turning margin mode

This commit is contained in:
c9s 2020-12-21 17:48:30 +08:00
parent 54c75d4d6e
commit 48083151aa
9 changed files with 249 additions and 107 deletions

View File

@ -12,7 +12,6 @@ import (
"github.com/c9s/bbgo/pkg/cmd/cmdutil"
"github.com/c9s/bbgo/pkg/exchange/binance"
"github.com/c9s/bbgo/pkg/types"
)
func init() {
@ -22,8 +21,8 @@ func init() {
}
var rootCmd = &cobra.Command{
Use: "binance-book",
Short: "binance book",
Use: "binance-margin",
Short: "binance margin",
// SilenceUsage is an option to silence usage when an error occurs.
SilenceUsage: true,
@ -32,32 +31,35 @@ var rootCmd = &cobra.Command{
ctx, cancel := context.WithCancel(context.Background())
defer cancel()
symbol := viper.GetString("symbol")
if len(symbol) == 0 {
return errors.New("empty symbol")
}
key, secret := viper.GetString("binance-api-key"), viper.GetString("binance-api-secret")
if len(key) == 0 || len(secret) == 0 {
return errors.New("empty key or secret")
}
symbol, err := cmd.Flags().GetString("symbol")
if err != nil {
return err
}
var exchange = binance.New(key, secret)
exchange.UseIsolatedMargin(symbol)
marginAccount, err := exchange.QueryMarginAccount(ctx)
if err != nil {
return err
}
log.Infof("margin account: %+v", marginAccount)
isolatedMarginAccount, err := exchange.QueryIsolatedMarginAccount(ctx)
if err != nil {
return err
}
log.Infof("isolated margin account: %+v", isolatedMarginAccount)
stream := exchange.NewStream()
stream.SetPublicOnly()
stream.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})
stream.OnBookSnapshot(func(book types.OrderBook) {
log.Infof("book snapshot: %+v", book)
})
stream.OnBookUpdate(func(book types.OrderBook) {
log.Infof("book update: %+v", book)
})
streambook := types.NewStreamBook(symbol)
streambook.BindStream(stream)
log.Info("connecting websocket...")
if err := stream.Connect(ctx); err != nil {

4
go.mod
View File

@ -7,8 +7,6 @@ go 1.13
require (
github.com/DATA-DOG/go-sqlmock v1.5.0
github.com/adshao/go-binance/v2 v2.2.1-0.20210108025425-9a582c63144e
github.com/bitly/go-simplejson v0.5.0 // indirect
github.com/c9s/goose v0.0.0-20200415105707-8da682162a5b
github.com/c9s/rockhopper v1.2.1-0.20210115022144-cc77e66fc34f
github.com/codingconcepts/env v0.0.0-20200821220118-a8fbf8d84482
github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239 // indirect
@ -56,3 +54,5 @@ require (
gopkg.in/yaml.v2 v2.4.0 // indirect
gopkg.in/yaml.v3 v3.0.0-20210107192922-496545a6307b
)
// replace github.com/adshao/go-binance => /Users/c9s/src/github.com/adshao/go-binance

