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handle trade and order margin field

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This commit is contained in:
c9s 2021-01-20 01:24:29 +08:00
parent 334eff4682
commit 1d8b7dc657
2 changed files with 13 additions and 8 deletions
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12
pkg/exchange/binance/convert.go
View File

@ -32,7 +32,7 @@ func toLocalOrderType(orderType types.OrderType) (binance.OrderType, error) {
func ToGlobalOrders(binanceOrders []*binance.Order) (orders []types.Order, err error) { func ToGlobalOrders(binanceOrders []*binance.Order) (orders []types.Order, err error) {
for _, binanceOrder := range binanceOrders { for _, binanceOrder := range binanceOrders {
order, err := ToGlobalOrder(binanceOrder) order, err := ToGlobalOrder(binanceOrder, false)
if err != nil { if err != nil {
return orders, err return orders, err
} }
@ -43,7 +43,7 @@ func ToGlobalOrders(binanceOrders []*binance.Order) (orders []types.Order, err e
return orders, err return orders, err
} }
func ToGlobalOrder(binanceOrder *binance.Order) (*types.Order, error) { func ToGlobalOrder(binanceOrder *binance.Order, isMargin bool) (*types.Order, error) {
return &types.Order{ return &types.Order{
SubmitOrder: types.SubmitOrder{ SubmitOrder: types.SubmitOrder{
ClientOrderID: binanceOrder.ClientOrderID, ClientOrderID: binanceOrder.ClientOrderID,
@ -61,6 +61,8 @@ func ToGlobalOrder(binanceOrder *binance.Order) (*types.Order, error) {
ExecutedQuantity: util.MustParseFloat(binanceOrder.ExecutedQuantity), ExecutedQuantity: util.MustParseFloat(binanceOrder.ExecutedQuantity),
CreationTime: millisecondTime(binanceOrder.Time), CreationTime: millisecondTime(binanceOrder.Time),
UpdateTime: millisecondTime(binanceOrder.UpdateTime), UpdateTime: millisecondTime(binanceOrder.UpdateTime),
IsMargin: isMargin,
IsIsolated: binanceOrder.IsIsolated,
}, nil }, nil
} }
@ -68,7 +70,7 @@ func millisecondTime(t int64) time.Time {
return time.Unix(0, t*int64(time.Millisecond)) return time.Unix(0, t*int64(time.Millisecond))
} }
func ToGlobalTrade(t binance.TradeV3) (*types.Trade, error) { func ToGlobalTrade(t binance.TradeV3, isMargin bool) (*types.Trade, error) {
// skip trade ID that is the same. however this should not happen // skip trade ID that is the same. however this should not happen
var side types.SideType var side types.SideType
if t.IsBuyer { if t.IsBuyer {
@ -114,6 +116,8 @@ func ToGlobalTrade(t binance.TradeV3) (*types.Trade, error) {
FeeCurrency: t.CommissionAsset, FeeCurrency: t.CommissionAsset,
QuoteQuantity: quoteQuantity, QuoteQuantity: quoteQuantity,
Time: millisecondTime(t.Time), Time: millisecondTime(t.Time),
IsMargin: isMargin,
IsIsolated: t.IsIsolated,
}, nil }, nil
} }
@ -176,7 +180,7 @@ func toGlobalOrderStatus(orderStatus binance.OrderStatusType) types.OrderStatus
// ConvertTrades converts the binance v3 trade into the global trade type // ConvertTrades converts the binance v3 trade into the global trade type
func ConvertTrades(remoteTrades []*binance.TradeV3) (trades []types.Trade, err error) { func ConvertTrades(remoteTrades []*binance.TradeV3) (trades []types.Trade, err error) {
for _, t := range remoteTrades { for _, t := range remoteTrades {
trade, err := ToGlobalTrade(*t) trade, err := ToGlobalTrade(*t, false)
if err != nil { if err != nil {
return nil, errors.Wrapf(err, "binance v3 trade parse error, trade: %+v", *t) return nil, errors.Wrapf(err, "binance v3 trade parse error, trade: %+v", *t)
} }

9
pkg/exchange/binance/exchange.go
View File

@ -462,7 +462,8 @@ func (e *Exchange) submitMarginOrder(ctx context.Context, order types.SubmitOrde
Side: response.Side, Side: response.Side,
UpdateTime: response.TransactTime, UpdateTime: response.TransactTime,
Time: response.TransactTime, Time: response.TransactTime,
}) IsIsolated: response.IsIsolated,
}, true)
return createdOrder, err return createdOrder, err
} }
@ -525,12 +526,12 @@ func (e *Exchange) submitSpotOrder(ctx context.Context, order types.SubmitOrder)
Side: response.Side, Side: response.Side,
UpdateTime: response.TransactTime, UpdateTime: response.TransactTime,
Time: response.TransactTime, Time: response.TransactTime,
// IsIsolated: response.IsIsolated, IsIsolated: response.IsIsolated,
// StopPrice: // StopPrice:
// IcebergQuantity: // IcebergQuantity:
// UpdateTime: // UpdateTime:
// IsWorking: , // IsWorking: ,
}) }, false)
return createdOrder, err return createdOrder, err
} }
@ -637,7 +638,7 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
} }
for _, t := range remoteTrades { for _, t := range remoteTrades {
localTrade, err := ToGlobalTrade(*t) localTrade, err := ToGlobalTrade(*t, false)
if err != nil { if err != nil {
log.WithError(err).Errorf("can not convert binance trade: %+v", t) log.WithError(err).Errorf("can not convert binance trade: %+v", t)
continue continue