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binance: add futures exchange queries

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This commit is contained in:
austin362667 2022-01-04 03:30:36 +08:00
parent 6071c07073
commit 0f0539fe70
1 changed files with 76 additions and 2 deletions
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78
pkg/exchange/binance/exchange.go
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@ -169,6 +169,22 @@ func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[stri
}
func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
if e.IsFutures {
exchangeInfo, err := e.futuresClient.NewExchangeInfoService().Do(ctx)
if err != nil {
return nil, err
}
markets := types.MarketMap{}
for _, symbol := range exchangeInfo.Symbols {
log.Info(symbol)
markets[symbol.Symbol] = toGlobalFuturesMarket(symbol)
}
return markets, nil
}
exchangeInfo, err := e.Client.NewExchangeInfoService().Do(ctx)
if err != nil {
return nil, err
@ -416,7 +432,7 @@ func (e *Exchange) PlatformFeeCurrency() string {
return BNB
}
func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
func (e *Exchange) QuerySpotAccount(ctx context.Context) (*types.Account, error) {
account, err := e.Client.NewGetAccountService().Do(ctx)
if err != nil {
return nil, err
@ -431,15 +447,61 @@ func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
}
}
// binance use 15 -> 0.15%, so we convert it to 0.0015
a := &types.Account{
AccountType: types.AccountTypeSpot, // TODO: types.AccountTypeMargin
MakerCommission: fixedpoint.NewFromFloat(float64(account.MakerCommission) * 0.0001),
TakerCommission: fixedpoint.NewFromFloat(float64(account.TakerCommission) * 0.0001),
CanDeposit: account.CanDeposit, // if can transfer in asset
CanTrade: account.CanTrade, // if can trade
CanWithdraw: account.CanWithdraw, // if can transfer out asset
}
a.UpdateBalances(balances)
return a, nil
}
func (e *Exchange) QueryFuturesAccount(ctx context.Context) (*types.Account, error) {
account, err := e.futuresClient.NewGetAccountService().Do(ctx)
if err != nil {
return nil, err
}
accountBalances, err := e.futuresClient.NewGetBalanceService().Do(ctx)
if err != nil {
return nil, err
}
var balances = map[string]types.Balance{}
for _, b := range accountBalances {
balances[b.Asset] = types.Balance{
Currency: b.Asset,
Available: fixedpoint.Must(fixedpoint.NewFromString(b.AvailableBalance)),
}
}
a := &types.Account{
AccountType: types.AccountTypeFutures,
FuturesInfo: toGlobalFuturesAccountInfo(account), // In binance GO api, Account define account info which mantain []*AccountAsset and []*AccountPosition.
CanDeposit: account.CanDeposit, // if can transfer in asset
CanTrade: account.CanTrade, // if can trade
CanWithdraw: account.CanWithdraw, // if can transfer out asset
}
a.UpdateBalances(balances)
return a, nil
}
func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
futuresAccount, err := e.QueryFuturesAccount(ctx)
if !(err != nil) {
return futuresAccount, nil
}
account, err := e.QuerySpotAccount(ctx)
if err != nil {
return nil, err
}
return account, nil
}
func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
if e.IsMargin {
req := e.Client.NewListMarginOpenOrdersService().Symbol(symbol)
@ -1207,6 +1269,18 @@ func (e *Exchange) QueryFundingRateHistory(ctx context.Context, symbol string) (
}, nil
}
func (e *Exchange) QueryPositionRisk(ctx context.Context, symbol string) (*types.PositionRisk, error) {
futuresClient := binance.NewFuturesClient(e.key, e.secret)
// when symbol is set, only one position risk will be returned.
risks, err := futuresClient.NewGetPositionRiskService().Symbol(symbol).Do(ctx)
if err != nil {
return nil, err
}
return convertPositionRisk(risks[0])
}
func getLaunchDate() (time.Time, error) {
// binance launch date 12:00 July 14th, 2017
loc, err := time.LoadLocation("Asia/Shanghai")