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Merge pull request #1525 from c9s/edwin/binance-update-api-changes-3

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FEATURE: [binance] add margin request
This commit is contained in:
bailantaotao 2024-02-06 10:02:38 +08:00 committed by GitHub
commit 1c98e603b1
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6 changed files with 311 additions and 42 deletions
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49
pkg/exchange/binance/binanceapi/client_test.go
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@ -11,6 +11,7 @@ import (
"github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/testutil"
)
@ -168,7 +169,6 @@ func TestClient_NewTransferAssetRequest(t *testing.T) {
req.FromSymbol("BTCUSDT")
req.ToSymbol("BTCUSDT")
req.Amount("0.01")
req.Timestamp(time.Now())
req.TransferType(TransferAssetTypeIsolatedMarginToMain)
res, err := req.Do(ctx)
assert.NoError(t, err)
@ -197,3 +197,50 @@ func TestClient_GetMarginBorrowRepayHistoryRequest(t *testing.T) {
assert.NotEmpty(t, res)
t.Logf("result: %+v", res)
}
func TestClient_NewPlaceMarginOrderRequest(t *testing.T) {
client := getTestClientOrSkip(t)
ctx := context.Background()
err := client.SetTimeOffsetFromServer(ctx)
assert.NoError(t, err)
res, err := client.NewPlaceMarginOrderRequest().
Asset("USDT").
Amount(fixedpoint.NewFromFloat(5)).
IsIsolated(true).
Symbol("BNBUSDT").
SetBorrowRepayType(BorrowRepayTypeBorrow).
Do(ctx)
assert.NoError(t, err)
assert.NotNil(t, res)
assert.NotEmpty(t, res)
t.Logf("result: %+v", res)
<-time.After(time.Second)
end := time.Now()
start := end.Add(-24 * time.Hour * 30)
histories, err := client.NewGetMarginBorrowRepayHistoryRequest().
StartTime(start).
EndTime(end).
Asset("BNB").
IsolatedSymbol("BNBUSDT").
SetBorrowRepayType(BorrowRepayTypeBorrow).
Do(ctx)
assert.NoError(t, err)
assert.NotNil(t, histories)
assert.NotEmpty(t, histories)
t.Logf("result: %+v", histories)
res, err = client.NewPlaceMarginOrderRequest().
Asset("USDT").
Amount(fixedpoint.NewFromFloat(5)).
IsIsolated(true).
Symbol("BNBUSDT").
SetBorrowRepayType(BorrowRepayTypeRepay).
Do(ctx)
assert.NoError(t, err)
assert.NotNil(t, res)
assert.NotEmpty(t, res)
t.Logf("result: %+v", res)
}

28
pkg/exchange/binance/binanceapi/place_margin_order_request.go Normal file
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@ -0,0 +1,28 @@
package binanceapi
import (
"github.com/c9s/requestgen"
"github.com/c9s/bbgo/pkg/fixedpoint"
)
//go:generate requestgen -method POST -url "/sapi/v1/margin/borrow-repay" -type PlaceMarginOrderRequest -responseType .TransferResponse
type PlaceMarginOrderRequest struct {
client requestgen.AuthenticatedAPIClient
asset string `param:"asset"`
// TRUE for Isolated Margin, FALSE for Cross Margin, Default FALSE
isIsolated bool `param:"isIsolated"`
// Only for Isolated margin
symbol *string `param:"symbol"`
amount fixedpoint.Value `param:"amount"`
BorrowRepayType BorrowRepayType `param:"type"`
}
func (c *RestClient) NewPlaceMarginOrderRequest() *PlaceMarginOrderRequest {
return &PlaceMarginOrderRequest{client: c}
}

