns the latest best price for symbol
//
// symbol: string of currency pair
func (e *Exchange) GetBestPrice(ctx context.Context, symbol currency.Pair) (BestPrice, error) {
resp := BestPrice{}
params := url.Values{}
rateLimit := spotOrderbookTickerAllRate
if !symbol.IsEmpty() {
rateLimit = spotDefaultRate
symbolValue, err := e.FormatSymbol(symbol, asset.Spot)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
}
path := bestPrice + "?" + params.Encode()
return resp,
e.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, rateLimit, &resp)
}
// NewOrder sends a new order to Binance
func (e *Exchange) NewOrder(ctx context.Context, o *NewOrderRequest) (NewOrderResponse, error) {
var resp NewOrderResponse
if err := e.newOrder(ctx, orderEndpoint, o, &resp); err != nil {
return resp, err
}
if resp.Code != 0 {
return resp, errors.New(resp.Msg)
}
return resp, nil
}
// NewOrderTest sends a new test order to Binance
func (e *Exchange) NewOrderTest(ctx context.Context, o *NewOrderRequest) error {
var resp NewOrderResponse
return e.newOrder(ctx, newOrderTest, o, &resp)
}
func (e *Exchange) newOrder(ctx context.Context, api string, o *NewOrderRequest, resp *NewOrderResponse) error {
params := url.Values{}
symbol, err := e.FormatSymbol(o.Symbol, asset.Spot)
if err != nil {
return err
}
params.Set("symbol", symbol)
params.Set("side", o.Side)
params.Set("type", string(o.TradeType))
if o.QuoteOrderQty > 0 {
params.Set("quoteOrderQty", strconv.FormatFloat(o.QuoteOrderQty, 'f', -1, 64))
} else {
params.Set("quantity", strconv.FormatFloat(o.Quantity, 'f', -1, 64))
}
if o.TradeType == BinanceRequestParamsOrderLimit {
params.Set("price", strconv.FormatFloat(o.Price, 'f', -1, 64))
}
if o.TimeInForce != "" {
params.Set("timeInForce", o.TimeInForce)
}
if o.NewClientOrderID != "" {
params.Set("newClientOrderId", o.NewClientOrderID)
}
if o.StopPrice != 0 {
params.Set("stopPrice", strconv.FormatFloat(o.StopPrice, 'f', -1, 64))
}
if o.IcebergQty != 0 {
params.Set("icebergQty", strconv.FormatFloat(o.IcebergQty, 'f', -1, 64))
}
if o.NewOrderRespType != "" {
params.Set("newOrderRespType", o.NewOrderRespType)
}
return e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodPost, api, params, spotOrderRate, resp)
}
// CancelExistingOrder sends a cancel order to Binance
func (e *Exchange) CancelExistingOrder(ctx context.Context, symbol currency.Pair, orderID int64, origClientOrderID string) (CancelOrderResponse, error) {
var resp CancelOrderResponse
symbolValue, err := e.FormatSymbol(symbol, asset.Spot)
if err != nil {
return resp, err
}
params := url.Values{}
params.Set("symbol", symbolValue)
if orderID != 0 {
params.Set("orderId", strconv.FormatInt(orderID, 10))
}
if origClientOrderID != "" {
params.Set("origClientOrderId", origClientOrderID)
}
return resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodDelete, orderEndpoint, params, spotOrderRate, &resp)
}
// OpenOrders Current open orders. Get all open orders on a symbol.
// Careful when accessing this with no symbol: The number of requests counted
// against the rate limiter is significantly higher
func (e *Exchange) OpenOrders(ctx context.Context, pair currency.Pair) ([]QueryOrderData, error) {
var resp []QueryOrderData
params := url.Values{}
var p string
var err error
if !pair.IsEmpty() {
p, err = e.FormatSymbol(pair, asset.Spot)
if err != nil {
return nil, err
}
params.Add("symbol", p)
} else {
// extend the receive window when all currencies to prevent "recvwindow"
// error
params.Set("recvWindow", "10000")
}
if err := e.SendAuthHTTPRequest(ctx,
exchange.RestSpotSupplementary,
http.MethodGet,
openOrders,
params,
openOrdersLimit(p),
&resp); err != nil {
return resp, err
}
return resp, nil
}
// AllOrders Get all account orders; active, canceled, or filled.
