Merge pull request #138 from c9s/feature/global-margin-structure

feature: convert and parse binance margin structure into global types

pkg/exchange/binance/convert.go

@@ -9,10 +9,87 @@ import (
 	"github.com/pkg/errors"
 
 	"github.com/c9s/bbgo/pkg/datatype"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/util"
 )
 
+func toGlobalIsolatedUserAsset(userAsset binance.IsolatedUserAsset) types.IsolatedUserAsset {
+	return types.IsolatedUserAsset{
+		Asset:         userAsset.Asset,
+		Borrowed:      fixedpoint.MustNewFromString(userAsset.Borrowed),
+		Free:          fixedpoint.MustNewFromString(userAsset.Free),
+		Interest:      fixedpoint.MustNewFromString(userAsset.Interest),
+		Locked:        fixedpoint.MustNewFromString(userAsset.Locked),
+		NetAsset:      fixedpoint.MustNewFromString(userAsset.NetAsset),
+		NetAssetOfBtc: fixedpoint.MustNewFromString(userAsset.NetAssetOfBtc),
+		BorrowEnabled: userAsset.BorrowEnabled,
+		RepayEnabled:  userAsset.RepayEnabled,
+		TotalAsset:    fixedpoint.MustNewFromString(userAsset.TotalAsset),
+	}
+}
+
+func toGlobalIsolatedMarginAsset(asset binance.IsolatedMarginAsset) types.IsolatedMarginAsset {
+	return types.IsolatedMarginAsset{
+		Symbol:            asset.Symbol,
+		QuoteAsset:        toGlobalIsolatedUserAsset(asset.QuoteAsset),
+		BaseAsset:         toGlobalIsolatedUserAsset(asset.BaseAsset),
+		IsolatedCreated:   asset.IsolatedCreated,
+		MarginLevel:       fixedpoint.MustNewFromString(asset.MarginLevel),
+		MarginLevelStatus: asset.MarginLevelStatus,
+		MarginRatio:       fixedpoint.MustNewFromString(asset.MarginRatio),
+		IndexPrice:        fixedpoint.MustNewFromString(asset.IndexPrice),
+		LiquidatePrice:    fixedpoint.MustNewFromString(asset.LiquidatePrice),
+		LiquidateRate:     fixedpoint.MustNewFromString(asset.LiquidateRate),
+		TradeEnabled:      false,
+	}
+}
+
+func toGlobalIsolatedMarginAssets(assets []binance.IsolatedMarginAsset) (retAssets []types.IsolatedMarginAsset) {
+	for _, asset := range assets {
+		retAssets = append(retAssets, toGlobalIsolatedMarginAsset(asset))
+	}
+
+	return retAssets
+}
+
+func toGlobalIsolatedMarginAccount(account *binance.IsolatedMarginAccount) *types.IsolatedMarginAccount {
+	return &types.IsolatedMarginAccount{
+		TotalAssetOfBTC:     fixedpoint.MustNewFromString(account.TotalNetAssetOfBTC),
+		TotalLiabilityOfBTC: fixedpoint.MustNewFromString(account.TotalLiabilityOfBTC),
+		TotalNetAssetOfBTC:  fixedpoint.MustNewFromString(account.TotalNetAssetOfBTC),
+		Assets:              toGlobalIsolatedMarginAssets(account.Assets),
+	}
+}
+
+func toGlobalMarginUserAssets(userAssets []binance.UserAsset) (retAssets []types.MarginUserAsset) {
+	for _, asset := range userAssets {
+		retAssets = append(retAssets, types.MarginUserAsset{
+			Asset:    asset.Asset,
+			Borrowed: fixedpoint.MustNewFromString(asset.Borrowed),
+			Free:     fixedpoint.MustNewFromString(asset.Free),
+			Interest: fixedpoint.MustNewFromString(asset.Interest),
+			Locked:   fixedpoint.MustNewFromString(asset.Locked),
+			NetAsset: fixedpoint.MustNewFromString(asset.NetAsset),
+		})
+	}
+
+	return retAssets
+}
+
+func toGlobalMarginAccount(account *binance.MarginAccount) *types.MarginAccount {
+	return &types.MarginAccount{
+		BorrowEnabled:       account.BorrowEnabled,
+		MarginLevel:         fixedpoint.MustNewFromString(account.MarginLevel),
+		TotalAssetOfBTC:     fixedpoint.MustNewFromString(account.TotalAssetOfBTC),
+		TotalLiabilityOfBTC: fixedpoint.MustNewFromString(account.TotalLiabilityOfBTC),
+		TotalNetAssetOfBTC:  fixedpoint.MustNewFromString(account.TotalNetAssetOfBTC),
+		TradeEnabled:        account.TradeEnabled,
+		TransferEnabled:     account.TransferEnabled,
+		UserAssets:          toGlobalMarginUserAssets(account.UserAssets),
+	}
+}
+
 func toGlobalTicker(stats *binance.PriceChangeStats) types.Ticker {
 	return types.Ticker{
 		Volume: util.MustParseFloat(stats.Volume),

pkg/exchange/binance/exchange.go

@@ -170,17 +170,27 @@ func (e *Exchange) NewStream() types.Stream {
 	return stream
 }
 
-func (e *Exchange) QueryMarginAccount(ctx context.Context) (*binance.MarginAccount, error) {
-	return e.Client.NewGetMarginAccountService().Do(ctx)
+func (e *Exchange) QueryMarginAccount(ctx context.Context) (*types.MarginAccount, error) {
+	account, err := e.Client.NewGetMarginAccountService().Do(ctx)
+	if err != nil {
+		return nil, err
+	}
+
+	return toGlobalMarginAccount(account), nil
 }
 
