package binance import ( "fmt" "strconv" "time" "github.com/adshao/go-binance" "github.com/pkg/errors" "github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/util" ) func toLocalOrderType(orderType types.OrderType) (binance.OrderType, error) { switch orderType { case types.OrderTypeLimit: return binance.OrderTypeLimit, nil case types.OrderTypeStopLimit: return binance.OrderTypeStopLossLimit, nil case types.OrderTypeStopMarket: return binance.OrderTypeStopLoss, nil case types.OrderTypeMarket: return binance.OrderTypeMarket, nil } return "", fmt.Errorf("order type %s not supported", orderType) } func ToGlobalOrder(binanceOrder *binance.Order) (*types.Order, error) { return &types.Order{ SubmitOrder: types.SubmitOrder{ ClientOrderID: binanceOrder.ClientOrderID, Symbol: binanceOrder.Symbol, Side: toGlobalSideType(binanceOrder.Side), Type: toGlobalOrderType(binanceOrder.Type), Quantity: util.MustParseFloat(binanceOrder.OrigQuantity), Price: util.MustParseFloat(binanceOrder.Price), TimeInForce: string(binanceOrder.TimeInForce), }, Exchange: types.ExchangeBinance.String(), IsWorking: binanceOrder.IsWorking, OrderID: uint64(binanceOrder.OrderID), Status: toGlobalOrderStatus(binanceOrder.Status), ExecutedQuantity: util.MustParseFloat(binanceOrder.ExecutedQuantity), CreationTime: millisecondTime(binanceOrder.Time), UpdateTime: millisecondTime(binanceOrder.UpdateTime), }, nil } func millisecondTime(t int64) time.Time { return time.Unix(0, t*int64(time.Millisecond)) } func ToGlobalTrade(t binance.TradeV3) (*types.Trade, error) { // skip trade ID that is the same. however this should not happen var side types.SideType if t.IsBuyer { side = types.SideTypeBuy } else { side = types.SideTypeSell } price, err := strconv.ParseFloat(t.Price, 64) if err != nil { return nil, errors.Wrapf(err, "price parse error, price: %+v", t.Price) } quantity, err := strconv.ParseFloat(t.Quantity, 64) if err != nil { return nil, errors.Wrapf(err, "quantity parse error, quantity: %+v", t.Quantity) } var quoteQuantity = 0.0 if len(t.QuoteQuantity) > 0 { quoteQuantity, err = strconv.ParseFloat(t.QuoteQuantity, 64) if err != nil { return nil, errors.Wrapf(err, "quote quantity parse error, quoteQuantity: %+v", t.QuoteQuantity) } } fee, err := strconv.ParseFloat(t.Commission, 64) if err != nil { return nil, errors.Wrapf(err, "commission parse error, commission: %+v", t.Commission) } return &types.Trade{ ID: t.ID, OrderID: uint64(t.OrderID), Price: price, Symbol: t.Symbol, Exchange: "binance", Quantity: quantity, Side: side, IsBuyer: t.IsBuyer, IsMaker: t.IsMaker, Fee: fee, FeeCurrency: t.CommissionAsset, QuoteQuantity: quoteQuantity, Time: millisecondTime(t.Time), }, nil } func toGlobalSideType(side binance.SideType) types.SideType { switch side { case binance.SideTypeBuy: return types.SideTypeBuy case binance.SideTypeSell: return types.SideTypeSell default: log.Errorf("unknown side type: %v", side) return "" } } func toGlobalOrderType(orderType binance.OrderType) types.OrderType { switch orderType { case binance.OrderTypeLimit: return types.OrderTypeLimit case binance.OrderTypeMarket: return types.OrderTypeMarket case binance.OrderTypeStopLossLimit: return types.OrderTypeStopLimit case binance.OrderTypeStopLoss: return types.OrderTypeStopMarket default: log.Errorf("unsupported order type: %v", orderType) return "" } } func toGlobalOrderStatus(orderStatus binance.OrderStatusType) types.OrderStatus { switch orderStatus { case binance.OrderStatusTypeNew: return types.OrderStatusNew case binance.OrderStatusTypeRejected: return types.OrderStatusRejected case binance.OrderStatusTypeCanceled: return types.OrderStatusCanceled case binance.OrderStatusTypePartiallyFilled: return types.OrderStatusPartiallyFilled case binance.OrderStatusTypeFilled: return types.OrderStatusFilled } return types.OrderStatus(orderStatus) } // ConvertTrades converts the binance v3 trade into the global trade type func ConvertTrades(remoteTrades []*binance.TradeV3) (trades []types.Trade, err error) { for _, t := range remoteTrades { trade, err := ToGlobalTrade(*t) if err != nil { return nil, errors.Wrapf(err, "binance v3 trade parse error, trade: %+v", *t) } trades = append(trades, *trade) } return trades, err }