51
go.sum
View File

@ -20,9 +20,7 @@ github.com/OneOfOne/xxhash v1.2.2/go.mod h1:HSdplMjZKSmBqAxg5vPj2TmRDmfkzw+cTzAE
github.com/adshao/go-binance/v2 v2.2.1-0.20210108025425-9a582c63144e h1:e5AeuM0NLP6mfR6rU/9yDo9Z3yjgfwSCsuBqkqBjpvA=
github.com/adshao/go-binance/v2 v2.2.1-0.20210108025425-9a582c63144e/go.mod h1:o+84WK3DQxq9vEKV9ncRcQi+J7RFCGhM27osbECZiJQ=
github.com/ajstarks/svgo v0.0.0-20180226025133-644b8db467af/go.mod h1:K08gAheRH3/J6wwsYMMT4xOr94bZjxIelGM0+d/wbFw=
github.com/alecthomas/template v0.0.0-20160405071501-a0175ee3bccc h1:cAKDfWh5VpdgMhJosfJnn5/FoN2SRZ4p7fJNX58YPaU=
github.com/alecthomas/template v0.0.0-20160405071501-a0175ee3bccc/go.mod h1:LOuyumcjzFXgccqObfd/Ljyb9UuFJ6TxHnclSeseNhc=
github.com/alecthomas/units v0.0.0-20151022065526-2efee857e7cf h1:qet1QNfXsQxTZqLG4oE62mJzwPIB8+Tee4RNCL9ulrY=
github.com/alecthomas/units v0.0.0-20151022065526-2efee857e7cf/go.mod h1:ybxpYRFXyAe+OPACYpWeL0wqObRcbAqCMya13uyzqw0=
github.com/armon/circbuf v0.0.0-20150827004946-bbbad097214e/go.mod h1:3U/XgcO3hCbHZ8TKRvWD2dDTCfh9M9ya+I9JpbB7O8o=
github.com/armon/go-metrics v0.0.0-20180917152333-f0300d1749da/go.mod h1:Q73ZrmVTwzkszR9V5SSuryQ31EELlFMUz1kKyl939pY=
@ -37,16 +35,6 @@ github.com/bmizerany/assert v0.0.0-20160611221934-b7ed37b82869 h1:DDGfHa7BWjL4Yn
github.com/bmizerany/assert v0.0.0-20160611221934-b7ed37b82869/go.mod h1:Ekp36dRnpXw/yCqJaO+ZrUyxD+3VXMFFr56k5XYrpB4=
github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc h1:biVzkmvwrH8WK8raXaxBx6fRVTlJILwEwQGL1I/ByEI=
github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc/go.mod h1:paBWMcWSl3LHKBqUq+rly7CNSldXjb2rDl3JlRe0mD8=
github.com/c9s/goose v0.0.0-20200415105707-8da682162a5b h1:4qsZTw8wHHTzFnwrfs3zLwz+cU2diGBdwoKRKiWOMvc=
github.com/c9s/goose v0.0.0-20200415105707-8da682162a5b/go.mod h1:RaBe6PIVbQRqwrnjjSoHhlLM601JWdT7KZ0p6rhgI7I=
github.com/c9s/rockhopper v1.2.1-0.20210114064926-84f8d06c527b h1:D4TpmOWK8GVV7bvazJiW17cwTp1ke8aADrr7BalCB4E=
github.com/c9s/rockhopper v1.2.1-0.20210114064926-84f8d06c527b/go.mod h1:KJnQjZSrWA83jjwGF/+O7Y96VCVirYTYEvXJJOc6kMU=
github.com/c9s/rockhopper v1.2.1-0.20210114070642-bde97ed28999 h1:++sXjheN0ZuQtOvzqnCx/jCs4wDSQoj2GMEbE1UvsGE=
github.com/c9s/rockhopper v1.2.1-0.20210114070642-bde97ed28999/go.mod h1:KJnQjZSrWA83jjwGF/+O7Y96VCVirYTYEvXJJOc6kMU=
github.com/c9s/rockhopper v1.2.1-0.20210115015707-d3b0b1892dfd h1:Q3MLSogx558Xnc43uBFbPnlIQvI3mThaAc/buea/mQ4=
github.com/c9s/rockhopper v1.2.1-0.20210115015707-d3b0b1892dfd/go.mod h1:KJnQjZSrWA83jjwGF/+O7Y96VCVirYTYEvXJJOc6kMU=
github.com/c9s/rockhopper v1.2.1-0.20210115020622-659f1b03767b h1:1Ixa0xWAD3KADLCEb5sHAz/3rjP47XqHRW3zK6oz1Sk=
github.com/c9s/rockhopper v1.2.1-0.20210115020622-659f1b03767b/go.mod h1:KJnQjZSrWA83jjwGF/+O7Y96VCVirYTYEvXJJOc6kMU=
github.com/c9s/rockhopper v1.2.1-0.20210115022144-cc77e66fc34f h1:n1Ly7178MJj+GQB38q4dV66QktUvzEi2rA7xCtTy6Ck=
github.com/c9s/rockhopper v1.2.1-0.20210115022144-cc77e66fc34f/go.mod h1:KJnQjZSrWA83jjwGF/+O7Y96VCVirYTYEvXJJOc6kMU=
github.com/cespare/xxhash v1.1.0 h1:a6HrQnmkObjyL+Gs60czilIUGqrzKutQD6XZog3p+ko=
@ -67,7 +55,6 @@ github.com/cpuguy83/go-md2man/v2 v2.0.0/go.mod h1:maD7wRr/U5Z6m/iR4s+kqSMx2CaBsr
github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c=
github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
github.com/denisenkom/go-mssqldb v0.0.0-20191128021309-1d7a30a10f73/go.mod h1:xbL0rPBG9cCiLr28tMa8zpbdarY27NDyej4t/EjAShU=
github.com/denisenkom/go-mssqldb v0.9.0 h1:RSohk2RsiZqLZ0zCjtfn3S4Gp4exhpBWHyQ7D0yGjAk=
github.com/denisenkom/go-mssqldb v0.9.0/go.mod h1:xbL0rPBG9cCiLr28tMa8zpbdarY27NDyej4t/EjAShU=
github.com/dgrijalva/jwt-go v3.2.0+incompatible/go.mod h1:E3ru+11k8xSBh+hMPgOLZmtrrCbhqsmaPHjLKYnJCaQ=
@ -78,7 +65,6 @@ github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239 h1:Ghm4eQYC0nEPnSJ
github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239/go.mod h1:Gdwt2ce0yfBxPvZrHkprdPPTTS3N5rwmLE8T22KBXlw=
github.com/fatih/color v1.7.0/go.mod h1:Zm6kSWBoL9eyXnKyktHP6abPY2pDugNf5KwzbycvMj4=
github.com/fogleman/gg v1.2.1-0.20190220221249-0403632d5b90/go.mod h1:R/bRT+9gY/C5z7JzPU0zXsXHKM4/ayA+zqcVNZzPa1k=
github.com/fsnotify/fsnotify v1.4.7 h1:IXs+QLmnXW2CcXuY+8Mzv/fWEsPGWxqefPtCP5CnV9I=
github.com/fsnotify/fsnotify v1.4.7/go.mod h1:jwhsz4b93w/PPRr/qN1Yymfu8t87LnFCMoQvtojpjFo=
github.com/fsnotify/fsnotify v1.4.9 h1:hsms1Qyu0jgnwNXIxa+/V/PDsU6CfLf6CNO8H7IWoS4=
github.com/fsnotify/fsnotify v1.4.9/go.mod h1:znqG4EE+3YCdAaPaxE2ZRY/06pZUdp0tY4IgpuI1SZQ=
@ -89,12 +75,10 @@ github.com/go-logfmt/logfmt v0.3.0/go.mod h1:Qt1PoO58o5twSAckw1HlFXLmHsOX5/0LbT9
github.com/go-logfmt/logfmt v0.4.0/go.mod h1:3RMwSq7FuexP4Kalkev3ejPJsZTpXXBr9+V4qmtdjCk=
github.com/go-redis/redis/v8 v8.4.0 h1:J5NCReIgh3QgUJu398hUncxDExN4gMOHI11NVbVicGQ=
