fix margin order/trade sync

pkg/exchange/binance/exchange.go

@@ -24,6 +24,7 @@ var log = logrus.WithFields(logrus.Fields{
 
 func init() {
 	_ = types.Exchange(&Exchange{})
+	_ = types.MarginExchange(&Exchange{})
 
 	if ok, _ := strconv.ParseBool(os.Getenv("DEBUG_BINANCE_STREAM")); ok {
 		log.Level = logrus.DebugLevel
@@ -31,7 +32,7 @@ func init() {
 }
 
 type Exchange struct {
-	MarginSettings
+	types.MarginSettings
 
 	Client *binance.Client
 }
@@ -294,9 +295,9 @@ func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
 }
 
 func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
-	if e.useMargin {
+	if e.IsMargin {
 		req := e.Client.NewListMarginOpenOrdersService().Symbol(symbol)
-		req.IsIsolated(e.useMarginIsolated)
+		req.IsIsolated(e.IsIsolatedMargin)
 
 		binanceOrders, err := req.Do(ctx)
 		if err != nil {
@@ -320,10 +321,11 @@ func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since,
 	}
 
 	time.Sleep(3 * time.Second)
+	log.Infof("querying closed orders %s from %s <=> %s ...", symbol, since, until)
 
-	if e.useMargin {
+	if e.IsMargin {
 		req := e.Client.NewListMarginOrdersService().Symbol(symbol)
-		req.IsIsolated(e.useMarginIsolated)
+		req.IsIsolated(e.IsIsolatedMargin)
 
 		if lastOrderID > 0 {
 			req.OrderID(int64(lastOrderID))
@@ -340,7 +342,6 @@ func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since,
 		return ToGlobalOrders(binanceOrders)
 	}
 
-	log.Infof("querying closed orders %s from %s <=> %s ...", symbol, since, until)
 	req := e.Client.NewListOrdersService().
 		Symbol(symbol)
 
@@ -402,8 +403,8 @@ func (e *Exchange) submitMarginOrder(ctx context.Context, order types.SubmitOrde
 	// use response result format
 	req.NewOrderRespType(binance.NewOrderRespTypeRESULT)
 
-	if e.useMarginIsolated {
+	if e.IsIsolatedMargin {
-		req.IsIsolated(e.useMarginIsolated)
+		req.IsIsolated(e.IsIsolatedMargin)
 	}
 
 	if len(order.MarginSideEffect) > 0 {
@@ -540,7 +541,7 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
 	for _, order := range orders {
 		var createdOrder *types.Order
 
-		if e.useMargin {
+		if e.IsMargin {
 			createdOrder, err = e.submitMarginOrder(ctx, order)
 		} else {
 			createdOrder, err = e.submitSpotOrder(ctx, order)
@@ -616,9 +617,9 @@ func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval type
 func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error) {
 	var remoteTrades []*binance.TradeV3
 
-	if e.useMargin {
+	if e.IsMargin {
 		req := e.Client.NewListMarginTradesService().
-			IsIsolated(e.useMarginIsolated).
+			IsIsolated(e.IsIsolatedMargin).
 			Symbol(symbol)
 
 		if options.Limit > 0 {
@@ -665,7 +666,7 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
 	}
 
 	for _, t := range remoteTrades {
-		localTrade, err := ToGlobalTrade(*t, e.useMargin)
+		localTrade, err := ToGlobalTrade(*t, e.IsMargin)
 		if err != nil {
 			log.WithError(err).Errorf("can not convert binance trade: %+v", t)
 			continue

pkg/exchange/binance/margin.go

@@ -1,17 +0,0 @@
-package binance
-
-type MarginSettings struct {
-	useMargin               bool
-	useMarginIsolated       bool
-	useMarginIsolatedSymbol string
-}
-
-func (e *MarginSettings) UseMargin() {
-	e.useMargin = true
-}
-
-func (e *MarginSettings) UseIsolatedMargin(symbol string) {
-	e.useMargin = true
-	e.useMarginIsolated = true
-	e.useMarginIsolatedSymbol = symbol
-}

pkg/exchange/binance/stream.go

@@ -30,7 +30,7 @@ type StreamRequest struct {
 
 //go:generate callbackgen -type Stream -interface
 type Stream struct {
-	MarginSettings
+	types.MarginSettings
 
