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binance: fix futures user data stream AccountUpdateEvent parsing

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c9s 2023-03-25 02:25:09 +08:00
parent d05cbca652
commit 281f09ff42
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1 changed files with 48 additions and 6 deletions
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54
pkg/exchange/binance/parse.go
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@ -891,16 +891,58 @@ func (e *OrderTradeUpdateEvent) TradeFutures() (*types.Trade, error) {
}, nil
}
type AccountUpdate struct {
EventReasonType string `json:"m"`
Balances []*futures.Balance `json:"B,omitempty"`
Positions []*futures.AccountPosition `json:"P,omitempty"`
type FuturesStreamBalance struct {
Asset string `json:"a"`
WalletBalance fixedpoint.Value `json:"wb"`
CrossWalletBalance fixedpoint.Value `json:"cw"`
BalanceChange fixedpoint.Value `json:"bc"`
}
type FuturesStreamPosition struct {
Symbol string `json:"s"`
PositionAmount fixedpoint.Value `json:"pa"`
EntryPrice fixedpoint.Value `json:"ep"`
AccumulatedRealizedPnL fixedpoint.Value `json:"cr"` // (Pre-fee) Accumulated Realized PnL
UnrealizedPnL fixedpoint.Value `json:"up"`
MarginType string `json:"mt"`
IsolatedWallet fixedpoint.Value `json:"iw"`
PositionSide string `json:"ps"`
}
type AccountUpdateEventReasonType string
const (
AccountUpdateEventReasonDeposit AccountUpdateEventReasonType = "DEPOSIT"
AccountUpdateEventReasonWithdraw AccountUpdateEventReasonType = "WITHDRAW"
AccountUpdateEventReasonOrder AccountUpdateEventReasonType = "ORDER"
AccountUpdateEventReasonFundingFee AccountUpdateEventReasonType = "FUNDING_FEE"
AccountUpdateEventReasonMarginTransfer AccountUpdateEventReasonType = "MARGIN_TRANSFER"
AccountUpdateEventReasonMarginTypeChange AccountUpdateEventReasonType = "MARGIN_TYPE_CHANGE"
AccountUpdateEventReasonAssetTransfer AccountUpdateEventReasonType = "ASSET_TRANSFER"
AccountUpdateEventReasonAdminDeposit AccountUpdateEventReasonType = "ADMIN_DEPOSIT"
AccountUpdateEventReasonAdminWithdraw AccountUpdateEventReasonType = "ADMIN_WITHDRAW"
)
type AccountUpdate struct {
// m: DEPOSIT WITHDRAW
// ORDER FUNDING_FEE
// WITHDRAW_REJECT ADJUSTMENT
// INSURANCE_CLEAR
// ADMIN_DEPOSIT ADMIN_WITHDRAW
// MARGIN_TRANSFER MARGIN_TYPE_CHANGE
// ASSET_TRANSFER
// OPTIONS_PREMIUM_FEE OPTIONS_SETTLE_PROFIT
// AUTO_EXCHANGE
// COIN_SWAP_DEPOSIT COIN_SWAP_WITHDRAW
EventReasonType AccountUpdateEventReasonType `json:"m"`
Balances []FuturesStreamBalance `json:"B,omitempty"`
Positions []FuturesStreamPosition `json:"P,omitempty"`
}
// AccountUpdateEvent is only used in the futures user data stream
type AccountUpdateEvent struct {
EventBase
Transaction int64 `json:"T"`
Transaction int64 `json:"T"`
AccountUpdate AccountUpdate `json:"a"`
}