220
pkg/exchange/binance/binanceapi/place_margin_order_request_requestgen.go Normal file
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@ -0,0 +1,220 @@
// Code generated by "requestgen -method POST -url /sapi/v1/margin/borrow-repay -type PlaceMarginOrderRequest -responseType .TransferResponse"; DO NOT EDIT.
package binanceapi
import (
"context"
"encoding/json"
"fmt"
"github.com/c9s/bbgo/pkg/fixedpoint"
"net/url"
"reflect"
"regexp"
)
func (p *PlaceMarginOrderRequest) Asset(asset string) *PlaceMarginOrderRequest {
p.asset = asset
return p
}
func (p *PlaceMarginOrderRequest) IsIsolated(isIsolated bool) *PlaceMarginOrderRequest {
p.isIsolated = isIsolated
return p
}
func (p *PlaceMarginOrderRequest) Symbol(symbol string) *PlaceMarginOrderRequest {
p.symbol = &symbol
return p
}
func (p *PlaceMarginOrderRequest) Amount(amount fixedpoint.Value) *PlaceMarginOrderRequest {
p.amount = amount
return p
}
func (p *PlaceMarginOrderRequest) SetBorrowRepayType(BorrowRepayType BorrowRepayType) *PlaceMarginOrderRequest {
p.BorrowRepayType = BorrowRepayType
return p
}
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (p *PlaceMarginOrderRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
query := url.Values{}
for _k, _v := range params {
query.Add(_k, fmt.Sprintf("%v", _v))
}
return query, nil
}
// GetParameters builds and checks the parameters and return the result in a map object
func (p *PlaceMarginOrderRequest) GetParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
// check asset field -> json key asset
asset := p.asset
// assign parameter of asset
params["asset"] = asset
// check isIsolated field -> json key isIsolated
isIsolated := p.isIsolated
// assign parameter of isIsolated
params["isIsolated"] = isIsolated
// check symbol field -> json key symbol
if p.symbol != nil {
symbol := *p.symbol
// assign parameter of symbol
params["symbol"] = symbol
} else {
}
// check amount field -> json key amount
amount := p.amount
// assign parameter of amount
params["amount"] = amount
// check BorrowRepayType field -> json key type
BorrowRepayType := p.BorrowRepayType
// TEMPLATE check-valid-values
switch BorrowRepayType {
case BorrowRepayTypeBorrow, BorrowRepayTypeRepay:
params["type"] = BorrowRepayType
default:
return nil, fmt.Errorf("type value %v is invalid", BorrowRepayType)
}
// END TEMPLATE check-valid-values
// assign parameter of BorrowRepayType
params["type"] = BorrowRepayType
return params, nil
}
// GetParametersQuery converts the parameters from GetParameters into the url.Values format
func (p *PlaceMarginOrderRequest) GetParametersQuery() (url.Values, error) {
query := url.Values{}
params, err := p.GetParameters()
if err != nil {
return query, err
}
for _k, _v := range params {
if p.isVarSlice(_v) {
p.iterateSlice(_v, func(it interface{}) {
query.Add(_k+"[]", fmt.Sprintf("%v", it))
})
} else {
query.Add(_k, fmt.Sprintf("%v", _v))
}
}
return query, nil
}
// GetParametersJSON converts the parameters from GetParameters into the JSON format
func (p *PlaceMarginOrderRequest) GetParametersJSON() ([]byte, error) {
params, err := p.GetParameters()
if err != nil {
return nil, err
}
return json.Marshal(params)
}
// GetSlugParameters builds and checks the slug parameters and return the result in a map object
func (p *PlaceMarginOrderRequest) GetSlugParameters() (map[string]interface{}, error) {
var params = map[string]interface{}{}
return params, nil
}
func (p *PlaceMarginOrderRequest) applySlugsToUrl(url string, slugs map[string]string) string {
for _k, _v := range slugs {
needleRE := regexp.MustCompile(":" + _k + "\\b")
url = needleRE.ReplaceAllString(url, _v)
}
return url
}
func (p *PlaceMarginOrderRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
sliceValue := reflect.ValueOf(slice)
for _i := 0; _i < sliceValue.Len(); _i++ {
it := sliceValue.Index(_i).Interface()
_f(it)
}
}
func (p *PlaceMarginOrderRequest) isVarSlice(_v interface{}) bool {
rt := reflect.TypeOf(_v)
switch rt.Kind() {
case reflect.Slice:
return true
}
return false
}
func (p *PlaceMarginOrderRequest) GetSlugsMap() (map[string]string, error) {
slugs := map[string]string{}
params, err := p.GetSlugParameters()
if err != nil {
return slugs, nil
}
for _k, _v := range params {
slugs[_k] = fmt.Sprintf("%v", _v)
}
return slugs, nil
}
// GetPath returns the request path of the API
func (p *PlaceMarginOrderRequest) GetPath() string {
return "/sapi/v1/margin/borrow-repay"
}
// Do generates the request object and send the request object to the API endpoint
func (p *PlaceMarginOrderRequest) Do(ctx context.Context) (*TransferResponse, error) {
params, err := p.GetParameters()
if err != nil {
return nil, err
}
query := url.Values{}
var apiURL string
apiURL = p.GetPath()
req, err := p.client.NewAuthenticatedRequest(ctx, "POST", apiURL, query, params)
if err != nil {
return nil, err
}
response, err := p.client.SendRequest(req)
if err != nil {
return nil, err
}
var apiResponse TransferResponse
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
type responseValidator interface {
Validate() error
}
validator, ok := interface{}(apiResponse).(responseValidator)
if ok {
if err := validator.Validate(); err != nil {
return nil, err
}
}
return &apiResponse, nil
}

