binance: use requestgen api to query futures balances

pkg/exchange/binance/binanceapi/futures_get_account_balance_request.go

@@ -10,11 +10,21 @@ import (
 type FuturesBalance struct {
 	AccountAlias string `json:"accountAlias"`
 	Asset        string `json:"asset"`
+
+	// Balance - wallet balance
 	Balance fixedpoint.Value `json:"balance"`
+
 	CrossWalletBalance fixedpoint.Value `json:"crossWalletBalance"`
+
+	// CrossUnPnL unrealized profit of crossed positions
 	CrossUnPnl fixedpoint.Value `json:"crossUnPnl"`
+
 	AvailableBalance fixedpoint.Value `json:"availableBalance"`
+
+	// MaxWithdrawAmount - maximum amount for transfer out
 	MaxWithdrawAmount fixedpoint.Value `json:"maxWithdrawAmount"`
+
+	// MarginAvailable - whether the asset can be used as margin in Multi-Assets mode
 	MarginAvailable bool                       `json:"marginAvailable"`
 	UpdateTime      types.MillisecondTimestamp `json:"updateTime"`
 }

pkg/exchange/binance/futures.go

@@ -68,22 +68,23 @@ func (e *Exchange) QueryFuturesAccount(ctx context.Context) (*types.Account, err
 		return nil, err
 	}
 
-	// req := e.futuresClient2.NewFuturesGetAccountBalanceRequest()
-
-	accountBalances, err := e.futuresClient.NewGetBalanceService().Do(ctx)
+	req := e.futuresClient2.NewFuturesGetAccountBalanceRequest()
+	accountBalances, err := req.Do(ctx)
 	if err != nil {
 		return nil, err
 	}
 
 	var balances = map[string]types.Balance{}
 	for _, b := range accountBalances {
-		balanceAvailable := fixedpoint.Must(fixedpoint.NewFromString(b.AvailableBalance))
-		balanceTotal := fixedpoint.Must(fixedpoint.NewFromString(b.Balance))
-		unrealizedPnl := fixedpoint.Must(fixedpoint.NewFromString(b.CrossUnPnl))
+		// The futures account balance is much different from the spot balance:
+		// - Balance is the actual balance of the asset
+		// - AvailableBalance is the available margin balance (can be used as notional)
+		// - CrossWalletBalance (this will be meaningful when using isolated margin)
 		balances[b.Asset] = types.Balance{
 			Currency:          b.Asset,
-			Available: balanceAvailable,
-			Locked:    balanceTotal.Sub(balanceAvailable.Sub(unrealizedPnl)),
+			Available:         b.AvailableBalance,                                  // AvailableBalance here is the available margin, like how much quantity/notional you can SHORT/LONG, not what you can withdraw
+			Locked:            b.Balance.Sub(b.AvailableBalance.Sub(b.CrossUnPnl)), // FIXME: AvailableBalance is the available margin balance, it could be re-calculated by the current formula.
+			MaxWithdrawAmount: b.MaxWithdrawAmount,
 		}
 	}
 

pkg/types/balance.go

@@ -25,6 +25,8 @@ type Balance struct {
 
 	// NetAsset = (Available + Locked) - Borrowed - Interest
 	NetAsset fixedpoint.Value `json:"net,omitempty"`
+
+	MaxWithdrawAmount fixedpoint.Value `json:"maxWithdrawAmount,omitempty"`
 }
 
 func (b Balance) Add(b2 Balance) Balance {