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binance: refine liquidation history api

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This commit is contained in:
c9s 2022-05-30 15:55:49 +08:00
parent 8652b4e043
commit d72b56f51f
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GPG Key ID: 7385E7E464CB0A54
5 changed files with 50 additions and 22 deletions
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22
pkg/exchange/binance/convert_margin.go
View File

@ -8,8 +8,8 @@ import (
"github.com/c9s/bbgo/pkg/types"
)
func toGlobalLoan(record binanceapi.MarginLoanRecord) types.MarginLoanRecord {
return types.MarginLoanRecord{
func toGlobalLoan(record binanceapi.MarginLoanRecord) types.MarginLoan {
return types.MarginLoan{
TransactionID: uint64(record.TxId),
Asset: record.Asset,
Principle: record.Principal,
@ -18,8 +18,8 @@ func toGlobalLoan(record binanceapi.MarginLoanRecord) types.MarginLoanRecord {
}
}
func toGlobalRepay(record binanceapi.MarginRepayRecord) types.MarginRepayRecord {
return types.MarginRepayRecord{
func toGlobalRepay(record binanceapi.MarginRepayRecord) types.MarginRepay {
return types.MarginRepay{
TransactionID: record.TxId,
Asset: record.Asset,
Principle: record.Principal,
@ -37,7 +37,21 @@ func toGlobalInterest(record binanceapi.MarginInterest) types.MarginInterest {
IsolatedSymbol: record.IsolatedSymbol,
Time: types.Time(record.InterestAccuredTime),
}
}
func toGlobalLiquidation(record binanceapi.MarginLiquidationRecord) types.MarginLiquidation {
return types.MarginLiquidation{
AveragePrice: record.AveragePrice,
ExecutedQuantity: record.ExecutedQuantity,
OrderID: record.OrderId,
Price: record.Price,
Quantity: record.Quantity,
Side: toGlobalSideType(record.Side),
Symbol: record.Symbol,
TimeInForce: types.TimeInForce(record.TimeInForce),
IsIsolated: record.IsIsolated,
UpdatedTime: types.Time(record.UpdatedTime),
}
}
func toGlobalIsolatedUserAsset(userAsset binance.IsolatedUserAsset) types.IsolatedUserAsset {

30
pkg/exchange/binance/margin_history.go
View File

@ -7,7 +7,7 @@ import (
"github.com/c9s/bbgo/pkg/types"
)
func (e *Exchange) QueryLoanHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]types.MarginLoanRecord, error) {
func (e *Exchange) QueryLoanHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]types.MarginLoan, error) {
req := e.client2.NewGetMarginLoanHistoryRequest()
req.Asset(asset)
req.Size(100)
@ -42,7 +42,7 @@ func (e *Exchange) QueryLoanHistory(ctx context.Context, asset string, startTime
return nil, err
}
var loans []types.MarginLoanRecord
var loans []types.MarginLoan
for _, record := range records {
loans = append(loans, toGlobalLoan(record))
}
@ -50,7 +50,7 @@ func (e *Exchange) QueryLoanHistory(ctx context.Context, asset string, startTime
return loans, err
}
func (e *Exchange) QueryRepayHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]types.MarginRepayRecord, error) {
func (e *Exchange) QueryRepayHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]types.MarginRepay, error) {
req := e.client2.NewGetMarginRepayHistoryRequest()
req.Asset(asset)
req.Size(100)
@ -82,7 +82,7 @@ func (e *Exchange) QueryRepayHistory(ctx context.Context, asset string, startTim
records, err := req.Do(ctx)
var repays []types.MarginRepayRecord
var repays []types.MarginRepay
for _, record := range records {
repays = append(repays, toGlobalRepay(record))
}
@ -90,12 +90,22 @@ func (e *Exchange) QueryRepayHistory(ctx context.Context, asset string, startTim
return repays, err
}
func (e *Exchange) QueryLiquidationHistory(ctx context.Context, startTime, endTime *time.Time) ([]types.MarginLiquidationRecord, error) {
func (e *Exchange) QueryLiquidationHistory(ctx context.Context, startTime, endTime *time.Time) ([]types.MarginLiquidation, error) {
req := e.client2.NewGetMarginLiquidationHistoryRequest()
req.Size(100)
if startTime != nil {
req.StartTime(*startTime)
}
if startTime != nil && endTime != nil {
duration := endTime.Sub(*startTime)
if duration > time.Hour*24*30 {
t := startTime.Add(time.Hour * 24 * 30)
endTime = &t
}
}
if endTime != nil {
req.EndTime(*endTime)
}
@ -104,8 +114,13 @@ func (e *Exchange) QueryLiquidationHistory(ctx context.Context, startTime, endTi
req.IsolatedSymbol(e.MarginSettings.IsolatedMarginSymbol)
}
_, err := req.Do(ctx)
return nil, err
records, err := req.Do(ctx)
var liquidations []types.MarginLiquidation
for _, record := range records {
liquidations = append(liquidations, toGlobalLiquidation(record))
}
return liquidations, err
}
func (e *Exchange) QueryInterestHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]types.MarginInterest, error) {
@ -150,4 +165,3 @@ func (e *Exchange) QueryInterestHistory(ctx context.Context, asset string, start
return interests, err
}