4
pkg/exchange/binance/binanceapi/transfer_asset_request.go
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@ -1,8 +1,6 @@
package binanceapi
import (
"time"
"github.com/c9s/requestgen"
)
@ -29,8 +27,6 @@ type TransferAssetRequest struct {
amount string `param:"amount"`
timestamp time.Time `param:"timestamp,milliseconds,query"`
fromSymbol *string `param:"fromSymbol"`
toSymbol *string `param:"toSymbol"`
}

18
pkg/exchange/binance/binanceapi/transfer_asset_request_requestgen.go
View File

@ -9,15 +9,8 @@ import (
"net/url"
"reflect"
"regexp"
"strconv"
"time"
)
func (t *TransferAssetRequest) Timestamp(timestamp time.Time) *TransferAssetRequest {
t.timestamp = timestamp
return t
}
func (t *TransferAssetRequest) Asset(asset string) *TransferAssetRequest {
t.asset = asset
return t
@ -46,12 +39,6 @@ func (t *TransferAssetRequest) ToSymbol(toSymbol string) *TransferAssetRequest {
// GetQueryParameters builds and checks the query parameters and returns url.Values
func (t *TransferAssetRequest) GetQueryParameters() (url.Values, error) {
var params = map[string]interface{}{}
// check timestamp field -> json key timestamp
timestamp := t.timestamp
// assign parameter of timestamp
// convert time.Time to milliseconds time stamp
params["timestamp"] = strconv.FormatInt(timestamp.UnixNano()/int64(time.Millisecond), 10)
query := url.Values{}
for _k, _v := range params {
@ -201,10 +188,7 @@ func (t *TransferAssetRequest) Do(ctx context.Context) (*TransferResponse, error
if err != nil {
return nil, err
}
query, err := t.GetQueryParameters()
if err != nil {
return nil, err
}
query := url.Values{}
var apiURL string

34
pkg/exchange/binance/exchange.go
View File

@ -328,43 +328,37 @@ func (e *Exchange) QueryMarginAssetMaxBorrowable(ctx context.Context, asset stri
return resp.Amount, nil
}
func (e *Exchange) RepayMarginAsset(ctx context.Context, asset string, amount fixedpoint.Value) error {
req := e.client.NewMarginRepayService()
func (e *Exchange) borrowRepayAsset(ctx context.Context, asset string, amount fixedpoint.Value, marginType binanceapi.BorrowRepayType) error {
req := e.client2.NewPlaceMarginOrderRequest()
req.Asset(asset)
req.Amount(amount.String())
req.Amount(amount)
req.SetBorrowRepayType(marginType)
if e.IsIsolatedMargin {
req.IsIsolated(e.IsIsolatedMargin)
req.Symbol(e.IsolatedMarginSymbol)
}
log.Infof("repaying margin asset %s amount %f", asset, amount.Float64())
log.Infof("%s margin asset %s amount %f", marginType, asset, amount.Float64())
resp, err := req.Do(ctx)
if err != nil {
return err
}
log.Debugf("margin repayed %f %s, transaction id = %d", amount.Float64(), asset, resp.TranID)
log.Debugf("margin %s %f %s, transaction id = %d", marginType, amount.Float64(), asset, resp.TranId)
return err
}
func (e *Exchange) RepayMarginAsset(ctx context.Context, asset string, amount fixedpoint.Value) error {
return e.borrowRepayAsset(ctx, asset, amount, binanceapi.BorrowRepayTypeRepay)
}
func (e *Exchange) BorrowMarginAsset(ctx context.Context, asset string, amount fixedpoint.Value) error {
req := e.client.NewMarginLoanService()
req.Asset(asset)
req.Amount(amount.String())
if e.IsIsolatedMargin {
req.Symbol(e.IsolatedMarginSymbol)
}
log.Infof("borrowing margin asset %s amount %f", asset, amount.Float64())
resp, err := req.Do(ctx)
if err != nil {
return err
}
log.Debugf("margin borrowed %f %s, transaction id = %d", amount.Float64(), asset, resp.TranID)
return err
return e.borrowRepayAsset(ctx, asset, amount, binanceapi.BorrowRepayTypeBorrow)
}
func (e *Exchange) QueryMarginBorrowHistory(ctx context.Context, asset string) error {
req := e.client.NewListMarginLoansService()
req := e.client2.NewGetMarginBorrowRepayHistoryRequest()
req.SetBorrowRepayType(binanceapi.BorrowRepayTypeBorrow)
req.Asset(asset)
history, err := req.Do(ctx)
if err != nil {