add margin option

This commit is contained in:
c9s 2020-12-02 22:19:31 +08:00
parent 43133197bb
commit c3db6db590
4 changed files with 97 additions and 23 deletions

View File

@ -26,6 +26,9 @@ func init() {
type Exchange struct {
Client *binance.Client
useMargin bool
useMarginIsolated bool
}
func New(key, secret string) *Exchange {
@ -39,6 +42,11 @@ func (e *Exchange) Name() types.ExchangeName {
return types.ExchangeBinance
}
func (e *Exchange) UseMargin(isolated bool) {
e.useMargin = true
e.useMarginIsolated = isolated
}
func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
log.Info("querying market info...")
@ -96,7 +104,13 @@ func (e *Exchange) QueryAveragePrice(ctx context.Context, symbol string) (float6
}
func (e *Exchange) NewStream() types.Stream {
return NewStream(e.Client)
stream := NewStream(e.Client)
if e.useMargin {
stream.UseMargin(e.useMarginIsolated)
}
return stream
}
func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []types.Withdraw, err error) {

View File

@ -45,29 +45,17 @@ type Stream struct {
balanceUpdateEventCallbacks []func(event *BalanceUpdateEvent)
outboundAccountInfoEventCallbacks []func(event *OutboundAccountInfoEvent)
executionReportEventCallbacks []func(event *ExecutionReportEvent)
useMargin bool
useMarginIsolated bool
}
func NewStream(client *binance.Client) *Stream {
// binance BalanceUpdate = withdrawal or deposit changes
/*
stream.OnBalanceUpdateEvent(func(e *binance.BalanceUpdateEvent) {
a.mu.Lock()
defer a.mu.Unlock()
delta := util.MustParseFloat(e.Delta)
if balance, ok := a.Balances[e.Asset]; ok {
balance.Available += delta
a.Balances[e.Asset] = balance
}
})
*/
stream := &Stream{
Client: client,
}
var depthFrames = make(map[string]*DepthFrame)
depthFrames := make(map[string]*DepthFrame)
stream.OnDepthEvent(func(e *DepthEvent) {
f, ok := depthFrames[e.Symbol]
if !ok {
@ -201,12 +189,34 @@ func (s *Stream) dial(listenKey string) (*websocket.Conn, error) {
return conn, nil
}
func (s *Stream) UseMargin(isolated bool) {
s.useMargin = true
s.useMarginIsolated = isolated
}
func (s *Stream) fetchListenKey(ctx context.Context) (string, error) {
if s.useMargin {
return s.Client.NewStartMarginUserStreamService().Do(ctx)
}
return s.Client.NewStartUserStreamService().Do(ctx)
}
func (s *Stream) keepaliveListenKey(ctx context.Context, listenKey string) error {
if s.useMargin {
return s.Client.NewKeepaliveMarginUserStreamService().ListenKey(listenKey).Do(ctx)
}
return s.Client.NewKeepaliveUserStreamService().ListenKey(listenKey).Do(ctx)
}
func (s *Stream) connect(ctx context.Context) error {
if s.publicOnly {
log.Infof("stream is set to public only mode")
} else {
log.Infof("creating user data stream...")
listenKey, err := s.Client.NewStartUserStreamService().Do(ctx)
log.Infof("request listen key for creating user data stream...")
listenKey, err := s.fetchListenKey(ctx)
if err != nil {
return err
}
@ -268,7 +278,7 @@ func (s *Stream) read(ctx context.Context) {
case <-keepAliveTicker.C:
if !s.publicOnly {
if err := s.Client.NewKeepaliveUserStreamService().ListenKey(s.ListenKey).Do(ctx); err != nil {
if err := s.keepaliveListenKey(ctx, s.ListenKey); err != nil {
log.WithError(err).Errorf("listen key keep-alive error: %v key: %s", err, maskListenKey(s.ListenKey))
}
}
@ -348,9 +358,16 @@ func (s *Stream) read(ctx context.Context) {
}
}
func (s *Stream) invalidateListenKey(ctx context.Context, listenKey string) error {
// use background context to invalidate the user stream
err := s.Client.NewCloseUserStreamService().ListenKey(listenKey).Do(ctx)
func (s *Stream) invalidateListenKey(ctx context.Context, listenKey string) (err error) {
// should use background context to invalidate the user stream
log.Info("[binance] closing listen key")
if s.useMargin {
err = s.Client.NewCloseMarginUserStreamService().ListenKey(listenKey).Do(ctx)
} else {
err = s.Client.NewCloseUserStreamService().ListenKey(listenKey).Do(ctx)
}
if err != nil {
log.WithError(err).Error("[binance] error deleting listen key")
return err

View File

@ -93,6 +93,14 @@ function me()
send_auth_request "GET" "/api/v2/members/me" params
}
function depth()
{
local market=$1
declare -A params=()
params[market]=$market
send_auth_request "GET" "/api/v2/depth" params
}
function submitOrder()
{
local -n params=$1

View File

@ -0,0 +1,35 @@
package main
import (
"context"
"os"
"syscall"
"time"
log "github.com/sirupsen/logrus"
"github.com/c9s/bbgo/pkg/cmd/cmdutil"
"github.com/c9s/bbgo/pkg/exchange/binance"
)
func main() {
log.SetLevel(log.DebugLevel)
ctx, cancel := context.WithCancel(context.Background())
// gobinance.NewClient(os.Getenv("BINANCE_API_KEY"), os.Getenv("BINANCE_API_SECRET"))
ex := binance.New(os.Getenv("BINANCE_API_KEY"), os.Getenv("BINANCE_API_SECRET"))
ex.UseMargin(true)
stream := ex.NewStream()
if err := stream.Connect(ctx); err != nil {
log.Fatal(err)
}
cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
cancel()
time.Sleep(5 * time.Second)
return
}