// orderId optional param
// limit optional param, default 500; max 500
func (e *Exchange) AllOrders(ctx context.Context, symbol currency.Pair, orderID, limit string) ([]QueryOrderData, error) {
var resp []QueryOrderData
params := url.Values{}
symbolValue, err := e.FormatSymbol(symbol, asset.Spot)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
if orderID != "" {
params.Set("orderId", orderID)
}
if limit != "" {
params.Set("limit", limit)
}
if err := e.SendAuthHTTPRequest(ctx,
exchange.RestSpotSupplementary,
http.MethodGet,
allOrders,
params,
spotAllOrdersRate,
&resp); err != nil {
return resp, err
}
return resp, nil
}
// QueryOrder returns information on a past order
func (e *Exchange) QueryOrder(ctx context.Context, symbol currency.Pair, origClientOrderID string, orderID int64) (QueryOrderData, error) {
var resp QueryOrderData
params := url.Values{}
symbolValue, err := e.FormatSymbol(symbol, asset.Spot)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
if origClientOrderID != "" {
params.Set("origClientOrderId", origClientOrderID)
}
if orderID != 0 {
params.Set("orderId", strconv.FormatInt(orderID, 10))
}
if err := e.SendAuthHTTPRequest(ctx,
exchange.RestSpotSupplementary,
http.MethodGet, orderEndpoint,
params, spotOrderQueryRate,
&resp); err != nil {
return resp, err
}
if resp.Code != 0 {
return resp, errors.New(resp.Msg)
}
return resp, nil
}
// GetAccount returns binance user accounts
func (e *Exchange) GetAccount(ctx context.Context) (*Account, error) {
type response struct {
Response
Account
}
var resp response
params := url.Values{}
if err := e.SendAuthHTTPRequest(ctx,
exchange.RestSpotSupplementary,
http.MethodGet, accountInfo,
params, spotAccountInformationRate,
&resp); err != nil {
return &resp.Account, err
}
if resp.Code != 0 {
return &resp.Account, errors.New(resp.Msg)
}
return &resp.Account, nil
}
// GetMarginAccount returns account information for margin accounts
func (e *Exchange) GetMarginAccount(ctx context.Context) (*MarginAccount, error) {
var resp MarginAccount
params := url.Values{}
if err := e.SendAuthHTTPRequest(ctx,
exchange.RestSpotSupplementary,
http.MethodGet, marginAccountInfo,
params, spotAccountInformationRate,
&resp); err != nil {
return &resp, err
}
return &resp, nil
}
// SendHTTPRequest sends an unauthenticated request
func (e *Exchange) SendHTTPRequest(ctx context.Context, ePath exchange.URL, path string, f request.EndpointLimit, result any) error {
endpointPath, err := e.API.Endpoints.GetURL(ePath)
if err != nil {
return err
}
item := &request.Item{
Method: http.MethodGet,
Path: endpointPath + path,
Result: result,
Verbose: e.Verbose,
HTTPDebugging: e.HTTPDebugging,
HTTPRecording: e.HTTPRecording,
HTTPMockDataSliceLimit: e.HTTPMockDataSliceLimit,
}
return e.SendPayload(ctx, f, func() (*request.Item, error) {
return item, nil
}, request.UnauthenticatedRequest)
}
// SendAPIKeyHTTPRequest is a special API request where the api key is
// appended to the headers without a secret
func (e *Exchange) SendAPIKeyHTTPRequest(ctx context.Context, ePath exchange.URL, path string, f request.EndpointLimit, result any) error {
endpointPath, err := e.API.Endpoints.GetURL(ePath)
if err != nil {
return err
}
creds, err := e.GetCredentials(ctx)
if err != nil {
return err
}
headers := make(map[string]string)
headers["X-MBX-APIKEY"] = creds.Key
item := &request.Item{
Method: http.MethodGet,
Path: endpointPath + path,
Headers: headers,
Result: result,
Verbose: e.Verbose,
HTTPDebugging: e.HTTPDebugging,
HTTPRecording: e.HTTPRecording,
HTTPMockDataSliceLimit: e.HTTPMockDataSliceLimit,
}
return e.SendPayload(ctx, f, func() (*request.Item, error) {
return item, nil
}, request.AuthenticatedRequest)
}
// SendAuthHTTPRequest sends an authenticated HTTP request
func (e *Exchange) SendAuthHTTPRequest(ctx context.Context, ePath exchange.URL, method, path string, params url.Values, f request.EndpointLimit, result any) error {
creds, err := e.GetCredentials(ctx)
if err != nil {
return err
}
endpointPath, err := e.API.Endpoints.GetURL(ePath)
if err != nil {
return err
}
if params == nil {
params = url.Values{}
}
if params.Get("recvWindow") == "" {
params.Set("recvWindow", strconv.FormatInt(defaultRecvWindow.Milliseconds(), 10))
}
interim := json.RawMessage{}
err = e.SendPayload(ctx, f, func() (*request.Item, error) {
params.Set("timestamp", strconv.FormatInt(time.Now().UnixMilli(), 10))
