binance: adjust margin history interface

pkg/exchange/binance/binanceapi/client.go

@@ -24,7 +24,7 @@ const RestBaseURL = "https://api.binance.com"
 const SandboxRestBaseURL = "https://testnet.binance.vision"
 const DebugRequestResponse = false
 
-var defaultHttpClient = &http.Client{
+var DefaultHttpClient = &http.Client{
 	Timeout: defaultHTTPTimeout,
 }
 
@@ -37,8 +37,12 @@ type RestClient struct {
 	timeOffset int64
 }
 
-func NewClient() *RestClient {
+func NewClient(baseURL string) *RestClient {
-	u, err := url.Parse(RestBaseURL)
+	if len(baseURL) == 0 {
+		baseURL = RestBaseURL
+	}
+
+	u, err := url.Parse(baseURL)
 	if err != nil {
 		panic(err)
 	}
@@ -46,7 +50,7 @@ func NewClient() *RestClient {
 	client := &RestClient{
 		BaseAPIClient: requestgen.BaseAPIClient{
 			BaseURL:    u,
-			HttpClient: defaultHttpClient,
+			HttpClient: DefaultHttpClient,
 		},
 	}
 

pkg/exchange/binance/binanceapi/client_test.go

@@ -35,7 +35,7 @@ func getTestClientOrSkip(t *testing.T) *RestClient {
 		return nil
 	}
 
-	client := NewClient()
+	client := NewClient("")
 	client.Auth(key, secret)
 	return client
 }
@@ -124,7 +124,7 @@ func TestClient_privateCall(t *testing.T) {
 		t.SkipNow()
 	}
 
-	client := NewClient()
+	client := NewClient("")
 	client.Auth(key, secret)
 
 	ctx := context.Background()
@@ -154,7 +154,7 @@ func TestClient_privateCall(t *testing.T) {
 }
 
 func TestClient_setTimeOffsetFromServer(t *testing.T) {
-	client := NewClient()
+	client := NewClient("")
 	err := client.SetTimeOffsetFromServer(context.Background())
 	assert.NoError(t, err)
 }

pkg/exchange/binance/binanceapi/get_spot_rebate_history_request.go

@@ -24,7 +24,6 @@ type SpotRebate struct {
 	UpdateTime types.MillisecondTimestamp `json:"updateTime"`
 }
 
-
 // GetSpotRebateHistoryRequest
 // The max interval between startTime and endTime is 30 days.
 // If startTime and endTime are not sent, the recent 7 days' data will be returned.

pkg/exchange/binance/exchange.go

@@ -3,7 +3,6 @@ package binance
 import (
 	"context"
 	"fmt"
-	"net/http"
 	"os"
 	"strconv"
 	"strings"
@@ -22,6 +21,7 @@ import (
 	"github.com/pkg/errors"
 	"github.com/sirupsen/logrus"
 
+	"github.com/c9s/bbgo/pkg/exchange/binance/binanceapi"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/util"
@@ -77,17 +77,21 @@ type Exchange struct {
 	// futuresClient is used for usdt-m futures
 	futuresClient *futures.Client // USDT-M Futures
 	// deliveryClient	*delivery.Client // Coin-M Futures
+
+	// client2 is a newer version of the binance api client implemented by ourselves.
+	client2 *binanceapi.RestClient
 }
 
 var timeSetter sync.Once
 
 func New(key, secret string) *Exchange {
 	var client = binance.NewClient(key, secret)
-	client.HTTPClient = &http.Client{Timeout: 15 * time.Second}
+	client.HTTPClient = binanceapi.DefaultHttpClient
 	client.Debug = viper.GetBool("debug-binance-client")
 
 	var futuresClient = binance.NewFuturesClient(key, secret)
-	futuresClient.HTTPClient = &http.Client{Timeout: 15 * time.Second}
+	futuresClient.HTTPClient = binanceapi.DefaultHttpClient
+	futuresClient.Debug = viper.GetBool("debug-binance-futures-client")
 
 	if isBinanceUs() {
 		client.BaseURL = BinanceUSBaseURL
@@ -98,6 +102,8 @@ func New(key, secret string) *Exchange {
 		futuresClient.BaseURL = FutureTestBaseURL
 	}
 
