support margin order creation

examples/binance-margin/main.go

@@ -2,8 +2,10 @@ package main
 
 import (
 	"context"
+	"fmt"
 	"strings"
 	"syscall"
+	"time"
 
 	"github.com/pkg/errors"
 	log "github.com/sirupsen/logrus"
@@ -12,12 +14,15 @@ import (
 
 	"github.com/c9s/bbgo/pkg/cmd/cmdutil"
 	"github.com/c9s/bbgo/pkg/exchange/binance"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
 func init() {
 	rootCmd.PersistentFlags().String("binance-api-key", "", "binance api key")
 	rootCmd.PersistentFlags().String("binance-api-secret", "", "binance api secret")
 	rootCmd.PersistentFlags().String("symbol", "BNBUSDT", "symbol")
+	rootCmd.PersistentFlags().Float64("price", 20.0, "order price")
+	rootCmd.PersistentFlags().Float64("quantity", 10.0, "order quantity")
 }
 
 var rootCmd = &cobra.Command{
@@ -41,10 +46,30 @@ var rootCmd = &cobra.Command{
 			return err
 		}
 
+		price, err := cmd.Flags().GetFloat64("price")
+		if err != nil {
+			return err
+		}
+
+		quantity, err := cmd.Flags().GetFloat64("quantity")
+		if err != nil {
+			return err
+		}
+
 		var exchange = binance.New(key, secret)
 
 		exchange.UseIsolatedMargin(symbol)
 
+		markets, err := exchange.QueryMarkets(ctx)
+		if err != nil {
+			return err
+		}
+
+		market, ok := markets[symbol]
+		if !ok {
+			return fmt.Errorf("market %s is not defined", symbol)
+		}
+
 		marginAccount, err := exchange.QueryMarginAccount(ctx)
 		if err != nil {
 			return err
@@ -66,6 +91,24 @@ var rootCmd = &cobra.Command{
 			log.Fatal(err)
 		}
 
+		time.Sleep(time.Second)
+
+		createdOrders, err := exchange.SubmitOrders(ctx, types.SubmitOrder{
+			Symbol:           symbol,
+			Market:           market,
+			Side:             types.SideTypeBuy,
+			Type:             types.OrderTypeLimit,
+			Price:            price,
+			Quantity:         quantity,
+			MarginSideEffect: types.SideEffectTypeMarginBuy,
+			TimeInForce:      "GTC",
+		})
+		if err != nil {
+			return err
+		}
+
+		log.Info(createdOrders)
+
 		cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
 		return nil
 	},

pkg/exchange/binance/exchange.go

@@ -400,10 +400,20 @@ func (e *Exchange) submitMarginOrder(ctx context.Context, order types.SubmitOrde
 		req.SideEffectType(binance.SideEffectType(order.MarginSideEffect))
 	}
 
+	if len(order.QuantityString) > 0 {
 		req.Quantity(order.QuantityString)
+	} else if order.Market.Symbol != "" {
+		req.Quantity(order.Market.FormatQuantity(order.Quantity))
+	} else {
+		req.Quantity(strconv.FormatFloat(order.Quantity, 'f', 8, 64))
+	}
 
 	if len(order.PriceString) > 0 {
 		req.Price(order.PriceString)
+	} else if order.Market.Symbol != "" {
+		req.Price(order.Market.FormatPrice(order.Price))
+	} else {
+		req.Price(strconv.FormatFloat(order.Price, 'f', 8, 64))
 	}
 
 	switch order.Type {
@@ -415,6 +425,7 @@ func (e *Exchange) submitMarginOrder(ctx context.Context, order types.SubmitOrde
 		req.StopPrice(order.StopPriceString)
 	}
 
+	// could be IOC or FOK
 	if len(order.TimeInForce) > 0 {
 		// TODO: check the TimeInForce value
 		req.TimeInForce(binance.TimeInForceType(order.TimeInForce))

pkg/types/order.go

@@ -15,6 +15,16 @@ func init() {
 	_ = PlainText(&Order{})
 }
 
+// MarginOrderSideEffectType define side effect type for orders
+type MarginOrderSideEffectType string
+
+var (
+	SideEffectTypeNoSideEffect MarginOrderSideEffectType = "NO_SIDE_EFFECT"
+	SideEffectTypeMarginBuy    MarginOrderSideEffectType = "MARGIN_BUY"
+	SideEffectTypeAutoRepay    MarginOrderSideEffectType = "AUTO_REPAY"
+)
+
+
 // OrderType define order type
 type OrderType string
 
@@ -69,7 +79,7 @@ type SubmitOrder struct {
 
 	TimeInForce string `json:"timeInForce" db:"time_in_force"` // GTC, IOC, FOK
 
-	MarginSideEffect string `json:"marginSideEffect"` // AUTO_REPAY = repay, MARGIN_BUY = borrow, defaults to  NO_SIDE_EFFECT
+	MarginSideEffect MarginOrderSideEffectType `json:"marginSideEffect"` // AUTO_REPAY = repay, MARGIN_BUY = borrow, defaults to  NO_SIDE_EFFECT
 }
 
 func (o *SubmitOrder) String() string {