hmacSigned, err := crypto.GetHMAC(crypto.HashSHA256, []byte(params.Encode()), []byte(creds.Secret))
if err != nil {
return nil, err
}
headers := make(map[string]string)
headers["X-MBX-APIKEY"] = creds.Key
fullPath := common.EncodeURLValues(endpointPath+path, params) + "&signature=" + hex.EncodeToString(hmacSigned)
return &request.Item{
Method: method,
Path: fullPath,
Headers: headers,
Result: &interim,
Verbose: e.Verbose,
HTTPDebugging: e.HTTPDebugging,
HTTPRecording: e.HTTPRecording,
HTTPMockDataSliceLimit: e.HTTPMockDataSliceLimit,
}, nil
}, request.AuthenticatedRequest)
if err != nil {
return err
}
errCap := struct {
Success bool `json:"success"`
Message string `json:"msg"`
Code int64 `json:"code"`
}{}
if err := json.Unmarshal(interim, &errCap); err == nil {
if !errCap.Success && errCap.Message != "" && errCap.Code != 200 {
return errors.New(errCap.Message)
}
}
if result == nil {
return nil
}
return json.Unmarshal(interim, result)
}
// GetFee returns an estimate of fee based on type of transaction
func (e *Exchange) GetFee(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyTradeFee:
multiplier, err := e.getMultiplier(ctx, feeBuilder.IsMaker)
if err != nil {
return 0, err
}
fee = calculateTradingFee(feeBuilder.PurchasePrice, feeBuilder.Amount, multiplier)
case exchange.CryptocurrencyWithdrawalFee:
fee = getCryptocurrencyWithdrawalFee(feeBuilder.Pair.Base)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.002 * price * amount
}
// getMultiplier retrieves account based taker/maker fees
func (e *Exchange) getMultiplier(ctx context.Context, isMaker bool) (float64, error) {
var multiplier float64
account, err := e.GetAccount(ctx)
if err != nil {
return 0, err
}
if isMaker {
multiplier = float64(account.MakerCommission)
} else {
multiplier = float64(account.TakerCommission)
}
return multiplier, nil
}
// calculateTradingFee returns the fee for trading any currency on Binance
func calculateTradingFee(purchasePrice, amount, multiplier float64) float64 {
return (multiplier / 100) * purchasePrice * amount
}
// getCryptocurrencyWithdrawalFee returns the fee for withdrawing from the exchange
func getCryptocurrencyWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
// GetAllCoinsInfo returns details about all supported coins
func (e *Exchange) GetAllCoinsInfo(ctx context.Context) ([]CoinInfo, error) {
var resp []CoinInfo
if err := e.SendAuthHTTPRequest(ctx,
exchange.RestSpotSupplementary,
http.MethodGet,
allCoinsInfo,
nil,
spotDefaultRate,
&resp); err != nil {
return nil, err
}
return resp, nil
}
// WithdrawCrypto sends cryptocurrency to the address of your choosing
func (e *Exchange) WithdrawCrypto(ctx context.Context, cryptoAsset, withdrawOrderID, network, address, addressTag, name, amount string, transactionFeeFlag bool) (string, error) {
if cryptoAsset == "" || address == "" || amount == "" {
return "", errors.New("asset, address and amount must not be empty")
}
params := url.Values{}
params.Set("coin", cryptoAsset)
params.Set("address", address)
params.Set("amount", amount)
// optional params
if withdrawOrderID != "" {
params.Set("withdrawOrderId", withdrawOrderID)
}
if network != "" {
params.Set("network", network)
}
if addressTag != "" {
params.Set("addressTag", addressTag)
}
if transactionFeeFlag {
params.Set("transactionFeeFlag", "true")
}
if name != "" {
params.Set("name", url.QueryEscape(name))
}
var resp WithdrawResponse
if err := e.SendAuthHTTPRequest(ctx,
exchange.RestSpotSupplementary,
http.MethodPost,
withdrawEndpoint,
params,
spotDefaultRate,
&resp); err != nil {
return "", err
}
if resp.ID == "" {
return "", errors.New("ID is nil")
}
return resp.ID, nil
}
// DepositHistory returns the deposit history based on the supplied params
// status `param` used as string to prevent default value 0 (for int) interpreting as EmailSent status
func (e *Exchange) DepositHistory(ctx context.Context, c currency.Code, status string, startTime, endTime time.Time, offset, limit int) ([]DepositHistory, error) {
var response []DepositHistory
params := url.Values{}
if !c.IsEmpty() {
params.Set("coin", c.String())
}
if status != "" {
i, err := strconv.Atoi(status)
if err != nil {
return nil, fmt.Errorf("wrong param (status): %s. Error: %v", status, err)
}
switch i {
case EmailSent, Cancelled, AwaitingApproval, Rejected, Processing, Failure, Completed:
default:
return nil, fmt.Errorf("wrong param (status): %s", status)
}
params.Set("status", status)
}
if !startTime.IsZero() {
