bbgo/pkg/types/margin.go

package types

import (
	"context"
	"time"

	"git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint"
)

type MarginType string

const (
	MarginTypeSpot           MarginType = "spot"
	MarginTypeCrossMargin    MarginType = "cross_margin"
	MarginTypeIsolatedMargin MarginType = "isolated_margin"
)

type MarginExchange interface {
	UseMargin()
	UseIsolatedMargin(symbol string)
	GetMarginSettings() MarginSettings
}

// MarginBorrowRepayService provides repay and borrow actions of an crypto exchange
type MarginBorrowRepayService interface {
	RepayMarginAsset(ctx context.Context, asset string, amount fixedpoint.Value) error
	BorrowMarginAsset(ctx context.Context, asset string, amount fixedpoint.Value) error
	QueryMarginAssetMaxBorrowable(ctx context.Context, asset string) (amount fixedpoint.Value, err error)
}

type MarginInterest struct {
	GID            uint64           `json:"gid" db:"gid"`
	Exchange       ExchangeName     `json:"exchange" db:"exchange"`
	Asset          string           `json:"asset" db:"asset"`
	Principle      fixedpoint.Value `json:"principle" db:"principle"`
	Interest       fixedpoint.Value `json:"interest" db:"interest"`
	InterestRate   fixedpoint.Value `json:"interestRate" db:"interest_rate"`
	IsolatedSymbol string           `json:"isolatedSymbol" db:"isolated_symbol"`
	Time           Time             `json:"time" db:"time"`
}

type MarginLoan struct {
	GID            uint64           `json:"gid" db:"gid"`
	Exchange       ExchangeName     `json:"exchange" db:"exchange"`
	TransactionID  uint64           `json:"transactionID" db:"transaction_id"`
	Asset          string           `json:"asset" db:"asset"`
	Principle      fixedpoint.Value `json:"principle" db:"principle"`
	Time           Time             `json:"time" db:"time"`
	IsolatedSymbol string           `json:"isolatedSymbol" db:"isolated_symbol"`
}

type MarginRepay struct {
	GID            uint64           `json:"gid" db:"gid"`
	Exchange       ExchangeName     `json:"exchange" db:"exchange"`
	TransactionID  uint64           `json:"transactionID" db:"transaction_id"`
	Asset          string           `json:"asset" db:"asset"`
	Principle      fixedpoint.Value `json:"principle" db:"principle"`
	Time           Time             `json:"time" db:"time"`
	IsolatedSymbol string           `json:"isolatedSymbol" db:"isolated_symbol"`
}

type MarginLiquidation struct {
	GID              uint64           `json:"gid" db:"gid"`
	Exchange         ExchangeName     `json:"exchange" db:"exchange"`
	AveragePrice     fixedpoint.Value `json:"averagePrice" db:"average_price"`
	ExecutedQuantity fixedpoint.Value `json:"executedQuantity" db:"executed_quantity"`
	OrderID          uint64           `json:"orderID" db:"order_id"`
	Price            fixedpoint.Value `json:"price" db:"price"`
	Quantity         fixedpoint.Value `json:"quantity" db:"quantity"`
	Side             SideType         `json:"side" db:"side"`
	Symbol           string           `json:"symbol" db:"symbol"`
	TimeInForce      TimeInForce      `json:"timeInForce" db:"time_in_force"`
	IsIsolated       bool             `json:"isIsolated" db:"is_isolated"`
	UpdatedTime      Time             `json:"updatedTime" db:"time"`
}

// MarginHistoryService provides the service of querying loan history and repay history
type MarginHistoryService interface {
	QueryLoanHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginLoan, error)
	QueryRepayHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginRepay, error)
	QueryLiquidationHistory(ctx context.Context, startTime, endTime *time.Time) ([]MarginLiquidation, error)
	QueryInterestHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginInterest, error)
}

type MarginSettings struct {
	IsMargin             bool
	IsIsolatedMargin     bool
	IsolatedMarginSymbol string
}

func (e *MarginSettings) GetMarginSettings() MarginSettings {
	return *e
}

func (e *MarginSettings) UseMargin() {
	e.IsMargin = true
}

func (e *MarginSettings) UseIsolatedMargin(symbol string) {
	e.IsMargin = true
	e.IsIsolatedMargin = true
	e.IsolatedMarginSymbol = symbol
}

// MarginAccount is for the cross margin account
type MarginAccount struct {
	BorrowEnabled       bool              `json:"borrowEnabled"`
	MarginLevel         fixedpoint.Value  `json:"marginLevel"`
	TotalAssetOfBTC     fixedpoint.Value  `json:"totalAssetOfBtc"`
	TotalLiabilityOfBTC fixedpoint.Value  `json:"totalLiabilityOfBtc"`
	TotalNetAssetOfBTC  fixedpoint.Value  `json:"totalNetAssetOfBtc"`
	TradeEnabled        bool              `json:"tradeEnabled"`
	TransferEnabled     bool              `json:"transferEnabled"`
	UserAssets          []MarginUserAsset `json:"userAssets"`
}

// MarginUserAsset define user assets of margin account
type MarginUserAsset struct {
	Asset    string           `json:"asset"`
	Borrowed fixedpoint.Value `json:"borrowed"`
	Free     fixedpoint.Value `json:"free"`
	Interest fixedpoint.Value `json:"interest"`
	Locked   fixedpoint.Value `json:"locked"`
	NetAsset fixedpoint.Value `json:"netAsset"`
}

// IsolatedMarginAccount defines isolated user assets of margin account
type IsolatedMarginAccount struct {
	TotalAssetOfBTC     fixedpoint.Value       `json:"totalAssetOfBtc"`
	TotalLiabilityOfBTC fixedpoint.Value       `json:"totalLiabilityOfBtc"`
	TotalNetAssetOfBTC  fixedpoint.Value       `json:"totalNetAssetOfBtc"`
	Assets              IsolatedMarginAssetMap `json:"assets"`
}

// IsolatedMarginAsset defines isolated margin asset information, like margin level, liquidation price... etc
type IsolatedMarginAsset struct {
	Symbol     string            `json:"symbol"`
	QuoteAsset IsolatedUserAsset `json:"quoteAsset"`
	BaseAsset  IsolatedUserAsset `json:"baseAsset"`

	IsolatedCreated   bool             `json:"isolatedCreated"`
	MarginLevel       fixedpoint.Value `json:"marginLevel"`
	MarginLevelStatus string           `json:"marginLevelStatus"`

	MarginRatio    fixedpoint.Value `json:"marginRatio"`
	IndexPrice     fixedpoint.Value `json:"indexPrice"`
	LiquidatePrice fixedpoint.Value `json:"liquidatePrice"`
	LiquidateRate  fixedpoint.Value `json:"liquidateRate"`

	TradeEnabled bool `json:"tradeEnabled"`
}

// IsolatedUserAsset defines isolated user assets of the margin account
type IsolatedUserAsset struct {
	Asset         string           `json:"asset"`
	Borrowed      fixedpoint.Value `json:"borrowed"`
	Free          fixedpoint.Value `json:"free"`
	Interest      fixedpoint.Value `json:"interest"`
	Locked        fixedpoint.Value `json:"locked"`
	NetAsset      fixedpoint.Value `json:"netAsset"`
	NetAssetOfBtc fixedpoint.Value `json:"netAssetOfBtc"`

	BorrowEnabled bool             `json:"borrowEnabled"`
	RepayEnabled  bool             `json:"repayEnabled"`
	TotalAsset    fixedpoint.Value `json:"totalAsset"`
}