github.com/go-redis/redis/v8 v8.4.0/go.mod h1:A1tbYoHSa1fXwN+//ljcCYYJeLmVrwL9hbQN45Jdy0M=
github.com/go-sql-driver/mysql v1.4.0 h1:7LxgVwFb2hIQtMm87NdgAVfXjnt4OePseqT1tKx+opk=
github.com/go-sql-driver/mysql v1.4.0/go.mod h1:zAC/RDZ24gD3HViQzih4MyKcchzm+sOG5ZlKdlhCg5w=
github.com/go-sql-driver/mysql v1.5.0 h1:ozyZYNQW3x3HtqT1jira07DN2PArx2v7/mN66gGcHOs=
github.com/go-sql-driver/mysql v1.5.0/go.mod h1:DCzpHaOWr8IXmIStZouvnhqoel9Qv2LBy8hT2VhHyBg=
github.com/go-stack/stack v1.8.0/go.mod h1:v0f6uXyyMGvRgIKkXu+yp6POWl0qKG85gN/melR3HDY=
github.com/go-test/deep v1.0.4 h1:u2CU3YKy9I2pmu9pX0eq50wCgjfGIt539SqR7FbHiho=
github.com/go-test/deep v1.0.4/go.mod h1:wGDj63lr65AM2AQyKZd/NYHGb0R+1RLqB8NKt3aSFNA=
github.com/go-test/deep v1.0.6 h1:UHSEyLZUwX9Qoi99vVwvewiMC8mM2bf7XEM2nqvzEn8=
github.com/go-test/deep v1.0.6/go.mod h1:QV8Hv/iy04NyLBxAdO9njL0iVPN1S4d/A3NVv1V36o8=
@ -110,7 +94,6 @@ github.com/golang/mock v1.2.0/go.mod h1:oTYuIxOrZwtPieC+H1uAHpcLFnEyAGVDL/k47Jfb
github.com/golang/mock v1.3.1/go.mod h1:sBzyDLLjw3U8JLTeZvSv8jJB+tU5PVekmnlKIyFUx0Y=
github.com/golang/protobuf v1.2.0/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U=
github.com/golang/protobuf v1.3.1/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U=
github.com/golang/protobuf v1.3.2 h1:6nsPYzhq5kReh6QImI3k5qWzO4PEbvbIW2cwSfR/6xs=
github.com/golang/protobuf v1.3.2/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U=
github.com/golang/protobuf v1.4.0-rc.1/go.mod h1:ceaxUfeHdC40wWswd/P6IGgMaK3YpKi5j83Wpe3EHw8=
github.com/golang/protobuf v1.4.0-rc.1.0.20200221234624-67d41d38c208/go.mod h1:xKAWHe0F5eneWXFV3EuXVDTCmh+JuBKY0li0aMyXATA=
@ -164,7 +147,6 @@ github.com/hashicorp/logutils v1.0.0/go.mod h1:QIAnNjmIWmVIIkWDTG1z5v++HQmx9WQRO
github.com/hashicorp/mdns v1.0.0/go.mod h1:tL+uN++7HEJ6SQLQ2/p+z2pH24WQKWjBPkE0mNTz8vQ=
github.com/hashicorp/memberlist v0.1.3/go.mod h1:ajVTdAv/9Im8oMAAj5G31PhhMCZJV2pPBoIllUwCN7I=
github.com/hashicorp/serf v0.8.2/go.mod h1:6hOLApaqBFA1NXqRQAsxw9QxuDEvNxSQRwA/JwenrHc=
github.com/hpcloud/tail v1.0.0 h1:nfCOvKYfkgYP8hkirhJocXT2+zOD8yUNjXaWfTlyFKI=
github.com/hpcloud/tail v1.0.0/go.mod h1:ab1qPbhIpdTxEkNHXyeSf5vhxWSCs/tWer42PpOxQnU=
github.com/inconshreveable/mousetrap v1.0.0 h1:Z8tu5sraLXCXIcARxBp/8cbvlwVa7Z1NHg9XEKhtSvM=
github.com/inconshreveable/mousetrap v1.0.0/go.mod h1:PxqpIevigyE2G7u3NXJIT2ANytuPF1OarO4DADm73n8=
@ -200,11 +182,8 @@ github.com/lestrrat-go/file-rotatelogs v2.2.0+incompatible/go.mod h1:ZQnN8lSECae
github.com/lestrrat-go/strftime v1.0.0 h1:wZIfTHGdu7TeGu318uLJwuQvTMt9UpRyS+XV2Rc4wo4=
github.com/lestrrat-go/strftime v1.0.0/go.mod h1:E1nN3pCbtMSu1yjSVeyuRFVm/U0xoR76fd03sz+Qz4g=
github.com/lib/pq v1.0.0/go.mod h1:5WUZQaWbwv1U+lTReE5YruASi9Al49XbQIvNi/34Woo=
github.com/lib/pq v1.3.0 h1:/qkRGz8zljWiDcFvgpwUpwIAPu3r07TDvs3Rws+o/pU=
github.com/lib/pq v1.3.0/go.mod h1:5WUZQaWbwv1U+lTReE5YruASi9Al49XbQIvNi/34Woo=
github.com/lib/pq v1.9.0 h1:L8nSXQQzAYByakOFMTwpjRoHsMJklur4Gi59b6VivR8=
github.com/lib/pq v1.9.0/go.mod h1:AlVN5x4E4T544tWzH6hKfbfQvm3HdbOxrmggDNAPY9o=
github.com/magiconair/properties v1.8.1 h1:ZC2Vc7/ZFkGmsVC9KvOjumD+G5lXy2RtTKyzRKO2BQ4=
github.com/magiconair/properties v1.8.1/go.mod h1:PppfXfuXeibc/6YijjN8zIbojt8czPbwD3XqdrwzmxQ=
github.com/magiconair/properties v1.8.4 h1:8KGKTcQQGm0Kv7vEbKFErAoAOFyyacLStRtQSeYtvkY=
github.com/magiconair/properties v1.8.4/go.mod h1:y3VJvCyxH9uVvJTWEGAELF3aiYNyPKd5NZ3oSwXrF60=
@ -212,15 +191,11 @@ github.com/mattn/go-colorable v0.0.9/go.mod h1:9vuHe8Xs5qXnSaW/c/ABM9alt+Vo+STaO
github.com/mattn/go-colorable v0.1.2 h1:/bC9yWikZXAL9uJdulbSfyVNIR3n3trXl+v8+1sx8mU=
github.com/mattn/go-colorable v0.1.2/go.mod h1:U0ppj6V5qS13XJ6of8GYAs25YV2eR4EVcfRqFIhoBtE=
github.com/mattn/go-isatty v0.0.3/go.mod h1:M+lRXTBqGeGNdLjl/ufCoiOlB5xdOkqRJdNxMWT7Zi4=
github.com/mattn/go-isatty v0.0.8 h1:HLtExJ+uU2HOZ+wI0Tt5DtUDrx8yhUqDcp7fYERX4CE=
github.com/mattn/go-isatty v0.0.8/go.mod h1:Iq45c/XA43vh69/j3iqttzPXn0bhXyGjM0Hdxcsrc5s=
github.com/mattn/go-isatty v0.0.12 h1:wuysRhFDzyxgEmMf5xjvJ2M9dZoWAXNNr5LSBS7uHXY=
github.com/mattn/go-isatty v0.0.12/go.mod h1:cbi8OIDigv2wuxKPP5vlRcQ1OAZbq2CE4Kysco4FUpU=
github.com/mattn/go-sqlite3 v1.9.0/go.mod h1:FPy6KqzDD04eiIsT53CuJW3U88zkxoIYsOqkbpncsNc=
github.com/mattn/go-sqlite3 v1.14.6 h1:dNPt6NO46WmLVt2DLNpwczCmdV5boIZ6g/tlDrlRUbg=
github.com/mattn/go-sqlite3 v1.14.6/go.mod h1:NyWgC/yNuGj7Q9rpYnZvas74GogHl5/Z4A/KQRfk6bU=
github.com/mattn/go-sqlite3 v2.0.2+incompatible h1:qzw9c2GNT8UFrgWNDhCTqRqYUSmu/Dav/9Z58LGpk7U=
github.com/mattn/go-sqlite3 v2.0.2+incompatible/go.mod h1:FPy6KqzDD04eiIsT53CuJW3U88zkxoIYsOqkbpncsNc=
github.com/mattn/go-sqlite3 v2.0.3+incompatible h1:gXHsfypPkaMZrKbD5209QV9jbUTJKjyR5WD3HYQSd+U=
github.com/mattn/go-sqlite3 v2.0.3+incompatible/go.mod h1:FPy6KqzDD04eiIsT53CuJW3U88zkxoIYsOqkbpncsNc=