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
}
if !endTime.IsZero() {
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
if offset != 0 {
params.Set("offset", strconv.Itoa(offset))
}
if limit != 0 {
params.Set("limit", strconv.Itoa(limit))
}
if err := e.SendAuthHTTPRequest(ctx,
exchange.RestSpotSupplementary,
http.MethodGet,
depositHistory,
params,
spotDefaultRate,
&response); err != nil {
return nil, err
}
return response, nil
}
// WithdrawHistory gets the status of recent withdrawals
// status `param` used as string to prevent default value 0 (for int) interpreting as EmailSent status
func (e *Exchange) WithdrawHistory(ctx context.Context, c currency.Code, status string, startTime, endTime time.Time, offset, limit int) ([]WithdrawStatusResponse, error) {
params := url.Values{}
if !c.IsEmpty() {
params.Set("coin", c.String())
}
if status != "" {
i, err := strconv.Atoi(status)
if err != nil {
return nil, fmt.Errorf("wrong param (status): %s. Error: %v", status, err)
}
switch i {
case EmailSent, Cancelled, AwaitingApproval, Rejected, Processing, Failure, Completed:
default:
return nil, fmt.Errorf("wrong param (status): %s", status)
}
params.Set("status", status)
}
if !startTime.IsZero() {
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
}
if !endTime.IsZero() {
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
if offset != 0 {
params.Set("offset", strconv.Itoa(offset))
}
if limit != 0 {
params.Set("limit", strconv.Itoa(limit))
}
var withdrawStatus []WithdrawStatusResponse
if err := e.SendAuthHTTPRequest(ctx,
exchange.RestSpotSupplementary,
http.MethodGet,
withdrawHistory,
params,
spotDefaultRate,
&withdrawStatus); err != nil {
return nil, err
}
return withdrawStatus, nil
}
// GetDepositAddressForCurrency retrieves the wallet address for a given currency
func (e *Exchange) GetDepositAddressForCurrency(ctx context.Context, coin, chain string) (*DepositAddress, error) {
params := url.Values{}
params.Set("coin", coin)
if chain != "" {
params.Set("network", chain)
}
params.Set("recvWindow", "10000")
var d DepositAddress
return &d,
e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, depositAddress, params, spotDefaultRate, &d)
}
// GetWsAuthStreamKey will retrieve a key to use for authorised WS streaming
func (e *Exchange) GetWsAuthStreamKey(ctx context.Context) (string, error) {
endpointPath, err := e.API.Endpoints.GetURL(exchange.RestSpotSupplementary)
if err != nil {
return "", err
}
creds, err := e.GetCredentials(ctx)
if err != nil {
return "", err
}
var resp UserAccountStream
headers := make(map[string]string)
headers["X-MBX-APIKEY"] = creds.Key
item := &request.Item{
Method: http.MethodPost,
Path: endpointPath + userAccountStream,
Headers: headers,
Result: &resp,
Verbose: e.Verbose,
HTTPDebugging: e.HTTPDebugging,
HTTPRecording: e.HTTPRecording,
HTTPMockDataSliceLimit: e.HTTPMockDataSliceLimit,
}
err = e.SendPayload(ctx, request.Unset, func() (*request.Item, error) {
return item, nil
}, request.AuthenticatedRequest)
if err != nil {
return "", err
}
return resp.ListenKey, nil
}
// MaintainWsAuthStreamKey will keep the key alive
func (e *Exchange) MaintainWsAuthStreamKey(ctx context.Context) error {
endpointPath, err := e.API.Endpoints.GetURL(exchange.RestSpotSupplementary)
if err != nil {
return err
}
if listenKey == "" {
listenKey, err = e.GetWsAuthStreamKey(ctx)
return err
}
creds, err := e.GetCredentials(ctx)
if err != nil {
return err
}
path := endpointPath + userAccountStream
params := url.Values{}
params.Set("listenKey", listenKey)
path = common.EncodeURLValues(path, params)
headers := make(map[string]string)
headers["X-MBX-APIKEY"] = creds.Key
item := &request.Item{
Method: http.MethodPut,
Path: path,
Headers: headers,
Verbose: e.Verbose,
HTTPDebugging: e.HTTPDebugging,
HTTPRecording: e.HTTPRecording,
HTTPMockDataSliceLimit: e.HTTPMockDataSliceLimit,
}
return e.SendPayload(ctx, request.Unset, func() (*request.Item, error) {
return item, nil
}, request.AuthenticatedRequest)
}
// FetchExchangeLimits fetches order execution limits filtered by asset
func (e *Exchange) FetchExchangeLimits(ctx context.Context, a asset.Item) ([]limits.MinMaxLevel, error) {
if a != asset.Spot && a != asset.Margin {
return nil, fmt.Errorf("%w %q", asset.ErrNotSupported, a)
}
resp, err := e.GetExchangeInfo(ctx)
if err != nil {
return nil, err
}
aUpper := strings.ToUpper(a.String())
l := make([]limits.MinMaxLevel, 0, len(resp.Symbols))
