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binance: add futures conversion

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This commit is contained in:
austin362667 2022-01-04 03:21:38 +08:00
parent 6ac8b36eca
commit 6071c07073
1 changed files with 50 additions and 14 deletions
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64
pkg/exchange/binance/convert.go
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@ -50,6 +50,42 @@ func toGlobalMarket(symbol binance.Symbol) types.Market {
return market
}
// TODO: Cuz it returns types.Market as well, merge following to the above function
func toGlobalFuturesMarket(symbol futures.Symbol) types.Market {
market := types.Market{
Symbol: symbol.Symbol,
LocalSymbol: symbol.Symbol,
PricePrecision: symbol.QuotePrecision,
VolumePrecision: symbol.BaseAssetPrecision,
QuoteCurrency: symbol.QuoteAsset,
BaseCurrency: symbol.BaseAsset,
}
if f := symbol.MinNotionalFilter(); f != nil {
market.MinNotional = util.MustParseFloat(f.Notional)
market.MinAmount = util.MustParseFloat(f.Notional)
}
// The LOT_SIZE filter defines the quantity (aka "lots" in auction terms) rules for a symbol.
// There are 3 parts:
// minQty defines the minimum quantity/icebergQty allowed.
// maxQty defines the maximum quantity/icebergQty allowed.
// stepSize defines the intervals that a quantity/icebergQty can be increased/decreased by.
if f := symbol.LotSizeFilter(); f != nil {
market.MinQuantity = util.MustParseFloat(f.MinQuantity)
market.MaxQuantity = util.MustParseFloat(f.MaxQuantity)
market.StepSize = util.MustParseFloat(f.StepSize)
}
if f := symbol.PriceFilter(); f != nil {
market.MaxPrice = util.MustParseFloat(f.MaxPrice)
market.MinPrice = util.MustParseFloat(f.MinPrice)
market.TickSize = util.MustParseFloat(f.TickSize)
}
return market
}
func toGlobalIsolatedUserAsset(userAsset binance.IsolatedUserAsset) types.IsolatedUserAsset {
return types.IsolatedUserAsset{
Asset: userAsset.Asset,
@ -170,23 +206,23 @@ func toGlobalFuturesPositions(futuresPositions []*futures.AccountPosition) types
return retFuturesPositions
}
func toGlobalFuturesUserAssets(assets []*futures.AccountAsset) (retAssets map[types.Asset]types.FuturesUserAsset) {
for _, asset := range assets {
// TODO: or modify to type FuturesAssetMap map[string]FuturesAssetMap
retAssets[types.Asset{Currency: asset.Asset}] = types.FuturesUserAsset{
Asset: asset.Asset,
InitialMargin: fixedpoint.MustNewFromString(asset.InitialMargin),
MaintMargin: fixedpoint.MustNewFromString(asset.MaintMargin),
MarginBalance: fixedpoint.MustNewFromString(asset.MarginBalance),
MaxWithdrawAmount: fixedpoint.MustNewFromString(asset.MaxWithdrawAmount),
OpenOrderInitialMargin: fixedpoint.MustNewFromString(asset.OpenOrderInitialMargin),
PositionInitialMargin: fixedpoint.MustNewFromString(asset.PositionInitialMargin),
UnrealizedProfit: fixedpoint.MustNewFromString(asset.UnrealizedProfit),
WalletBalance: fixedpoint.MustNewFromString(asset.WalletBalance),
func toGlobalFuturesUserAssets(assets []*futures.AccountAsset) (retAssets types.FuturesAssetMap) {
retFuturesAssets := make(types.FuturesAssetMap)
for _, futuresAsset := range assets {
retFuturesAssets[futuresAsset.Asset] = types.FuturesUserAsset{
Asset: futuresAsset.Asset,
InitialMargin: fixedpoint.MustNewFromString(futuresAsset.InitialMargin),
MaintMargin: fixedpoint.MustNewFromString(futuresAsset.MaintMargin),
MarginBalance: fixedpoint.MustNewFromString(futuresAsset.MarginBalance),
MaxWithdrawAmount: fixedpoint.MustNewFromString(futuresAsset.MaxWithdrawAmount),
OpenOrderInitialMargin: fixedpoint.MustNewFromString(futuresAsset.OpenOrderInitialMargin),
PositionInitialMargin: fixedpoint.MustNewFromString(futuresAsset.PositionInitialMargin),
UnrealizedProfit: fixedpoint.MustNewFromString(futuresAsset.UnrealizedProfit),
WalletBalance: fixedpoint.MustNewFromString(futuresAsset.WalletBalance),
}
}
return retAssets
return retFuturesAssets
}
func toGlobalTicker(stats *binance.PriceChangeStats) (*types.Ticker, error) {