github.com/matttproud/golang_protobuf_extensions v1.0.1/go.mod h1:D8He9yQNgCq6Z5Ld7szi9bcBfOoFv/3dc6xSMkL2PC0=
@ -234,13 +209,10 @@ github.com/mitchellh/go-testing-interface v1.0.0/go.mod h1:kRemZodwjscx+RGhAo8eI
github.com/mitchellh/gox v0.4.0/go.mod h1:Sd9lOJ0+aimLBi73mGofS1ycjY8lL3uZM3JPS42BGNg=
github.com/mitchellh/iochan v1.0.0/go.mod h1:JwYml1nuB7xOzsp52dPpHFffvOCDupsG0QubkSMEySY=
github.com/mitchellh/mapstructure v0.0.0-20160808181253-ca63d7c062ee/go.mod h1:FVVH3fgwuzCH5S8UJGiWEs2h04kUh9fWfEaFds41c1Y=
github.com/mitchellh/mapstructure v1.1.2 h1:fmNYVwqnSfB9mZU6OS2O6GsXM+wcskZDuKQzvN1EDeE=
github.com/mitchellh/mapstructure v1.1.2/go.mod h1:FVVH3fgwuzCH5S8UJGiWEs2h04kUh9fWfEaFds41c1Y=
github.com/mitchellh/mapstructure v1.4.1 h1:CpVNEelQCZBooIPDn+AR3NpivK/TIKU8bDxdASFVQag=
github.com/mitchellh/mapstructure v1.4.1/go.mod h1:bFUtVrKA4DC2yAKiSyO/QUcy7e+RRV2QTWOzhPopBRo=
github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd h1:TRLaZ9cD/w8PVh93nsPXa1VrQ6jlwL5oN8l14QlcNfg=
github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd/go.mod h1:6dJC0mAP4ikYIbvyc7fijjWJddQyLn8Ig3JB5CqoB9Q=
github.com/modern-go/reflect2 v1.0.1 h1:9f412s+6RmYXLWZSEzVVgPGK7C2PphHj5RJrvfx9AWI=
github.com/modern-go/reflect2 v1.0.1/go.mod h1:bx2lNnkwVCuqBIxFjflWJWanXIb3RllmbCylyMrvgv0=
github.com/mwitkow/go-conntrack v0.0.0-20161129095857-cc309e4a2223/go.mod h1:qRWi+5nqEBWmkhHvq77mSJWrCKwh8bxhgT7d/eI7P4U=
github.com/nxadm/tail v1.4.4 h1:DQuhQpB1tVlglWS2hLQ5OV6B5r8aGxSrPc5Qo6uTN78=
@ -250,13 +222,11 @@ github.com/onsi/ginkgo v1.6.0/go.mod h1:lLunBs/Ym6LB5Z9jYTR76FiuTmxDTDusOGeTQH+W
github.com/onsi/ginkgo v1.12.1/go.mod h1:zj2OWP4+oCPe1qIXoGWkgMRwljMUYCdkwsT2108oapk=
github.com/onsi/ginkgo v1.14.2 h1:8mVmC9kjFFmA8H4pKMUhcblgifdkOIXPvbhN1T36q1M=
github.com/onsi/ginkgo v1.14.2/go.mod h1:iSB4RoI2tjJc9BBv4NKIKWKya62Rps+oPG/Lv9klQyY=
github.com/onsi/gomega v1.7.1 h1:K0jcRCwNQM3vFGh1ppMtDh/+7ApJrjldlX8fA0jDTLQ=
github.com/onsi/gomega v1.7.1/go.mod h1:XdKZgCCFLUoM/7CFJVPcG8C1xQ1AJ0vpAezJrB7JYyY=
github.com/onsi/gomega v1.10.1/go.mod h1:iN09h71vgCQne3DLsj+A5owkum+a2tYe+TOCB1ybHNo=
github.com/onsi/gomega v1.10.3 h1:gph6h/qe9GSUw1NhH1gp+qb+h8rXD8Cy60Z32Qw3ELA=
github.com/onsi/gomega v1.10.3/go.mod h1:V9xEwhxec5O8UDM77eCW8vLymOMltsqPVYWrpDsH8xc=
github.com/pascaldekloe/goe v0.0.0-20180627143212-57f6aae5913c/go.mod h1:lzWF7FIEvWOWxwDKqyGYQf6ZUaNfKdP144TG7ZOy1lc=
github.com/pelletier/go-toml v1.2.0 h1:T5zMGML61Wp+FlcbWjRDT7yAxhJNAiPPLOFECq181zc=
github.com/pelletier/go-toml v1.2.0/go.mod h1:5z9KED0ma1S8pY6P1sdut58dfprrGBbd/94hg7ilaic=
github.com/pelletier/go-toml v1.8.1 h1:1Nf83orprkJyknT6h7zbuEGUEjcyVlCxSUGTENmNCRM=
github.com/pelletier/go-toml v1.8.1/go.mod h1:T2/BmBdy8dvIRq1a/8aqjN41wvWlN4lrapLU/GW4pbc=
@ -275,7 +245,6 @@ github.com/prometheus/client_golang v0.9.3/go.mod h1:/TN21ttK/J9q6uSwhBd54HahCDf
github.com/prometheus/client_model v0.0.0-20180712105110-5c3871d89910/go.mod h1:MbSGuTsp3dbXC40dX6PRTWyKYBIrTGTE9sqQNg2J8bo=
github.com/prometheus/client_model v0.0.0-20190129233127-fd36f4220a90/go.mod h1:xMI15A0UPsDsEKsMN9yxemIoYk6Tm2C1GtYGdfGttqA=
github.com/prometheus/common v0.0.0-20181113130724-41aa239b4cce/go.mod h1:daVV7qP5qjZbuso7PdcryaAu0sAZbrN9i7WWcTMWvro=
github.com/prometheus/common v0.4.0 h1:7etb9YClo3a6HjLzfl6rIQaU+FDfi0VSX39io3aQ+DM=
github.com/prometheus/common v0.4.0/go.mod h1:TNfzLD0ON7rHzMJeJkieUDPYmFC7Snx/y86RQel1bk4=
github.com/prometheus/procfs v0.0.0-20181005140218-185b4288413d/go.mod h1:c3At6R/oaqEKCNdg8wHV1ftS6bRYblBhIjjI8uT2IGk=
github.com/prometheus/procfs v0.0.0-20190507164030-5867b95ac084/go.mod h1:TjEm7ze935MbeOT/UhFTIMYKhuLP4wbCsTZCD3I8kEA=
@ -289,7 +258,6 @@ github.com/rogpeppe/go-internal v1.3.0/go.mod h1:M8bDsm7K2OlrFYOpmOWEs/qY81heoFR
github.com/russross/blackfriday/v2 v2.0.1/go.mod h1:+Rmxgy9KzJVeS9/2gXHxylqXiyQDYRxCVz55jmeOWTM=
github.com/ryanuber/columnize v0.0.0-20160712163229-9b3edd62028f/go.mod h1:sm1tb6uqfes/u+d4ooFouqFdy9/2g9QGwK3SQygK0Ts=
github.com/sean-/seed v0.0.0-20170313163322-e2103e2c3529/go.mod h1:DxrIzT+xaE7yg65j358z/aeFdxmN0P9QXhEzd20vsDc=
github.com/shopspring/decimal v0.0.0-20180709203117-cd690d0c9e24 h1:pntxY8Ary0t43dCZ5dqY4YTJCObLY1kIXl0uzMv+7DE=
github.com/shopspring/decimal v0.0.0-20180709203117-cd690d0c9e24/go.mod h1:M+9NzErvs504Cn4c5DxATwIqPbtswREoFCre64PpcG4=
github.com/shopspring/decimal v1.2.0 h1:abSATXmQEYyShuxI4/vyW3tV1MrKAJzCZ/0zLUXYbsQ=
github.com/shopspring/decimal v1.2.0/go.mod h1:DKyhrW/HYNuLGql+MJL6WCR6knT2jwCFRcu2hWCYk4o=
@ -305,25 +273,20 @@ github.com/smartystreets/goconvey v1.6.4 h1:fv0U8FUIMPNf1L9lnHLvLhgicrIVChEkdzIK
github.com/smartystreets/goconvey v1.6.4/go.mod h1:syvi0/a8iFYH4r/RixwvyeAJjdLS9QV7WQ/tjFTllLA=
github.com/soheilhy/cmux v0.1.4/go.mod h1:IM3LyeVVIOuxMH7sFAkER9+bJ4dT7Ms6E4xg4kGIyLM=
github.com/spaolacci/murmur3 v0.0.0-20180118202830-f09979ecbc72/go.mod h1:JwIasOWyU6f++ZhiEuf87xNszmSA2myDM2Kzu9HwQUA=