for _, s := range resp.Symbols {
var cp currency.Pair
cp, err = currency.NewPairFromStrings(s.BaseAsset, s.QuoteAsset)
if err != nil {
return nil, err
}
for i := range s.PermissionSets {
if !slices.Contains(s.PermissionSets[i], aUpper) {
continue
}
mml := limits.MinMaxLevel{
Key: key.NewExchangeAssetPair(e.Name, a, cp),
}
for _, f := range s.Filters {
// TODO: Unhandled filters:
// maxPosition, trailingDelta, percentPriceBySide, maxNumAlgoOrders
switch f.FilterType {
case priceFilter:
mml.MinPrice = f.MinPrice
mml.MaxPrice = f.MaxPrice
mml.PriceStepIncrementSize = f.TickSize
case percentPriceFilter:
mml.MultiplierUp = f.MultiplierUp
mml.MultiplierDown = f.MultiplierDown
mml.AveragePriceMinutes = f.AvgPriceMinutes
case lotSizeFilter:
mml.MaximumBaseAmount = f.MaxQty
mml.MinimumBaseAmount = f.MinQty
mml.AmountStepIncrementSize = f.StepSize
case notionalFilter:
mml.MinNotional = f.MinNotional
case icebergPartsFilter:
mml.MaxIcebergParts = f.Limit
case marketLotSizeFilter:
mml.MarketMinQty = f.MinQty
mml.MarketMaxQty = f.MaxQty
mml.MarketStepIncrementSize = f.StepSize
case maxNumOrdersFilter:
mml.MaxTotalOrders = f.MaxNumOrders
mml.MaxAlgoOrders = f.MaxNumAlgoOrders
}
}
l = append(l, mml)
break
}
}
return l, nil
}
// CryptoLoanIncomeHistory returns crypto loan income history
func (e *Exchange) CryptoLoanIncomeHistory(ctx context.Context, curr currency.Code, loanType string, startTime, endTime time.Time, limit int64) ([]CryptoLoansIncomeHistory, error) {
params := url.Values{}
if !curr.IsEmpty() {
params.Set("asset", curr.String())
}
if loanType != "" {
params.Set("type", loanType)
}
if !startTime.IsZero() {
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
}
if !endTime.IsZero() {
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
if limit != 0 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
var resp []CryptoLoansIncomeHistory
return resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, loanIncomeHistory, params, spotDefaultRate, &resp)
}
// CryptoLoanBorrow borrows crypto
func (e *Exchange) CryptoLoanBorrow(ctx context.Context, loanCoin currency.Code, loanAmount float64, collateralCoin currency.Code, collateralAmount float64, loanTerm int64) ([]CryptoLoanBorrow, error) {
if loanCoin.IsEmpty() {
return nil, errLoanCoinMustBeSet
}
if collateralCoin.IsEmpty() {
return nil, errCollateralCoinMustBeSet
}
if loanTerm <= 0 {
return nil, errLoanTermMustBeSet
}
if loanAmount == 0 && collateralAmount == 0 {
return nil, errEitherLoanOrCollateralAmountsMustBeSet
}
params := url.Values{}
params.Set("loanCoin", loanCoin.String())
if loanAmount != 0 {
params.Set("loanAmount", strconv.FormatFloat(loanAmount, 'f', -1, 64))
}
params.Set("collateralCoin", collateralCoin.String())
if collateralAmount != 0 {
params.Set("collateralAmount", strconv.FormatFloat(collateralAmount, 'f', -1, 64))
}
params.Set("loanTerm", strconv.FormatInt(loanTerm, 10))
var resp []CryptoLoanBorrow
return resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodPost, loanBorrow, params, spotDefaultRate, &resp)
}
// CryptoLoanBorrowHistory gets loan borrow history
func (e *Exchange) CryptoLoanBorrowHistory(ctx context.Context, orderID int64, loanCoin, collateralCoin currency.Code, startTime, endTime time.Time, current, limit int64) (*LoanBorrowHistory, error) {
params := url.Values{}
if orderID != 0 {
params.Set("orderId", strconv.FormatInt(orderID, 10))
}
if !loanCoin.IsEmpty() {
params.Set("loanCoin", loanCoin.String())
}
if !collateralCoin.IsEmpty() {
params.Set("collateralCoin", collateralCoin.String())
}
if !startTime.IsZero() {
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
}
if !endTime.IsZero() {
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
if current != 0 {
params.Set("current", strconv.FormatInt(current, 10))
}
if limit != 0 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
var resp LoanBorrowHistory
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, loanBorrowHistory, params, spotDefaultRate, &resp)
}
// CryptoLoanOngoingOrders obtains ongoing loan orders
func (e *Exchange) CryptoLoanOngoingOrders(ctx context.Context, orderID int64, loanCoin, collateralCoin currency.Code, current, limit int64) (*CryptoLoanOngoingOrder, error) {
params := url.Values{}
if orderID != 0 {
params.Set("orderId", strconv.FormatInt(orderID, 10))
}
if !loanCoin.IsEmpty() {
params.Set("loanCoin", loanCoin.String())
}
