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binance: implement QueryOrderTrades method

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c9s 2022-08-12 02:06:43 +08:00
parent 53b8fd488e
commit b4e71dd5bb
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1 changed files with 27 additions and 0 deletions
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27
pkg/exchange/binance/exchange.go
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@ -77,6 +77,7 @@ type Exchange struct {
client2 *binanceapi.RestClient
}
var timeSetterOnce sync.Once
func New(key, secret string) *Exchange {
@ -718,6 +719,32 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
return toGlobalOrders(binanceOrders)
}
func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) ([]types.Trade, error) {
orderID, err := strconv.ParseInt(q.OrderID, 10, 64)
if err != nil {
return nil, err
}
remoteTrades, err := e.client.NewListTradesService().OrderId(orderID).Do(ctx)
if err != nil {
return nil, err
}
var trades []types.Trade
for _, t := range remoteTrades {
localTrade, err := toGlobalTrade(*t, e.IsMargin)
if err != nil {
log.WithError(err).Errorf("can not convert binance trade: %+v", t)
continue
}
trades = append(trades, *localTrade)
}
trades = types.SortTradesAscending(trades)
return trades, nil
}
func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.Order, error) {
orderID, err := strconv.ParseInt(q.OrderID, 10, 64)
if err != nil {