github.com/spf13/afero v1.1.2 h1:m8/z1t7/fwjysjQRYbP0RD+bUIF/8tJwPdEZsI83ACI=
github.com/spf13/afero v1.1.2/go.mod h1:j4pytiNVoe2o6bmDsKpLACNPDBIoEAkihy7loJ1B0CQ=
github.com/spf13/afero v1.5.1 h1:VHu76Lk0LSP1x254maIu2bplkWpfBWI+B+6fdoZprcg=
github.com/spf13/afero v1.5.1/go.mod h1:Ai8FlHk4v/PARR026UzYexafAt9roJ7LcLMAmO6Z93I=
github.com/spf13/cast v1.3.0 h1:oget//CVOEoFewqQxwr0Ej5yjygnqGkvggSE/gB35Q8=
github.com/spf13/cast v1.3.0/go.mod h1:Qx5cxh0v+4UWYiBimWS+eyWzqEqokIECu5etghLkUJE=
github.com/spf13/cast v1.3.1 h1:nFm6S0SMdyzrzcmThSipiEubIDy8WEXKNZ0UOgiRpng=
github.com/spf13/cast v1.3.1/go.mod h1:Qx5cxh0v+4UWYiBimWS+eyWzqEqokIECu5etghLkUJE=
github.com/spf13/cobra v1.1.1 h1:KfztREH0tPxJJ+geloSLaAkaPkr4ki2Er5quFV1TDo4=
github.com/spf13/cobra v1.1.1/go.mod h1:WnodtKOvamDL/PwE2M4iKs8aMDBZ5Q5klgD3qfVJQMI=
github.com/spf13/jwalterweatherman v1.0.0 h1:XHEdyB+EcvlqZamSM4ZOMGlc93t6AcsBEu9Gc1vn7yk=
github.com/spf13/jwalterweatherman v1.0.0/go.mod h1:cQK4TGJAtQXfYWX+Ddv3mKDzgVb68N+wFjFa4jdeBTo=
github.com/spf13/jwalterweatherman v1.1.0 h1:ue6voC5bR5F8YxI5S67j9i582FU4Qvo2bmqnqMYADFk=
github.com/spf13/jwalterweatherman v1.1.0/go.mod h1:aNWZUN0dPAAO/Ljvb5BEdw96iTZ0EXowPYD95IqWIGo=
github.com/spf13/pflag v1.0.3 h1:zPAT6CGy6wXeQ7NtTnaTerfKOsV6V6F8agHXFiazDkg=
github.com/spf13/pflag v1.0.3/go.mod h1:DYY7MBk1bdzusC3SYhjObp+wFpr4gzcvqqNjLnInEg4=
github.com/spf13/pflag v1.0.5 h1:iy+VFUOCP1a+8yFto/drg2CJ5u0yRoB7fZw3DKv/JXA=
github.com/spf13/pflag v1.0.5/go.mod h1:McXfInJRrz4CZXVZOBLb0bTZqETkiAhM9Iw0y3An2Bg=
github.com/spf13/viper v1.7.0 h1:xVKxvI7ouOI5I+U9s2eeiUfMaWBVoXA3AWskkrqK0VM=
github.com/spf13/viper v1.7.0/go.mod h1:8WkrPz2fc9jxqZNCJI/76HCieCp4Q8HaLFoCha5qpdg=
github.com/spf13/viper v1.7.1 h1:pM5oEahlgWv/WnHXpgbKz7iLIxRf65tye2Ci+XFK5sk=
github.com/spf13/viper v1.7.1/go.mod h1:8WkrPz2fc9jxqZNCJI/76HCieCp4Q8HaLFoCha5qpdg=
@ -364,7 +327,6 @@ golang.org/x/crypto v0.0.0-20190325154230-a5d413f7728c/go.mod h1:djNgcEr1/C05ACk
golang.org/x/crypto v0.0.0-20190510104115-cbcb75029529/go.mod h1:yigFU9vqHzYiE8UmvKecakEJjdnWj3jj499lnFckfCI=
golang.org/x/crypto v0.0.0-20190605123033-f99c8df09eb5/go.mod h1:yigFU9vqHzYiE8UmvKecakEJjdnWj3jj499lnFckfCI=
golang.org/x/crypto v0.0.0-20190820162420-60c769a6c586/go.mod h1:yigFU9vqHzYiE8UmvKecakEJjdnWj3jj499lnFckfCI=
golang.org/x/crypto v0.0.0-20200622213623-75b288015ac9 h1:psW17arqaxU48Z5kZ0CQnkZWQJsqcURM6tKiBApRjXI=
golang.org/x/crypto v0.0.0-20200622213623-75b288015ac9/go.mod h1:LzIPMQfyMNhhGPhUkYOs5KpL4U8rLKemX1yGLhDgUto=
golang.org/x/crypto v0.0.0-20201221181555-eec23a3978ad h1:DN0cp81fZ3njFcrLCytUHRSUkqBjfTo4Tx9RJTWs0EY=
golang.org/x/crypto v0.0.0-20201221181555-eec23a3978ad/go.mod h1:jdWPYTVW3xRLrWPugEBEK3UY2ZEsg3UU495nc5E+M+I=
@ -405,7 +367,6 @@ golang.org/x/net v0.0.0-20190404232315-eb5bcb51f2a3/go.mod h1:t9HGtf8HONx5eT2rtn
golang.org/x/net v0.0.0-20190501004415-9ce7a6920f09/go.mod h1:t9HGtf8HONx5eT2rtn7q6eTqICYqUVnKs3thJo3Qplg=
golang.org/x/net v0.0.0-20190503192946-f4e77d36d62c/go.mod h1:t9HGtf8HONx5eT2rtn7q6eTqICYqUVnKs3thJo3Qplg=
golang.org/x/net v0.0.0-20190603091049-60506f45cf65/go.mod h1:HSz+uSET+XFnRR8LxR5pz3Of3rY3CfYBVs4xY44aLks=
golang.org/x/net v0.0.0-20190620200207-3b0461eec859 h1:R/3boaszxrf1GEUWTVDzSKVwLmSJpwZ1yqXm8j0v2QI=
golang.org/x/net v0.0.0-20190620200207-3b0461eec859/go.mod h1:z5CRVTTTmAJ677TzLLGU+0bjPO0LkuOLi4/5GtJWs/s=
golang.org/x/net v0.0.0-20200520004742-59133d7f0dd7/go.mod h1:qpuaurCH72eLCgpAm/N6yyVIVM9cpaDIP3A8BGJEC5A=
golang.org/x/net v0.0.0-20201006153459-a7d1128ccaa0 h1:wBouT66WTYFXdxfVdz9sVWARVd/2vfGcmI45D2gj45M=
@ -432,7 +393,6 @@ golang.org/x/sys v0.0.0-20190412213103-97732733099d/go.mod h1:h1NjWce9XRLGQEsW7w
golang.org/x/sys v0.0.0-20190502145724-3ef323f4f1fd/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20190507160741-ecd444e8653b/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20190606165138-5da285871e9c/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20190624142023-c5567b49c5d0 h1:HyfiK1WMnHj5FXFXatD+Qs1A/xC2Run6RzeW1SyHxpc=
golang.org/x/sys v0.0.0-20190624142023-c5567b49c5d0/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20190904154756-749cb33beabd/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20191005200804-aed5e4c7ecf9/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
@ -441,7 +401,6 @@ golang.org/x/sys v0.0.0-20191120155948-bd437916bb0e/go.mod h1:h1NjWce9XRLGQEsW7w
golang.org/x/sys v0.0.0-20200116001909-b77594299b42/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20200323222414-85ca7c5b95cd/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20200519105757-fe76b779f299/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20200930185726-fdedc70b468f h1:+Nyd8tzPX9R7BWHguqsrbFdRx3WQ/1ib8I44HXV5yTA=