-func (e *Exchange) QueryIsolatedMarginAccount(ctx context.Context, symbols ...string) (*binance.IsolatedMarginAccount, error) {
+func (e *Exchange) QueryIsolatedMarginAccount(ctx context.Context, symbols ...string) (*types.IsolatedMarginAccount, error) {
 	req := e.Client.NewGetIsolatedMarginAccountService()
 	if len(symbols) > 0 {
 		req.Symbols(symbols...)
 	}
 
-	return req.Do(ctx)
+	account, err := req.Do(ctx)
+	if err != nil {
+		return nil, err
+	}
+
+	return toGlobalIsolatedMarginAccount(account), nil
 }
 
 func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []types.Withdraw, err error) {

pkg/fixedpoint/convert.go

@@ -165,6 +165,14 @@ func NewFromString(input string) (Value, error) {
 	return NewFromFloat(v), nil
 }
 
+func MustNewFromString(input string) Value {
+	v, err := NewFromString(input)
+	if err != nil {
+		panic(fmt.Errorf("can not parse %s into fixedpoint, error: %s", input, err.Error()))
+	}
+	return v
+}
+
 func NewFromFloat(val float64) Value {
 	return Value(int64(math.Round(val * DefaultPow)))
 }

pkg/types/margin.go

@@ -1,5 +1,7 @@
 package types
 
+import "github.com/c9s/bbgo/pkg/fixedpoint"
+
 type MarginExchange interface {
 	UseMargin()
 	UseIsolatedMargin(symbol string)
@@ -26,3 +28,66 @@ func (e *MarginSettings) UseIsolatedMargin(symbol string) {
 	e.IsIsolatedMargin = true
 	e.IsolatedMarginSymbol = symbol
 }
+
+// MarginAccount is for the cross margin account
+type MarginAccount struct {
+	BorrowEnabled       bool              `json:"borrowEnabled"`
+	MarginLevel         fixedpoint.Value  `json:"marginLevel"`
+	TotalAssetOfBTC     fixedpoint.Value  `json:"totalAssetOfBtc"`
+	TotalLiabilityOfBTC fixedpoint.Value  `json:"totalLiabilityOfBtc"`
+	TotalNetAssetOfBTC  fixedpoint.Value  `json:"totalNetAssetOfBtc"`
+	TradeEnabled        bool              `json:"tradeEnabled"`
+	TransferEnabled     bool              `json:"transferEnabled"`
+	UserAssets          []MarginUserAsset `json:"userAssets"./examples/binance-margin`
+}
+
+// MarginUserAsset define user assets of margin account
+type MarginUserAsset struct {
+	Asset    string           `json:"asset"`
+	Borrowed fixedpoint.Value `json:"borrowed"`
+	Free     fixedpoint.Value `json:"free"`
+	Interest fixedpoint.Value `json:"interest"`
+	Locked   fixedpoint.Value `json:"locked"`
+	NetAsset fixedpoint.Value `json:"netAsset"`
+}
+
+// IsolatedMarginAccount defines isolated user assets of margin account
+type IsolatedMarginAccount struct {
+	TotalAssetOfBTC     fixedpoint.Value      `json:"totalAssetOfBtc"`
+	TotalLiabilityOfBTC fixedpoint.Value      `json:"totalLiabilityOfBtc"`
+	TotalNetAssetOfBTC  fixedpoint.Value      `json:"totalNetAssetOfBtc"`
+	Assets              []IsolatedMarginAsset `json:"assets"`
+}
+
+// IsolatedMarginAsset defines isolated margin asset information, like margin level, liquidation price... etc
+type IsolatedMarginAsset struct {
+	Symbol     string            `json:"symbol"`
+	QuoteAsset IsolatedUserAsset `json:"quoteAsset"`
+	BaseAsset  IsolatedUserAsset `json:"baseAsset"`
+
+	IsolatedCreated   bool             `json:"isolatedCreated"`
+	MarginLevel       fixedpoint.Value `json:"marginLevel"`
+	MarginLevelStatus string           `json:"marginLevelStatus"`
+
+	MarginRatio    fixedpoint.Value `json:"marginRatio"`
+	IndexPrice     fixedpoint.Value `json:"indexPrice"`
+	LiquidatePrice fixedpoint.Value `json:"liquidatePrice"`
+	LiquidateRate  fixedpoint.Value `json:"liquidateRate"`
+
+	TradeEnabled bool `json:"tradeEnabled"`
+}
+
+// IsolatedUserAsset defines isolated user assets of the margin account
+type IsolatedUserAsset struct {
+	Asset         string           `json:"asset"`
+	Borrowed      fixedpoint.Value `json:"borrowed"`
+	Free          fixedpoint.Value `json:"free"`
+	Interest      fixedpoint.Value `json:"interest"`
+	Locked        fixedpoint.Value `json:"locked"`
+	NetAsset      fixedpoint.Value `json:"netAsset"`
+	NetAssetOfBtc fixedpoint.Value `json:"netAssetOfBtc"`
+
+	BorrowEnabled bool             `json:"borrowEnabled"`
+	RepayEnabled  bool             `json:"repayEnabled"`
+	TotalAsset    fixedpoint.Value `json:"totalAsset"`
+}