+	client2 := binanceapi.NewClient(client.BaseURL)
+
 	var err error
 	if len(key) > 0 && len(secret) > 0 {
 		timeSetter.Do(func() {
@@ -118,7 +124,7 @@ func New(key, secret string) *Exchange {
 		secret:        secret,
 		client:        client,
 		futuresClient: futuresClient,
-		// deliveryClient: deliveryClient,
+		client2:       client2,
 	}
 }
 

pkg/exchange/binance/margin_history.go

@@ -0,0 +1,85 @@
+package binance
+
+import (
+	"context"
+	"time"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func (e *Exchange) QueryLoanHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]types.MarginLoanRecord, error) {
+	req := e.client2.NewGetMarginLoanHistoryRequest()
+	req.Asset(asset)
+
+	if startTime != nil {
+		req.StartTime(*startTime)
+	}
+	if endTime != nil {
+		req.EndTime(*endTime)
+	}
+
+	if e.MarginSettings.IsIsolatedMargin {
+		req.IsolatedSymbol(e.MarginSettings.IsolatedMarginSymbol)
+	}
+
+	loans, err := req.Do(ctx)
+	_ = loans
+	return nil, err
+}
+
+func (e *Exchange) QueryRepayHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]types.MarginRepayRecord, error) {
+	req := e.client2.NewGetMarginRepayHistoryRequest()
+	req.Asset(asset)
+
+	if startTime != nil {
+		req.StartTime(*startTime)
+	}
+	if endTime != nil {
+		req.EndTime(*endTime)
+	}
+
+	if e.MarginSettings.IsIsolatedMargin {
+		req.IsolatedSymbol(e.MarginSettings.IsolatedMarginSymbol)
+	}
+
+	_, err := req.Do(ctx)
+	return nil, err
+}
+
+func (e *Exchange) QueryLiquidationHistory(ctx context.Context, startTime, endTime *time.Time) ([]types.MarginLiquidationRecord, error) {
+	req := e.client2.NewGetMarginLiquidationHistoryRequest()
+
+	if startTime != nil {
+		req.StartTime(*startTime)
+	}
+	if endTime != nil {
+		req.EndTime(*endTime)
+	}
+
+	if e.MarginSettings.IsIsolatedMargin {
+		req.IsolatedSymbol(e.MarginSettings.IsolatedMarginSymbol)
+	}
+
+	_, err := req.Do(ctx)
+	return nil, err
+}
+
+func (e *Exchange) QueryInterestHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]types.MarginInterest, error) {
+	req := e.client2.NewGetMarginInterestHistoryRequest()
+	req.Asset(asset)
+
+	if startTime != nil {
+		req.StartTime(*startTime)
+	}
+
+	if endTime != nil {
+		req.EndTime(*endTime)
+	}
+
+	if e.MarginSettings.IsIsolatedMargin {
+		req.IsolatedSymbol(e.MarginSettings.IsolatedMarginSymbol)
+	}
+
+	_, err := req.Do(ctx)
+	return nil, err
+}

pkg/types/margin.go

@@ -2,6 +2,7 @@ package types
 
 import (
 	"context"
+	"time"
 
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
@@ -98,10 +99,10 @@ type MarginLiquidationRecord struct {
 
 // MarginHistory provides the service of querying loan history and repay history
 type MarginHistory interface {
-	QueryLoanHistory() ([]MarginLoanRecord, error)
+	QueryLoanHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginLoanRecord, error)
-	QueryRepayHistory() ([]MarginRepayRecord, error)
+	QueryRepayHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginRepayRecord, error)
-	QueryLiquidationHistory() ([]MarginLiquidationRecord, error)
+	QueryLiquidationHistory(ctx context.Context, startTime, endTime *time.Time) ([]MarginLiquidationRecord, error)
-	QueryInterestHistory() ([]MarginInterest, error)
+	QueryInterestHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginInterest, error)
 }
 
 type MarginSettings struct {