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116 lines
4.6 KiB
Go
116 lines
4.6 KiB
Go
package binance
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import (
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"github.com/adshao/go-binance/v2"
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"github.com/c9s/bbgo/pkg/exchange/binance/binanceapi"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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func toGlobalInterest(record binanceapi.MarginInterest) types.MarginInterest {
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return types.MarginInterest{
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Exchange: types.ExchangeBinance,
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Asset: record.Asset,
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Principle: record.Principal,
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Interest: record.Interest,
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InterestRate: record.InterestRate,
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IsolatedSymbol: record.IsolatedSymbol,
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Time: types.Time(record.InterestAccuredTime),
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}
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}
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func toGlobalLiquidation(record binanceapi.MarginLiquidationRecord) types.MarginLiquidation {
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return types.MarginLiquidation{
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Exchange: types.ExchangeBinance,
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AveragePrice: record.AveragePrice,
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ExecutedQuantity: record.ExecutedQuantity,
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OrderID: record.OrderId,
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Price: record.Price,
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Quantity: record.Quantity,
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Side: toGlobalSideType(record.Side),
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Symbol: record.Symbol,
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TimeInForce: types.TimeInForce(record.TimeInForce),
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IsIsolated: record.IsIsolated,
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UpdatedTime: types.Time(record.UpdatedTime),
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}
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}
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func toGlobalIsolatedUserAsset(userAsset binance.IsolatedUserAsset) types.IsolatedUserAsset {
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return types.IsolatedUserAsset{
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Asset: userAsset.Asset,
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Borrowed: fixedpoint.MustNewFromString(userAsset.Borrowed),
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Free: fixedpoint.MustNewFromString(userAsset.Free),
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Interest: fixedpoint.MustNewFromString(userAsset.Interest),
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Locked: fixedpoint.MustNewFromString(userAsset.Locked),
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NetAsset: fixedpoint.MustNewFromString(userAsset.NetAsset),
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NetAssetOfBtc: fixedpoint.MustNewFromString(userAsset.NetAssetOfBtc),
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BorrowEnabled: userAsset.BorrowEnabled,
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RepayEnabled: userAsset.RepayEnabled,
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TotalAsset: fixedpoint.MustNewFromString(userAsset.TotalAsset),
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}
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}
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func toGlobalIsolatedMarginAsset(asset binance.IsolatedMarginAsset) types.IsolatedMarginAsset {
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return types.IsolatedMarginAsset{
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Symbol: asset.Symbol,
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QuoteAsset: toGlobalIsolatedUserAsset(asset.QuoteAsset),
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BaseAsset: toGlobalIsolatedUserAsset(asset.BaseAsset),
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IsolatedCreated: asset.IsolatedCreated,
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MarginLevel: fixedpoint.MustNewFromString(asset.MarginLevel),
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MarginLevelStatus: asset.MarginLevelStatus,
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MarginRatio: fixedpoint.MustNewFromString(asset.MarginRatio),
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IndexPrice: fixedpoint.MustNewFromString(asset.IndexPrice),
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LiquidatePrice: fixedpoint.MustNewFromString(asset.LiquidatePrice),
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LiquidateRate: fixedpoint.MustNewFromString(asset.LiquidateRate),
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TradeEnabled: false,
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}
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}
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func toGlobalIsolatedMarginAssets(assets []binance.IsolatedMarginAsset) (retAssets types.IsolatedMarginAssetMap) {
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retMarginAssets := make(types.IsolatedMarginAssetMap)
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for _, marginAsset := range assets {
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retMarginAssets[marginAsset.Symbol] = toGlobalIsolatedMarginAsset(marginAsset)
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}
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return retMarginAssets
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}
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func toGlobalMarginUserAssets(assets []binance.UserAsset) types.MarginAssetMap {
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retMarginAssets := make(types.MarginAssetMap)
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for _, marginAsset := range assets {
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retMarginAssets[marginAsset.Asset] = types.MarginUserAsset{
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Asset: marginAsset.Asset,
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Borrowed: fixedpoint.MustNewFromString(marginAsset.Borrowed),
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Free: fixedpoint.MustNewFromString(marginAsset.Free),
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Interest: fixedpoint.MustNewFromString(marginAsset.Interest),
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Locked: fixedpoint.MustNewFromString(marginAsset.Locked),
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NetAsset: fixedpoint.MustNewFromString(marginAsset.NetAsset),
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}
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}
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return retMarginAssets
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}
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func toGlobalMarginAccountInfo(account *binance.MarginAccount) *types.MarginAccountInfo {
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return &types.MarginAccountInfo{
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BorrowEnabled: account.BorrowEnabled,
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MarginLevel: fixedpoint.MustNewFromString(account.MarginLevel),
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TotalAssetOfBTC: fixedpoint.MustNewFromString(account.TotalAssetOfBTC),
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TotalLiabilityOfBTC: fixedpoint.MustNewFromString(account.TotalLiabilityOfBTC),
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TotalNetAssetOfBTC: fixedpoint.MustNewFromString(account.TotalNetAssetOfBTC),
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TradeEnabled: account.TradeEnabled,
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TransferEnabled: account.TransferEnabled,
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Assets: toGlobalMarginUserAssets(account.UserAssets),
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}
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}
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func toGlobalIsolatedMarginAccountInfo(account *binance.IsolatedMarginAccount) *types.IsolatedMarginAccountInfo {
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return &types.IsolatedMarginAccountInfo{
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TotalAssetOfBTC: fixedpoint.MustNewFromString(account.TotalAssetOfBTC),
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TotalLiabilityOfBTC: fixedpoint.MustNewFromString(account.TotalLiabilityOfBTC),
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TotalNetAssetOfBTC: fixedpoint.MustNewFromString(account.TotalNetAssetOfBTC),
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Assets: toGlobalIsolatedMarginAssets(account.Assets),
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}
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}
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