if !collateralCoin.IsEmpty() {
params.Set("collateralCoin", collateralCoin.String())
}
if current != 0 {
params.Set("current", strconv.FormatInt(current, 10))
}
if limit != 0 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
var resp CryptoLoanOngoingOrder
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, loanOngoingOrders, params, spotDefaultRate, &resp)
}
// CryptoLoanRepay repays a crypto loan
func (e *Exchange) CryptoLoanRepay(ctx context.Context, orderID int64, amount float64, repayType int64, collateralReturn bool) ([]CryptoLoanRepay, error) {
if orderID <= 0 {
return nil, errOrderIDMustBeSet
}
if amount <= 0 {
return nil, errAmountMustBeSet
}
params := url.Values{}
params.Set("orderId", strconv.FormatInt(orderID, 10))
params.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
if repayType != 0 {
params.Set("type", strconv.FormatInt(repayType, 10))
}
params.Set("collateralReturn", strconv.FormatBool(collateralReturn))
var resp []CryptoLoanRepay
return resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodPost, loanRepay, params, spotDefaultRate, &resp)
}
// CryptoLoanRepaymentHistory gets the crypto loan repayment history
func (e *Exchange) CryptoLoanRepaymentHistory(ctx context.Context, orderID int64, loanCoin, collateralCoin currency.Code, startTime, endTime time.Time, current, limit int64) (*CryptoLoanRepayHistory, error) {
params := url.Values{}
if orderID != 0 {
params.Set("orderId", strconv.FormatInt(orderID, 10))
}
if !loanCoin.IsEmpty() {
params.Set("loanCoin", loanCoin.String())
}
if !collateralCoin.IsEmpty() {
params.Set("collateralCoin", collateralCoin.String())
}
if !startTime.IsZero() {
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
}
if !endTime.IsZero() {
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
if current != 0 {
params.Set("current", strconv.FormatInt(current, 10))
}
if limit != 0 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
var resp CryptoLoanRepayHistory
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, loanRepaymentHistory, params, spotDefaultRate, &resp)
}
// CryptoLoanAdjustLTV adjusts the LTV of a crypto loan
func (e *Exchange) CryptoLoanAdjustLTV(ctx context.Context, orderID int64, reduce bool, amount float64) (*CryptoLoanAdjustLTV, error) {
if orderID <= 0 {
return nil, errOrderIDMustBeSet
}
if amount <= 0 {
return nil, errAmountMustBeSet
}
params := url.Values{}
params.Set("orderId", strconv.FormatInt(orderID, 10))
params.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
direction := "ADDITIONAL"
if reduce {
direction = "REDUCED"
}
params.Set("direction", direction)
var resp CryptoLoanAdjustLTV
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodPost, loanAdjustLTV, params, spotDefaultRate, &resp)
}
// CryptoLoanLTVAdjustmentHistory gets the crypto loan LTV adjustment history
func (e *Exchange) CryptoLoanLTVAdjustmentHistory(ctx context.Context, orderID int64, loanCoin, collateralCoin currency.Code, startTime, endTime time.Time, current, limit int64) (*CryptoLoanLTVAdjustmentHistory, error) {
params := url.Values{}
if orderID != 0 {
params.Set("orderId", strconv.FormatInt(orderID, 10))
}
if !loanCoin.IsEmpty() {
params.Set("loanCoin", loanCoin.String())
}
if !collateralCoin.IsEmpty() {
params.Set("collateralCoin", collateralCoin.String())
}
if !startTime.IsZero() {
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
}
if !endTime.IsZero() {
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
if current != 0 {
params.Set("current", strconv.FormatInt(current, 10))
}
if limit != 0 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
var resp CryptoLoanLTVAdjustmentHistory
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, loanLTVAdjustmentHistory, params, spotDefaultRate, &resp)
}
// CryptoLoanAssetsData gets the loanable assets data
func (e *Exchange) CryptoLoanAssetsData(ctx context.Context, loanCoin currency.Code, vipLevel int64) (*LoanableAssetsData, error) {
params := url.Values{}
if !loanCoin.IsEmpty() {
params.Set("loanCoin", loanCoin.String())
}
if vipLevel != 0 {
params.Set("vipLevel", strconv.FormatInt(vipLevel, 10))
}
var resp LoanableAssetsData
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, loanableAssetsData, params, spotDefaultRate, &resp)
}
// CryptoLoanCollateralAssetsData gets the collateral assets data
func (e *Exchange) CryptoLoanCollateralAssetsData(ctx context.Context, collateralCoin currency.Code, vipLevel int64) (*CollateralAssetData, error) {
