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https://github.com/c9s/bbgo.git
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cmd: add marginInterestsCmd
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parent
4a4699a4bc
commit
11075b0d1a
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@ -24,6 +24,10 @@ func init() {
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marginRepaysCmd.Flags().String("session", "", "exchange session name")
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marginCmd.AddCommand(marginRepaysCmd)
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marginInterestsCmd.Flags().String("asset", "", "asset")
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marginInterestsCmd.Flags().String("session", "", "exchange session name")
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marginCmd.AddCommand(marginInterestsCmd)
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RootCmd.AddCommand(marginCmd)
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}
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@ -77,7 +81,7 @@ var marginLoansCmd = &cobra.Command{
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asset, err := cmd.Flags().GetString("asset")
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if err != nil {
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return fmt.Errorf("can't get the symbol from flags: %w", err)
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return err
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}
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if selectedSession == nil {
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@ -114,6 +118,45 @@ var marginRepaysCmd = &cobra.Command{
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RunE: func(cmd *cobra.Command, args []string) error {
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ctx := context.Background()
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asset, err := cmd.Flags().GetString("asset")
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if err != nil {
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return err
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}
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if selectedSession == nil {
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return errors.New("session is not set")
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}
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marginHistoryService, ok := selectedSession.Exchange.(types.MarginHistory)
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if !ok {
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return fmt.Errorf("exchange %s does not support MarginHistory service", selectedSession.ExchangeName)
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}
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now := time.Now()
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startTime := now.AddDate(0, -5, 0)
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endTime := now
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repays, err := marginHistoryService.QueryLoanHistory(ctx, asset, &startTime, &endTime)
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if err != nil {
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return err
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}
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log.Infof("%d repays", len(repays))
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for _, repay := range repays {
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log.Infof("REPAY %+v", repay)
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}
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return nil
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},
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}
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// go run ./cmd/bbgo margin interests --session=binance
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var marginInterestsCmd = &cobra.Command{
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Use: "interests --session=SESSION_NAME --asset=ASSET",
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Short: "query interests history",
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SilenceUsage: true,
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RunE: func(cmd *cobra.Command, args []string) error {
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ctx := context.Background()
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asset, err := cmd.Flags().GetString("asset")
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if err != nil {
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return fmt.Errorf("can't get the symbol from flags: %w", err)
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@ -131,14 +174,14 @@ var marginRepaysCmd = &cobra.Command{
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now := time.Now()
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startTime := now.AddDate(0, -5, 0)
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endTime := now
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loans, err := marginHistoryService.QueryLoanHistory(ctx, asset, &startTime, &endTime)
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interests, err := marginHistoryService.QueryInterestHistory(ctx, asset, &startTime, &endTime)
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if err != nil {
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return err
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}
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log.Infof("%d loans", len(loans))
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for _, loan := range loans {
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log.Infof("LOAN %+v", loan)
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log.Infof("%d interests", len(interests))
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for _, interest := range interests {
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log.Infof("INTEREST %+v", interest)
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}
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return nil
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@ -132,9 +132,23 @@ func (e *Exchange) QueryLiquidationHistory(ctx context.Context, startTime, endTi
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func (e *Exchange) QueryInterestHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]types.MarginInterest, error) {
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req := e.client2.NewGetMarginInterestHistoryRequest()
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req.Asset(asset)
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req.Size(100)
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if startTime != nil {
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req.StartTime(*startTime)
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// 6 months
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if time.Since(*startTime) > time.Hour*24*30*6 {
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req.Archived(true)
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}
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}
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if startTime != nil && endTime != nil {
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duration := endTime.Sub(*startTime)
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if duration > time.Hour*24*30 {
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t := startTime.Add(time.Hour * 24 * 30)
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endTime = &t
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}
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}
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if endTime != nil {
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@ -145,6 +159,27 @@ func (e *Exchange) QueryInterestHistory(ctx context.Context, asset string, start
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req.IsolatedSymbol(e.MarginSettings.IsolatedMarginSymbol)
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}
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_, err := req.Do(ctx)
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return nil, err
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records, err := req.Do(ctx)
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if err != nil {
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return nil, err
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}
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var interests []types.MarginInterest
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for _, record := range records {
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interests = append(interests, toGlobalInterest(record))
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}
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return interests, err
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}
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func toGlobalInterest(record binanceapi.MarginInterest) types.MarginInterest {
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return types.MarginInterest{
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Asset: record.Asset,
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Principle: record.Principal,
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Interest: record.Interest,
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InterestRate: record.InterestRate,
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IsolatedSymbol: record.IsolatedSymbol,
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Time: types.Time(record.InterestAccuredTime),
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}
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}
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