 	types.StandardStream
 
@@ -191,11 +191,11 @@ func (s *Stream) dial(listenKey string) (*websocket.Conn, error) {
 }
 
 func (s *Stream) fetchListenKey(ctx context.Context) (string, error) {
-	if s.useMargin {
+	if s.IsMargin {
-		if s.useMarginIsolated {
+		if s.IsIsolatedMargin {
-			log.Infof("isolated margin %s is enabled, requesting margin user stream listen key...", s.useMarginIsolatedSymbol)
+			log.Infof("isolated margin %s is enabled, requesting margin user stream listen key...", s.IsolatedMarginSymbol)
 			req := s.Client.NewStartIsolatedMarginUserStreamService()
-			req.Symbol(s.useMarginIsolatedSymbol)
+			req.Symbol(s.IsolatedMarginSymbol)
 			return req.Do(ctx)
 		}
 
@@ -208,10 +208,10 @@ func (s *Stream) fetchListenKey(ctx context.Context) (string, error) {
 }
 
 func (s *Stream) keepaliveListenKey(ctx context.Context, listenKey string) error {
-	if s.useMargin {
+	if s.IsMargin {
-		if s.useMarginIsolated {
+		if s.IsIsolatedMargin {
 			req := s.Client.NewKeepaliveIsolatedMarginUserStreamService().ListenKey(listenKey)
-			req.Symbol(s.useMarginIsolatedSymbol)
+			req.Symbol(s.IsolatedMarginSymbol)
 			return req.Do(ctx)
 		}
 
@@ -389,10 +389,10 @@ func (s *Stream) invalidateListenKey(ctx context.Context, listenKey string) (err
 	// should use background context to invalidate the user stream
 	log.Info("closing listen key")
 
-	if s.useMargin {
+	if s.IsMargin {
-		if s.useMarginIsolated {
+		if s.IsIsolatedMargin {
 			req := s.Client.NewCloseIsolatedMarginUserStreamService().ListenKey(listenKey)
-			req.Symbol(s.useMarginIsolatedSymbol)
+			req.Symbol(s.IsolatedMarginSymbol)
 			err = req.Do(ctx)
 		} else {
 			req := s.Client.NewCloseMarginUserStreamService().ListenKey(listenKey)

pkg/service/order.go

@@ -13,12 +13,14 @@ type OrderService struct {
 }
 
 // QueryLast queries the last order from the database
-func (s *OrderService) QueryLast(ex types.ExchangeName, symbol string) (*types.Order, error) {
+func (s *OrderService) QueryLast(ex types.ExchangeName, symbol string, isMargin bool, isIsolated bool) (*types.Order, error) {
-	log.Infof("querying last order exchange = %s AND symbol = %s", ex, symbol)
+	log.Infof("querying last order exchange = %s AND symbol = %s AND is_margin = %v AND is_isolated = %v", ex, symbol, isMargin, isIsolated)
 
-	rows, err := s.DB.NamedQuery(`SELECT * FROM orders WHERE exchange = :exchange AND symbol = :symbol ORDER BY gid DESC LIMIT 1`, map[string]interface{}{
+	rows, err := s.DB.NamedQuery(`SELECT * FROM orders WHERE exchange = :exchange AND symbol = :symbol AND is_margin = :is_margin AND is_isolated = :is_isolated ORDER BY gid DESC LIMIT 1`, map[string]interface{}{
-		"exchange": ex,
+		"exchange":    ex,
-		"symbol":   symbol,
+		"symbol":      symbol,
+		"is_margin":   isMargin,
+		"is_isolated": isIsolated,
 	})
 
 	if err != nil {

pkg/service/sync.go

@@ -15,7 +15,18 @@ type SyncService struct {
 }
 
 func (s *SyncService) SyncOrders(ctx context.Context, exchange types.Exchange, symbol string, startTime time.Time) error {
-	lastOrder, err := s.OrderService.QueryLast(exchange.Name(), symbol)
+	isMargin := false
+	isIsolated := false
+	if marginExchange, ok := exchange.(types.MarginExchange); ok {
+		marginSettings := marginExchange.GetMarginSettings()
+		isMargin = marginSettings.IsMargin
+		isIsolated = marginSettings.IsIsolatedMargin
+		if marginSettings.IsIsolatedMargin {
+			symbol = marginSettings.IsolatedMarginSymbol
+		}
+	}
+
+	lastOrder, err := s.OrderService.QueryLast(exchange.Name(), symbol, isMargin, isIsolated)
 	if err != nil {
 		return err
 	}
@@ -54,7 +65,18 @@ func (s *SyncService) SyncOrders(ctx context.Context, exchange types.Exchange, s
 }
 