params := url.Values{}
if !collateralCoin.IsEmpty() {
params.Set("collateralCoin", collateralCoin.String())
}
if vipLevel != 0 {
params.Set("vipLevel", strconv.FormatInt(vipLevel, 10))
}
var resp CollateralAssetData
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, loanCollateralAssetsData, params, spotDefaultRate, &resp)
}
// CryptoLoanCheckCollateralRepayRate checks the collateral repay rate
func (e *Exchange) CryptoLoanCheckCollateralRepayRate(ctx context.Context, loanCoin, collateralCoin currency.Code, amount float64) (*CollateralRepayRate, error) {
if loanCoin.IsEmpty() {
return nil, errLoanCoinMustBeSet
}
if collateralCoin.IsEmpty() {
return nil, errCollateralCoinMustBeSet
}
if amount <= 0 {
return nil, errAmountMustBeSet
}
params := url.Values{}
params.Set("loanCoin", loanCoin.String())
params.Set("collateralCoin", collateralCoin.String())
params.Set("repayAmount", strconv.FormatFloat(amount, 'f', -1, 64))
var resp CollateralRepayRate
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, loanCheckCollateralRepayRate, params, spotDefaultRate, &resp)
}
// CryptoLoanCustomiseMarginCall customises a loan's margin call
func (e *Exchange) CryptoLoanCustomiseMarginCall(ctx context.Context, orderID int64, collateralCoin currency.Code, marginCallValue float64) (*CustomiseMarginCall, error) {
if marginCallValue <= 0 {
return nil, errors.New("marginCallValue must not be <= 0")
}
params := url.Values{}
if orderID != 0 {
params.Set("orderId", strconv.FormatInt(orderID, 10))
}
if !collateralCoin.IsEmpty() {
params.Set("collateralCoin", collateralCoin.String())
}
params.Set("marginCall", strconv.FormatFloat(marginCallValue, 'f', -1, 64))
var resp CustomiseMarginCall
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodPost, loanCustomiseMarginCall, params, spotDefaultRate, &resp)
}
// FlexibleLoanBorrow creates a flexible loan
func (e *Exchange) FlexibleLoanBorrow(ctx context.Context, loanCoin, collateralCoin currency.Code, loanAmount, collateralAmount float64) (*FlexibleLoanBorrow, error) {
if loanCoin.IsEmpty() {
return nil, errLoanCoinMustBeSet
}
if collateralCoin.IsEmpty() {
return nil, errCollateralCoinMustBeSet
}
if loanAmount == 0 && collateralAmount == 0 {
return nil, errEitherLoanOrCollateralAmountsMustBeSet
}
params := url.Values{}
params.Set("loanCoin", loanCoin.String())
if loanAmount != 0 {
params.Set("loanAmount", strconv.FormatFloat(loanAmount, 'f', -1, 64))
}
params.Set("collateralCoin", collateralCoin.String())
if collateralAmount != 0 {
params.Set("collateralAmount", strconv.FormatFloat(collateralAmount, 'f', -1, 64))
}
var resp FlexibleLoanBorrow
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodPost, flexibleLoanBorrow, params, spotDefaultRate, &resp)
}
// FlexibleLoanOngoingOrders gets the flexible loan ongoing orders
func (e *Exchange) FlexibleLoanOngoingOrders(ctx context.Context, loanCoin, collateralCoin currency.Code, current, limit int64) (*FlexibleLoanOngoingOrder, error) {
params := url.Values{}
if !loanCoin.IsEmpty() {
params.Set("loanCoin", loanCoin.String())
}
if !collateralCoin.IsEmpty() {
params.Set("collateralCoin", collateralCoin.String())
}
if current != 0 {
params.Set("current", strconv.FormatInt(current, 10))
}
if limit != 0 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
var resp FlexibleLoanOngoingOrder
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, flexibleLoanOngoingOrders, params, spotDefaultRate, &resp)
}
// FlexibleLoanBorrowHistory gets the flexible loan borrow history
func (e *Exchange) FlexibleLoanBorrowHistory(ctx context.Context, loanCoin, collateralCoin currency.Code, startTime, endTime time.Time, current, limit int64) (*FlexibleLoanBorrowHistory, error) {
params := url.Values{}
if !loanCoin.IsEmpty() {
params.Set("loanCoin", loanCoin.String())
}
if !collateralCoin.IsEmpty() {
params.Set("collateralCoin", collateralCoin.String())
}
if !startTime.IsZero() {
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
}
if !endTime.IsZero() {
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
if current != 0 {
params.Set("current", strconv.FormatInt(current, 10))
}
if limit != 0 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
var resp FlexibleLoanBorrowHistory
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, flexibleLoanBorrowHistory, params, spotDefaultRate, &resp)
}
// FlexibleLoanRepay repays a flexible loan