golang.org/x/sys v0.0.0-20200930185726-fdedc70b468f/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20210113181707-4bcb84eeeb78 h1:nVuTkr9L6Bq62qpUqKo/RnZCFfzDBL0bYo6w9OJUqZY=
golang.org/x/sys v0.0.0-20210113181707-4bcb84eeeb78/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
@ -449,9 +408,7 @@ golang.org/x/term v0.0.0-20201117132131-f5c789dd3221 h1:/ZHdbVpdR/jk3g30/d4yUL0J
golang.org/x/term v0.0.0-20201117132131-f5c789dd3221/go.mod h1:Nr5EML6q2oocZ2LXRh80K7BxOlk5/8JxuGnuhpl+muw=
golang.org/x/text v0.3.0/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
golang.org/x/text v0.3.1-0.20180807135948-17ff2d5776d2/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
golang.org/x/text v0.3.2 h1:tW2bmiBqwgJj/UpqtC8EpXEZVYOwU0yG4iWbprSVAcs=
golang.org/x/text v0.3.2/go.mod h1:bEr9sfX3Q8Zfm5fL9x+3itogRgK3+ptLWKqgva+5dAk=
golang.org/x/text v0.3.3 h1:cokOdA+Jmi5PJGXLlLllQSgYigAEfHXJAERHVMaCc2k=
golang.org/x/text v0.3.3/go.mod h1:5Zoc/QRtKVWzQhOtBMvqHzDpF6irO9z98xDceosuGiQ=
golang.org/x/text v0.3.5 h1:i6eZZ+zk0SOf0xgBpEpPD18qWcJda6q1sxt3S0kzyUQ=
golang.org/x/text v0.3.5/go.mod h1:5Zoc/QRtKVWzQhOtBMvqHzDpF6irO9z98xDceosuGiQ=
@ -477,7 +434,6 @@ golang.org/x/tools v0.0.0-20190628153133-6cdbf07be9d0/go.mod h1:/rFqwRUd4F7ZHNgw
golang.org/x/tools v0.0.0-20190816200558-6889da9d5479/go.mod h1:b+2E5dAYhXwXZwtnZ6UAqBI28+e2cm9otk0dWdXHAEo=
golang.org/x/tools v0.0.0-20190911174233-4f2ddba30aff/go.mod h1:b+2E5dAYhXwXZwtnZ6UAqBI28+e2cm9otk0dWdXHAEo=
golang.org/x/tools v0.0.0-20191012152004-8de300cfc20a/go.mod h1:b+2E5dAYhXwXZwtnZ6UAqBI28+e2cm9otk0dWdXHAEo=
golang.org/x/tools v0.0.0-20191112195655-aa38f8e97acc h1:NCy3Ohtk6Iny5V/reW2Ktypo4zIpWBdRJ1uFMjBxdg8=
golang.org/x/tools v0.0.0-20191112195655-aa38f8e97acc/go.mod h1:b+2E5dAYhXwXZwtnZ6UAqBI28+e2cm9otk0dWdXHAEo=
golang.org/x/xerrors v0.0.0-20190717185122-a985d3407aa7/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0=
golang.org/x/xerrors v0.0.0-20191204190536-9bdfabe68543 h1:E7g+9GITq07hpfrRu66IVDexMakfv52eLZ2CXBWiKr4=
@ -516,17 +472,13 @@ google.golang.org/protobuf v1.20.1-0.20200309200217-e05f789c0967/go.mod h1:A+miE
google.golang.org/protobuf v1.21.0/go.mod h1:47Nbq4nVaFHyn7ilMalzfO3qCViNmqZ2kzikPIcrTAo=
google.golang.org/protobuf v1.23.0 h1:4MY060fB1DLGMB/7MBTLnwQUY6+F09GEiz6SsrNqyzM=
google.golang.org/protobuf v1.23.0/go.mod h1:EGpADcykh3NcUnDUJcl1+ZksZNG86OlYog2l/sGQquU=
gopkg.in/alecthomas/kingpin.v2 v2.2.6 h1:jMFz6MfLP0/4fUyZle81rXUoxOBFi19VUFKVDOQfozc=
gopkg.in/alecthomas/kingpin.v2 v2.2.6/go.mod h1:FMv+mEhP44yOT+4EoQTLFTRgOQ1FBLkstjWtayDeSgw=
gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
gopkg.in/check.v1 v1.0.0-20180628173108-788fd7840127 h1:qIbj1fsPNlZgppZ+VLlY7N33q108Sa+fhmuc+sWQYwY=
gopkg.in/check.v1 v1.0.0-20180628173108-788fd7840127/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
gopkg.in/check.v1 v1.0.0-20190902080502-41f04d3bba15 h1:YR8cESwS4TdDjEe65xsg0ogRM/Nc3DYOhEAlW+xobZo=
gopkg.in/check.v1 v1.0.0-20190902080502-41f04d3bba15/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
gopkg.in/errgo.v2 v2.1.0/go.mod h1:hNsd1EY+bozCKY1Ytp96fpM3vjJbqLJn88ws8XvfDNI=
gopkg.in/fsnotify.v1 v1.4.7 h1:xOHLXZwVvI9hhs+cLKq5+I5onOuwQLhQwiu63xxlHs4=
gopkg.in/fsnotify.v1 v1.4.7/go.mod h1:Tz8NjZHkW78fSQdbUxIjBTcgA1z1m8ZHf0WmKUhAMys=
gopkg.in/ini.v1 v1.51.0 h1:AQvPpx3LzTDM0AjnIRlVFwFFGC+npRopjZxLJj6gdno=
gopkg.in/ini.v1 v1.51.0/go.mod h1:pNLf8WUiyNEtQjuu5G5vTm06TEv9tsIgeAvK8hOrP4k=
gopkg.in/ini.v1 v1.62.0 h1:duBzk771uxoUuOlyRLkHsygud9+5lrlGjdFBb4mSKDU=
gopkg.in/ini.v1 v1.62.0/go.mod h1:pNLf8WUiyNEtQjuu5G5vTm06TEv9tsIgeAvK8hOrP4k=
@ -538,14 +490,11 @@ gopkg.in/tucnak/telebot.v2 v2.3.5/go.mod h1:BgaIIx50PSRS9pG59JH+geT82cfvoJU/IaI5
gopkg.in/yaml.v2 v2.0.0-20170812160011-eb3733d160e7/go.mod h1:JAlM8MvJe8wmxCU4Bli9HhUf9+ttbYbLASfIpnQbh74=
gopkg.in/yaml.v2 v2.2.1/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
gopkg.in/yaml.v2 v2.2.2/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
gopkg.in/yaml.v2 v2.2.4 h1:/eiJrUcujPVeJ3xlSWaiNi3uSVmDGBK1pDHUHAnao1I=
gopkg.in/yaml.v2 v2.2.4/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
gopkg.in/yaml.v2 v2.2.8/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
gopkg.in/yaml.v2 v2.3.0 h1:clyUAQHOM3G0M3f5vQj7LuJrETvjVot3Z5el9nffUtU=
gopkg.in/yaml.v2 v2.3.0/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
gopkg.in/yaml.v2 v2.4.0 h1:D8xgwECY7CYvx+Y2n4sBz93Jn9JRvxdiyyo8CTfuKaY=
gopkg.in/yaml.v2 v2.4.0/go.mod h1:RDklbk79AGWmwhnvt/jBztapEOGDOx6ZbXqjP6csGnQ=
gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c h1:dUUwHk2QECo/6vqA44rthZ8ie2QXMNeKRTHCNY2nXvo=
gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
gopkg.in/yaml.v3 v3.0.0-20210107192922-496545a6307b h1:h8qDotaEPuJATrMmW04NCwg7v22aHH28wwpauUhK9Oo=
gopkg.in/yaml.v3 v3.0.0-20210107192922-496545a6307b/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=