2
pkg/exchange/binance/parse.go
View File

@ -51,7 +51,7 @@ executionReport
"O": 1499405658657, // Order creation time
"Z": "0.00000000", // Cumulative quote asset transacted quantity
"Y": "0.00000000", // Last quote asset transacted quantity (i.e. lastPrice * lastQty)
"Q": "0.00000000" // Quote Order Qty
"Q": "0.00000000" // Quote Order Quantity
}
*/
type ExecutionReportEvent struct {

2
pkg/exchange/binance/parse_test.go
View File

@ -168,7 +168,7 @@ func TestParseOrderUpdate(t *testing.T) {
"O": 1499405658657, // Order creation time
"Z": "0.1", // Cumulative quote asset transacted quantity
"Y": "0.00000000", // Last quote asset transacted quantity (i.e. lastPrice * lastQty)
"Q": "2.0" // Quote Order Qty
"Q": "2.0" // Quote Order Quantity
}`
payload = jsCommentTrimmer.ReplaceAllLiteralString(payload, "")

16
pkg/types/margin.go
View File

@ -68,7 +68,7 @@ type MarginInterest struct {
Time Time `json:"time" db:"time"`
}
type MarginLoanRecord struct {
type MarginLoan struct {
TransactionID uint64 `json:"transactionID" db:"transaction_id"`
Asset string `json:"asset" db:"asset"`
Principle fixedpoint.Value `json:"principle" db:"principle"`
@ -76,7 +76,7 @@ type MarginLoanRecord struct {
IsolatedSymbol string `json:"isolatedSymbol" db:"isolated_symbol"`
}
type MarginRepayRecord struct {
type MarginRepay struct {
TransactionID uint64 `json:"transactionID" db:"transaction_id"`
Asset string `json:"asset" db:"asset"`
Principle fixedpoint.Value `json:"principle" db:"principle"`
@ -84,12 +84,12 @@ type MarginRepayRecord struct {
IsolatedSymbol string `json:"isolatedSymbol" db:"isolated_symbol"`
}
type MarginLiquidationRecord struct {
type MarginLiquidation struct {
AveragePrice fixedpoint.Value `json:"avgPrice"`
ExecutedQuantity fixedpoint.Value `json:"executedQty"`
OrderId uint64 `json:"orderId"`
OrderID uint64 `json:"orderId"`
Price fixedpoint.Value `json:"price"`
Qty fixedpoint.Value `json:"qty"`
Quantity fixedpoint.Value `json:"qty"`
Side SideType `json:"side"`
Symbol string `json:"symbol"`
TimeInForce TimeInForce `json:"timeInForce"`
@ -99,9 +99,9 @@ type MarginLiquidationRecord struct {
// MarginHistory provides the service of querying loan history and repay history
type MarginHistory interface {
QueryLoanHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginLoanRecord, error)
QueryRepayHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginRepayRecord, error)
QueryLiquidationHistory(ctx context.Context, startTime, endTime *time.Time) ([]MarginLiquidationRecord, error)
QueryLoanHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginLoan, error)
QueryRepayHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginRepay, error)
QueryLiquidationHistory(ctx context.Context, startTime, endTime *time.Time) ([]MarginLiquidation, error)
QueryInterestHistory(ctx context.Context, asset string, startTime, endTime *time.Time) ([]MarginInterest, error)
}