Merge pull request #874 from ankion/fix_binance_futures

Fix binance futures

pkg/exchange/binance/convert_futures.go

@@ -42,6 +42,11 @@ func toGlobalFuturesPositions(futuresPositions []*futures.AccountPosition) types
 	for _, futuresPosition := range futuresPositions {
 		retFuturesPositions[futuresPosition.Symbol] = types.FuturesPosition{ // TODO: types.FuturesPosition
 			Isolated:               futuresPosition.Isolated,
+			AverageCost:            fixedpoint.MustNewFromString(futuresPosition.EntryPrice),
+			ApproximateAverageCost: fixedpoint.MustNewFromString(futuresPosition.EntryPrice),
+			Base:                   fixedpoint.MustNewFromString(futuresPosition.PositionAmt),
+			Quote:                  fixedpoint.MustNewFromString(futuresPosition.Notional),
+
 			PositionRisk: &types.PositionRisk{
 				Leverage: fixedpoint.MustNewFromString(futuresPosition.Leverage),
 			},

pkg/exchange/binance/exchange.go

@@ -1041,7 +1041,7 @@ func (e *Exchange) submitFuturesOrder(ctx context.Context, order types.SubmitOrd
 		req.TimeInForce(futures.TimeInForceType(order.TimeInForce))
 	} else {
 		switch order.Type {
-		case types.OrderTypeLimit, types.OrderTypeStopLimit:
+		case types.OrderTypeLimit, types.OrderTypeLimitMaker, types.OrderTypeStopLimit:
 			req.TimeInForce(futures.TimeInForceTypeGTC)
 		}
 	}

pkg/exchange/binance/stream.go

@@ -268,6 +268,17 @@ func (s *Stream) handleOrderTradeUpdateEvent(e *OrderTradeUpdateEvent) {
 
 		s.EmitTradeUpdate(*trade)
 
+		order, err := e.OrderFutures()
+		if err != nil {
+			log.WithError(err).Error("futures order convert error")
+			return
+		}
+
+		// Update Order with FILLED event
+		if order.Status == types.OrderStatusFilled {
+			s.EmitOrderUpdate(*order)
+		}
+
 	case "CALCULATED - Liquidation Execution":
 		log.Infof("CALCULATED - Liquidation Execution not support yet.")
 	}

pkg/types/position.go

@@ -257,8 +257,6 @@ type FuturesPosition struct {
 	Isolated     bool  `json:"isolated"`
 	UpdateTime   int64 `json:"updateTime"`
 	PositionRisk *PositionRisk
-
-	sync.Mutex
 }
 
 func NewPositionFromMarket(market Market) *Position {