View File

@ -3,6 +3,8 @@ package binance
import (
"context"
"fmt"
"os"
"strconv"
"time"
"github.com/adshao/go-binance/v2"
@ -22,13 +24,32 @@ var log = logrus.WithFields(logrus.Fields{
func init() {
_ = types.Exchange(&Exchange{})
if ok, _ := strconv.ParseBool(os.Getenv("DEBUG_BINANCE_STREAM")); ok {
log.Level = logrus.DebugLevel
}
}
type MarginSettings struct {
useMargin bool
useMarginIsolated bool
useMarginIsolatedSymbol string
}
func (e *MarginSettings) UseMargin() {
e.useMargin = true
}
func (e *MarginSettings) UseIsolatedMargin(symbol string) {
e.useMargin = true
e.useMarginIsolated = true
e.useMarginIsolatedSymbol = symbol
}
type Exchange struct {
Client *binance.Client
MarginSettings
useMargin bool
useMarginIsolated bool
Client *binance.Client
}
func New(key, secret string) *Exchange {
@ -42,11 +63,6 @@ func (e *Exchange) Name() types.ExchangeName {
return types.ExchangeBinance
}
func (e *Exchange) UseMargin(isolated bool) {
e.useMargin = true
e.useMarginIsolated = isolated
}
func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
log.Info("querying market info...")
@ -105,12 +121,21 @@ func (e *Exchange) QueryAveragePrice(ctx context.Context, symbol string) (float6
func (e *Exchange) NewStream() types.Stream {
stream := NewStream(e.Client)
stream.MarginSettings = e.MarginSettings
return stream
}
if e.useMargin {
stream.UseMargin(e.useMarginIsolated)
func (e *Exchange) QueryMarginAccount(ctx context.Context) (*binance.MarginAccount, error) {
return e.Client.NewGetMarginAccountService().Do(ctx)
}
func (e *Exchange) QueryIsolatedMarginAccount(ctx context.Context, symbols ...string) (*binance.IsolatedMarginAccount, error) {
req := e.Client.NewGetIsolatedMarginAccountService()
if len(symbols) > 0 {
req.Symbols(symbols...)
}
return stream
return req.Do(ctx)
}
func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []types.Withdraw, err error) {

View File

@ -211,6 +211,13 @@ type Balance struct {
Locked string `json:"l"`
}
type OutboundAccountPositionEvent struct {
EventBase
LastAccountUpdateTime int `json:"u"`
Balances []Balance `json:"B,omitempty"`
}
type OutboundAccountInfoEvent struct {
EventBase
@ -248,7 +255,12 @@ func ParseEvent(message string) (interface{}, error) {
err := json.Unmarshal([]byte(message), &event)
return &event, err
case "outboundAccountInfo", "outboundAccountPosition":
case "outboundAccountPosition":
var event OutboundAccountPositionEvent
err := json.Unmarshal([]byte(message), &event)
return &event, err
case "outboundAccountInfo":
var event OutboundAccountInfoEvent
err := json.Unmarshal([]byte(message), &event)
return &event, err

View File

@ -9,6 +9,130 @@ import (
var jsCommentTrimmer = regexp.MustCompile("(?m)//.*$")
func TestMarginResponseParsing(t *testing.T) {
type testcase struct {
input string
}
var testcases = []testcase{
{
input: `{
"e": "executionReport",
"E": 1608545107403,
"s": "BNBUSDT",
"c": "ios_0de017ca7ceb4102b3baa664feb46e65",
"S": "BUY",
"o": "MARKET",
"f": "GTC",
"q": "0.50000000",
"p": "0.00000000",
"P": "0.00000000",
"F": "0.00000000",
"g": -1,
"C": "",
"x": "NEW",
"X": "NEW",
"r": "NONE",
"i": 1147335332,
"l": "0.00000000",
"z": "0.00000000",
"L": "0.00000000",
"n": "0",
"N": null,
"T": 1608545107401,
"t": -1,
"I": 2387303818,
"w": true,
"m": false,
"M": false,
"O": 1608545107401,
"Z": "0.00000000",
"Y": "0.00000000",
"Q": "0.00000000"
}`,
},
{
input: `{
"e": "executionReport",
"E": 1608545107403,
"s": "BNBUSDT",
"c": "ios_0de017ca7ceb4102b3baa664feb46e65",
"S": "BUY",
"o": "MARKET",
"f": "GTC",
"q": "0.50000000",
"p": "0.00000000",
"P": "0.00000000",
"F": "0.00000000",
"g": -1,
"C": "",
"x": "TRADE",
"X": "FILLED",
"r": "NONE",
"i": 1147335332,
"l": "0.50000000",
"z": "0.50000000",
"L": "33.85710000",
"n": "0.00037500",
"N": "BNB",
"T": 1608545107401,
"t": 98414801,
"I": 2387303819,
"w": false,
"m": false,
"M": true,
"O": 1608545107401,
"Z": "16.92855000",
"Y": "16.92855000",
"Q": "0.00000000"
}`,
},
{
input: `{
"e": "outboundAccountInfo",
"E": 1608545107403,
"m": 9,
"t": 10,
"b": 0,
"s": 0,
"T": true,
"W": true,
"D": true,
"u": 1608545107401,
"B": [
{
"a": "BNB",
"f": "89.99345616",
"l": "12.00000000"
},
{
"a": "USDT",
"f": "0.16410063",
"l": "0.00000000"
}
],
"P": []
}`,
},
{
input: `{
"e":"outboundAccountPosition",
"E":1608545107403,
"u":1608545107401,
"B":[{"a":"BNB","f":"89.99345616","l":"12.00000000"},{"a":"USDT","f":"0.16410063","l":"0.00000000"}]
}`,
},
}
for _, testcase := range testcases {
payload := testcase.input
payload = jsCommentTrimmer.ReplaceAllLiteralString(payload, "")
event, err := ParseEvent(payload)
assert.NoError(t, err)
assert.NotNil(t, event)
}
}
func TestParseOrderUpdate(t *testing.T) {
payload := `{
"e": "executionReport", // Event type