 func (s *SyncService) SyncTrades(ctx context.Context, exchange types.Exchange, symbol string, startTime time.Time) error {
-	lastTrade, err := s.TradeService.QueryLast(exchange.Name(), symbol)
+	isMargin := false
+	isIsolated := false
+	if marginExchange, ok := exchange.(types.MarginExchange); ok {
+		marginSettings := marginExchange.GetMarginSettings()
+		isMargin = marginSettings.IsMargin
+		isIsolated = marginSettings.IsIsolatedMargin
+		if marginSettings.IsIsolatedMargin {
+			symbol = marginSettings.IsolatedMarginSymbol
+		}
+	}
+
+	lastTrade, err := s.TradeService.QueryLast(exchange.Name(), symbol, isMargin, isIsolated)
 	if err != nil {
 		return err
 	}

pkg/service/trade.go

@@ -17,12 +17,14 @@ func NewTradeService(db *sqlx.DB) *TradeService {
 }
 
 // QueryLast queries the last trade from the database
-func (s *TradeService) QueryLast(ex types.ExchangeName, symbol string) (*types.Trade, error) {
+func (s *TradeService) QueryLast(ex types.ExchangeName, symbol string, isMargin bool, isIsolated bool) (*types.Trade, error) {
-	log.Infof("querying last trade exchange = %s AND symbol = %s", ex, symbol)
+	log.Infof("querying last trade exchange = %s AND symbol = %s AND is_margin = %v AND is_isolated = %v", ex, symbol, isMargin, isIsolated)
 
-	rows, err := s.DB.NamedQuery(`SELECT * FROM trades WHERE exchange = :exchange AND symbol = :symbol ORDER BY gid DESC LIMIT 1`, map[string]interface{}{
+	rows, err := s.DB.NamedQuery(`SELECT * FROM trades WHERE exchange = :exchange AND symbol = :symbol AND is_margin = :is_margin AND is_isolated = :is_isolated ORDER BY gid DESC LIMIT 1`, map[string]interface{}{
-		"symbol":   symbol,
+		"symbol":      symbol,
-		"exchange": ex,
+		"exchange":    ex,
+		"is_margin":   isMargin,
+		"is_isolated": isIsolated,
 	})
 	if err != nil {
 		return nil, errors.Wrap(err, "query last trade error")

pkg/types/exchange.go

@@ -5,7 +5,6 @@ import (
 	"strings"
 	"time"
 
-	"github.com/adshao/go-binance/v2"
 	"github.com/pkg/errors"
 	log "github.com/sirupsen/logrus"
 )
@@ -67,7 +66,8 @@ type Exchange interface {
 type MarginExchange interface {
 	UseMargin()
 	UseIsolatedMargin(symbol string)
-	QueryMarginAccount(ctx context.Context) (*binance.MarginAccount, error)
+	GetMarginSettings() MarginSettings
+	// QueryMarginAccount(ctx context.Context) (*binance.MarginAccount, error)
 }
 
 type TradeQueryOptions struct {
@@ -221,3 +221,23 @@ func (e ExchangeBatchProcessor) BatchQueryTrades(ctx context.Context, symbol str
 
 	return c, errC
 }
+
+type MarginSettings struct {
+	IsMargin             bool
+	IsIsolatedMargin     bool
+	IsolatedMarginSymbol string
+}
+
+func (e MarginSettings) GetMarginSettings() MarginSettings {
+	return e
+}
+
+func (e *MarginSettings) UseMargin() {
+	e.IsMargin = true
+}
+
+func (e *MarginSettings) UseIsolatedMargin(symbol string) {
+	e.IsMargin = true
+	e.IsIsolatedMargin = true
+	e.IsolatedMarginSymbol = symbol
+}