func (e *Exchange) FlexibleLoanRepay(ctx context.Context, loanCoin, collateralCoin currency.Code, amount float64, collateralReturn, fullRepayment bool) (*FlexibleLoanRepay, error) {
if loanCoin.IsEmpty() {
return nil, errLoanCoinMustBeSet
}
if collateralCoin.IsEmpty() {
return nil, errCollateralCoinMustBeSet
}
if amount <= 0 {
return nil, errAmountMustBeSet
}
params := url.Values{}
params.Set("loanCoin", loanCoin.String())
params.Set("collateralCoin", collateralCoin.String())
params.Set("repayAmount", strconv.FormatFloat(amount, 'f', -1, 64))
params.Set("collateralReturn", strconv.FormatBool(collateralReturn))
if fullRepayment {
params.Set("fullRepayment", "true")
}
var resp FlexibleLoanRepay
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodPost, flexibleLoanRepay, params, spotDefaultRate, &resp)
}
// FlexibleLoanRepayHistory gets the flexible loan repayment history
func (e *Exchange) FlexibleLoanRepayHistory(ctx context.Context, loanCoin, collateralCoin currency.Code, startTime, endTime time.Time, current, limit int64) (*FlexibleLoanRepayHistory, error) {
params := url.Values{}
if !loanCoin.IsEmpty() {
params.Set("loanCoin", loanCoin.String())
}
if !collateralCoin.IsEmpty() {
params.Set("collateralCoin", collateralCoin.String())
}
if !startTime.IsZero() {
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
}
if !endTime.IsZero() {
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
if current != 0 {
params.Set("current", strconv.FormatInt(current, 10))
}
if limit != 0 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
var resp FlexibleLoanRepayHistory
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, flexibleLoanRepayHistory, params, spotDefaultRate, &resp)
}
// FlexibleLoanAdjustLTV adjusts the LTV of a flexible loan
func (e *Exchange) FlexibleLoanAdjustLTV(ctx context.Context, loanCoin, collateralCoin currency.Code, amount float64, reduce bool) (*FlexibleLoanAdjustLTV, error) {
if loanCoin.IsEmpty() {
return nil, errLoanCoinMustBeSet
}
if collateralCoin.IsEmpty() {
return nil, errCollateralCoinMustBeSet
}
if amount <= 0 {
return nil, errAmountMustBeSet
}
direction := "ADDITIONAL"
if reduce {
direction = "REDUCED"
}
params := url.Values{}
params.Set("loanCoin", loanCoin.String())
params.Set("collateralCoin", collateralCoin.String())
params.Set("adjustmentAmount", strconv.FormatFloat(amount, 'f', -1, 64))
params.Set("direction", direction)
var resp FlexibleLoanAdjustLTV
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodPost, flexibleLoanAdjustLTV, params, spotDefaultRate, &resp)
}
// FlexibleLoanLTVAdjustmentHistory gets the flexible loan LTV adjustment history
func (e *Exchange) FlexibleLoanLTVAdjustmentHistory(ctx context.Context, loanCoin, collateralCoin currency.Code, startTime, endTime time.Time, current, limit int64) (*FlexibleLoanLTVAdjustmentHistory, error) {
params := url.Values{}
if !loanCoin.IsEmpty() {
params.Set("loanCoin", loanCoin.String())
}
if !collateralCoin.IsEmpty() {
params.Set("collateralCoin", collateralCoin.String())
}
if !startTime.IsZero() {
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
}
if !endTime.IsZero() {
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
if current != 0 {
params.Set("current", strconv.FormatInt(current, 10))
}
if limit != 0 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
var resp FlexibleLoanLTVAdjustmentHistory
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, flexibleLoanLTVHistory, params, spotDefaultRate, &resp)
}
// FlexibleLoanAssetsData gets the flexible loan assets data
func (e *Exchange) FlexibleLoanAssetsData(ctx context.Context, loanCoin currency.Code) (*FlexibleLoanAssetsData, error) {
params := url.Values{}
if !loanCoin.IsEmpty() {
params.Set("loanCoin", loanCoin.String())
}
var resp FlexibleLoanAssetsData
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, flexibleLoanAssetsData, params, spotDefaultRate, &resp)
}
// FlexibleCollateralAssetsData gets the flexible loan collateral assets data
func (e *Exchange) FlexibleCollateralAssetsData(ctx context.Context, collateralCoin currency.Code) (*FlexibleCollateralAssetsData, error) {
params := url.Values{}
if !collateralCoin.IsEmpty() {
params.Set("collateralCoin", collateralCoin.String())
}
var resp FlexibleCollateralAssetsData
return &resp, e.SendAuthHTTPRequest(ctx, exchange.RestSpotSupplementary, http.MethodGet, flexibleLoanCollateralAssetsData, params, spotDefaultRate, &resp)
}