View File

@ -17,6 +17,7 @@ import (
)
func init() {
// randomize pulling
rand.Seed(time.Now().UnixNano())
}
@ -29,6 +30,8 @@ type StreamRequest struct {
//go:generate callbackgen -type Stream -interface
type Stream struct {
MarginSettings
types.StandardStream
Client *binance.Client
@ -42,12 +45,10 @@ type Stream struct {
kLineEventCallbacks []func(e *KLineEvent)
kLineClosedEventCallbacks []func(e *KLineEvent)
balanceUpdateEventCallbacks []func(event *BalanceUpdateEvent)
outboundAccountInfoEventCallbacks []func(event *OutboundAccountInfoEvent)
executionReportEventCallbacks []func(event *ExecutionReportEvent)
useMargin bool
useMarginIsolated bool
balanceUpdateEventCallbacks []func(event *BalanceUpdateEvent)
outboundAccountInfoEventCallbacks []func(event *OutboundAccountInfoEvent)
outboundAccountPositionEventCallbacks []func(event *OutboundAccountPositionEvent)
executionReportEventCallbacks []func(event *ExecutionReportEvent)
}
func NewStream(client *binance.Client) *Stream {
@ -97,7 +98,7 @@ func NewStream(client *binance.Client) *Stream {
}
})
stream.OnOutboundAccountInfoEvent(func(e *OutboundAccountInfoEvent) {
stream.OnOutboundAccountPositionEvent(func(e *OutboundAccountPositionEvent) {
snapshot := types.BalanceMap{}
for _, balance := range e.Balances {
available := fixedpoint.Must(fixedpoint.NewFromString(balance.Free))
@ -189,14 +190,15 @@ func (s *Stream) dial(listenKey string) (*websocket.Conn, error) {
return conn, nil
}
func (s *Stream) UseMargin(isolated bool) {
s.useMargin = true
s.useMarginIsolated = isolated
}
func (s *Stream) fetchListenKey(ctx context.Context) (string, error) {
if s.useMargin {
return s.Client.NewStartMarginUserStreamService().Do(ctx)
log.Infof("margin mode is enabled, requesting margin user stream listen key...")
req := s.Client.NewStartMarginUserStreamService()
if s.useMarginIsolated {
req.Isolated(s.useMarginIsolatedSymbol)
}
return req.Do(ctx)
}
return s.Client.NewStartUserStreamService().Do(ctx)
@ -204,7 +206,12 @@ func (s *Stream) fetchListenKey(ctx context.Context) (string, error) {
func (s *Stream) keepaliveListenKey(ctx context.Context, listenKey string) error {
if s.useMargin {
return s.Client.NewKeepaliveMarginUserStreamService().ListenKey(listenKey).Do(ctx)
req := s.Client.NewKeepaliveMarginUserStreamService().ListenKey(listenKey)
if s.useMarginIsolated {
req.Isolated(s.useMarginIsolatedSymbol)
}
return req.Do(ctx)
}
return s.Client.NewKeepaliveUserStreamService().ListenKey(listenKey).Do(ctx)
@ -222,7 +229,7 @@ func (s *Stream) connect(ctx context.Context) error {
}
s.ListenKey = listenKey
log.Infof("user data stream created. listenKey: %s", s.ListenKey)
log.Infof("user data stream created. listenKey: %s", maskListenKey(s.ListenKey))
}
conn, err := s.dial(s.ListenKey)
@ -325,7 +332,7 @@ func (s *Stream) read(ctx context.Context) {
continue
}
log.Debugf("recv: %s", message)
log.Debug(string(message))
e, err := ParseEvent(string(message))
if err != nil {
@ -336,6 +343,10 @@ func (s *Stream) read(ctx context.Context) {
// log.NotifyTo("[binance] event: %+v", e)
switch e := e.(type) {
case *OutboundAccountPositionEvent:
log.Info(e.Event, " ", e.Balances)
s.EmitOutboundAccountPositionEvent(e)
case *OutboundAccountInfoEvent:
log.Info(e.Event, " ", e.Balances)
s.EmitOutboundAccountInfoEvent(e)
@ -360,16 +371,21 @@ func (s *Stream) read(ctx context.Context) {
func (s *Stream) invalidateListenKey(ctx context.Context, listenKey string) (err error) {
// should use background context to invalidate the user stream
log.Info("[binance] closing listen key")
log.Info("closing listen key")
if s.useMargin {
err = s.Client.NewCloseMarginUserStreamService().ListenKey(listenKey).Do(ctx)
req := s.Client.NewCloseMarginUserStreamService().ListenKey(listenKey)
if s.useMarginIsolated {
req.Isolated(s.useMarginIsolatedSymbol)
}
err = req.Do(ctx)
} else {
err = s.Client.NewCloseUserStreamService().ListenKey(listenKey).Do(ctx)
}
if err != nil {
log.WithError(err).Error("[binance] error deleting listen key")
log.WithError(err).Error("error deleting listen key")
return err
}

View File

@ -54,6 +54,16 @@ func (s *Stream) EmitOutboundAccountInfoEvent(event *OutboundAccountInfoEvent) {
}
}
func (s *Stream) OnOutboundAccountPositionEvent(cb func(event *OutboundAccountPositionEvent)) {
s.outboundAccountPositionEventCallbacks = append(s.outboundAccountPositionEventCallbacks, cb)
}
func (s *Stream) EmitOutboundAccountPositionEvent(event *OutboundAccountPositionEvent) {
for _, cb := range s.outboundAccountPositionEventCallbacks {
cb(event)
}
}
func (s *Stream) OnExecutionReportEvent(cb func(event *ExecutionReportEvent)) {
s.executionReportEventCallbacks = append(s.executionReportEventCallbacks, cb)
}
@ -75,5 +85,7 @@ type StreamEventHub interface {
OnOutboundAccountInfoEvent(cb func(event *OutboundAccountInfoEvent))
OnOutboundAccountPositionEvent(cb func(event *OutboundAccountPositionEvent))
OnExecutionReportEvent(cb func(event *ExecutionReportEvent))
}

View File

@ -5,6 +5,7 @@ import (
"strings"
"time"
"github.com/adshao/go-binance/v2"
"github.com/pkg/errors"
log "github.com/sirupsen/logrus"
)
@ -33,7 +34,6 @@ func ValidExchangeName(a string) (ExchangeName, error) {
return "", errors.New("invalid exchange name")
}
type Exchange interface {
Name() ExchangeName
@ -65,7 +65,9 @@ type Exchange interface {
}
type MarginExchange interface {
UseMargin(isolated bool)
UseMargin()
UseIsolatedMargin(symbol string)
QueryMarginAccount(ctx context.Context) (*binance.MarginAccount, error)
}
type TradeQueryOptions struct {