binance: implement query trade for binance margin trading

pkg/exchange/binance/binanceapi/get_margin_trades_request.go

@@ -0,0 +1,24 @@
+package binanceapi
+
+import (
+	"time"
+
+	"github.com/c9s/requestgen"
+)
+
+//go:generate requestgen -method GET -url "/sapi/v1/margin/myTrades" -type GetMarginTradesRequest -responseType []Trade
+type GetMarginTradesRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	isIsolated bool       `param:"isIsolated"`
+	symbol     string     `param:"symbol"`
+	orderID    *uint64    `param:"orderId"`
+	startTime  *time.Time `param:"startTime,milliseconds"`
+	endTime    *time.Time `param:"endTime,milliseconds"`
+	fromID     *uint64    `param:"fromId"`
+	limit      *uint64    `param:"limit"`
+}
+
+func (c *RestClient) NewGetMarginTradesRequest() *GetMarginTradesRequest {
+	return &GetMarginTradesRequest{client: c}
+}

pkg/exchange/binance/binanceapi/get_margin_trades_request_requestgen.go

@@ -0,0 +1,260 @@
+// Code generated by "requestgen -method GET -url /sapi/v1/margin/myTrades -type GetMarginTradesRequest -responseType []Trade"; DO NOT EDIT.
+
+package binanceapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"github.com/adshao/go-binance/v2"
+	"net/url"
+	"reflect"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+func (g *GetMarginTradesRequest) IsIsolated(isIsolated bool) *GetMarginTradesRequest {
+	g.isIsolated = isIsolated
+	return g
+}
+
+func (g *GetMarginTradesRequest) Symbol(symbol string) *GetMarginTradesRequest {
+	g.symbol = symbol
+	return g
+}
+
+func (g *GetMarginTradesRequest) OrderID(orderID uint64) *GetMarginTradesRequest {
+	g.orderID = &orderID
+	return g
+}
+
+func (g *GetMarginTradesRequest) StartTime(startTime time.Time) *GetMarginTradesRequest {
+	g.startTime = &startTime
+	return g
+}
+
+func (g *GetMarginTradesRequest) EndTime(endTime time.Time) *GetMarginTradesRequest {
+	g.endTime = &endTime
+	return g
+}
+
+func (g *GetMarginTradesRequest) FromID(fromID uint64) *GetMarginTradesRequest {
+	g.fromID = &fromID
+	return g
+}
+
+func (g *GetMarginTradesRequest) Limit(limit uint64) *GetMarginTradesRequest {
+	g.limit = &limit
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetMarginTradesRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (g *GetMarginTradesRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check isIsolated field -> json key isIsolated
+	isIsolated := g.isIsolated
+
+	// assign parameter of isIsolated
+	params["isIsolated"] = isIsolated
+	// check symbol field -> json key symbol
+	symbol := g.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+	// check orderID field -> json key orderId
+	if g.orderID != nil {
+		orderID := *g.orderID
+
+		// assign parameter of orderID
+		params["orderId"] = orderID
+	} else {
+	}
+	// check startTime field -> json key startTime
+	if g.startTime != nil {
+		startTime := *g.startTime
+
+		// assign parameter of startTime
+		// convert time.Time to milliseconds time stamp
+		params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check endTime field -> json key endTime
+	if g.endTime != nil {
+		endTime := *g.endTime
+
+		// assign parameter of endTime
+		// convert time.Time to milliseconds time stamp
+		params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check fromID field -> json key fromId
+	if g.fromID != nil {
+		fromID := *g.fromID
+
+		// assign parameter of fromID
+		params["fromId"] = fromID
+	} else {
+	}
+	// check limit field -> json key limit
+	if g.limit != nil {
+		limit := *g.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetMarginTradesRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (g *GetMarginTradesRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (g *GetMarginTradesRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetMarginTradesRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (g *GetMarginTradesRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (g *GetMarginTradesRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetMarginTradesRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+// GetPath returns the request path of the API
+func (g *GetMarginTradesRequest) GetPath() string {
+	return "/sapi/v1/margin/myTrades"
+}
+
+// Do generates the request object and send the request object to the API endpoint
+func (g *GetMarginTradesRequest) Do(ctx context.Context) ([]binance.TradeV3, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := g.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	var apiURL string
+
+	apiURL = g.GetPath()
+
+	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse []binance.TradeV3
+
+	type responseUnmarshaler interface {
+		Unmarshal(data []byte) error
+	}
+
+	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
+		if err := unmarshaler.Unmarshal(response.Body); err != nil {
+			return nil, err
+		}
+	} else {
+		// The line below checks the content type, however, some API server might not send the correct content type header,
+		// Hence, this is commented for backward compatibility
+		// response.IsJSON()
+		if err := response.DecodeJSON(&apiResponse); err != nil {
+			return nil, err
+		}
+	}
+
+	type responseValidator interface {
+		Validate() error
+	}
+
+	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
+		if err := validator.Validate(); err != nil {
+			return nil, err
+		}
+	}
+	return apiResponse, nil
+}

pkg/exchange/binance/exchange.go

@@ -745,20 +745,46 @@ func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) ([]
 		return nil, errors.New("binance: symbol parameter is a mandatory parameter for querying order trades")
 	}
 
-	remoteTrades, err := e.client.NewListTradesService().Symbol(q.Symbol).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("binance: can not convert trade: %+v", t)
-			continue
+
+	if e.IsMargin {
+		req := e.client2.NewGetMarginTradesRequest()
+		req.Symbol(q.Symbol).OrderID(uint64(orderID))
+
+		if e.IsIsolatedMargin {
+			req.IsIsolated(true)
 		}
 
-		trades = append(trades, *localTrade)
+		remoteTrades, err := req.Do(ctx)
+		if err != nil {
+			return nil, err
+		}
+
+		for _, t := range remoteTrades {
+			localTrade, err := toGlobalTrade(t, e.IsMargin)
+			if err != nil {
+				log.WithError(err).Errorf("binance: unable to convert margin trade: %+v", t)
+				continue
+			}
+
+			trades = append(trades, *localTrade)
+		}
+
+	} else {
+		remoteTrades, err := e.client.NewListTradesService().Symbol(q.Symbol).OrderId(orderID).Do(ctx)
+		if err != nil {
+			return nil, err
+		}
+
+		for _, t := range remoteTrades {
+			localTrade, err := toGlobalTrade(*t, e.IsMargin)
+			if err != nil {
+				log.WithError(err).Errorf("binance: unable to convert trade: %+v", t)
+				continue
+			}
+
+			trades = append(trades, *localTrade)
+		}
 	}
 
 	trades = types.SortTradesAscending(trades)

pkg/strategy/xdepthmaker/aggregate.go

@@ -1,2 +0,0 @@
-package xdepthmaker
-