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binance: apply DefaultDepthLimit to 5000

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c9s 2024-01-24 17:53:04 +08:00
parent 07eb723da4
commit 18ccc78d83
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 27 additions and 9 deletions
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36
pkg/exchange/binance/exchange.go
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@ -30,6 +30,8 @@ import (
const BNB = "BNB"
const DefaultDepthLimit = 5000
const BinanceUSBaseURL = "https://api.binance.us"
const BinanceTestBaseURL = "https://testnet.binance.vision"
const BinanceUSWebSocketURL = "wss://stream.binance.us:9443"
@ -378,7 +380,9 @@ func (e *Exchange) QueryMarginBorrowHistory(ctx context.Context, asset string) e
// types.TransferOut => Margin to Spot
//
// to call this method, you must set the IsMargin = true
func (e *Exchange) TransferMarginAccountAsset(ctx context.Context, asset string, amount fixedpoint.Value, io types.TransferDirection) error {
func (e *Exchange) TransferMarginAccountAsset(
ctx context.Context, asset string, amount fixedpoint.Value, io types.TransferDirection,
) error {
if e.IsIsolatedMargin {
return e.transferIsolatedMarginAccountAsset(ctx, asset, amount, io)
}
@ -386,7 +390,9 @@ func (e *Exchange) TransferMarginAccountAsset(ctx context.Context, asset string,
return e.transferCrossMarginAccountAsset(ctx, asset, amount, io)
}
func (e *Exchange) transferIsolatedMarginAccountAsset(ctx context.Context, asset string, amount fixedpoint.Value, io types.TransferDirection) error {
func (e *Exchange) transferIsolatedMarginAccountAsset(
ctx context.Context, asset string, amount fixedpoint.Value, io types.TransferDirection,
) error {
req := e.client2.NewTransferIsolatedMarginAccountRequest()
req.Symbol(e.IsolatedMarginSymbol)
@ -407,7 +413,9 @@ func (e *Exchange) transferIsolatedMarginAccountAsset(ctx context.Context, asset
}
// transferCrossMarginAccountAsset transfer asset to the cross margin account or to the main account
func (e *Exchange) transferCrossMarginAccountAsset(ctx context.Context, asset string, amount fixedpoint.Value, io types.TransferDirection) error {
func (e *Exchange) transferCrossMarginAccountAsset(
ctx context.Context, asset string, amount fixedpoint.Value, io types.TransferDirection,
) error {
req := e.client2.NewTransferCrossMarginAccountRequest()
req.Asset(asset)
req.Amount(amount.String())
@ -512,7 +520,9 @@ func (e *Exchange) QueryIsolatedMarginAccount(ctx context.Context) (*types.Accou
return a, nil
}
func (e *Exchange) Withdraw(ctx context.Context, asset string, amount fixedpoint.Value, address string, options *types.WithdrawalOptions) error {
func (e *Exchange) Withdraw(
ctx context.Context, asset string, amount fixedpoint.Value, address string, options *types.WithdrawalOptions,
) error {
req := e.client2.NewWithdrawRequest()
req.Coin(asset)
req.Address(address)
@ -787,7 +797,9 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
return toGlobalOrder(order, e.IsMargin)
}
func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []types.Order, err error) {
func (e *Exchange) QueryClosedOrders(
ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64,
) (orders []types.Order, err error) {
// we can only query orders within 24 hours
// if the until-since is more than 24 hours, we should reset the until to:
// new until = since + 24 hours - 1 millisecond
@ -1147,7 +1159,9 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (cr
//
// the endTime of a binance kline, is the (startTime + interval time - 1 millisecond), e.g.,
// millisecond unix timestamp: 1620172860000 and 1620172919999
func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {
func (e *Exchange) QueryKLines(
ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions,
) ([]types.KLine, error) {
if e.IsFutures {
return e.QueryFuturesKLines(ctx, symbol, interval, options)
}
@ -1204,7 +1218,9 @@ func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval type
return kLines, nil
}
func (e *Exchange) queryMarginTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error) {
func (e *Exchange) queryMarginTrades(
ctx context.Context, symbol string, options *types.TradeQueryOptions,
) (trades []types.Trade, err error) {
var remoteTrades []*binance.TradeV3
req := e.client.NewListMarginTradesService().
IsIsolated(e.IsIsolatedMargin).
@ -1336,7 +1352,7 @@ func (e *Exchange) QueryDepth(ctx context.Context, symbol string) (snapshot type
return e.queryFuturesDepth(ctx, symbol)
}
response, err := e.client.NewDepthService().Symbol(symbol).Do(ctx)
response, err := e.client.NewDepthService().Symbol(symbol).Limit(DefaultDepthLimit).Do(ctx)
if err != nil {
return snapshot, finalUpdateID, err
}
@ -1344,7 +1360,9 @@ func (e *Exchange) QueryDepth(ctx context.Context, symbol string) (snapshot type
return convertDepth(snapshot, symbol, finalUpdateID, response)
}
func convertDepth(snapshot types.SliceOrderBook, symbol string, finalUpdateID int64, response *binance.DepthResponse) (types.SliceOrderBook, int64, error) {
func convertDepth(
snapshot types.SliceOrderBook, symbol string, finalUpdateID int64, response *binance.DepthResponse,
) (types.SliceOrderBook, int64, error) {
snapshot.Symbol = symbol
// empty time since the API does not provide time information.
snapshot.Time = time.Time{}