mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-23 23:35:14 +00:00
116 lines
4.6 KiB
Go
116 lines
4.6 KiB
Go
package binance
|
|
|
|
import (
|
|
"github.com/adshao/go-binance/v2"
|
|
|
|
"github.com/c9s/bbgo/pkg/exchange/binance/binanceapi"
|
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
func toGlobalInterest(record binanceapi.MarginInterest) types.MarginInterest {
|
|
return types.MarginInterest{
|
|
Exchange: types.ExchangeBinance,
|
|
Asset: record.Asset,
|
|
Principle: record.Principal,
|
|
Interest: record.Interest,
|
|
InterestRate: record.InterestRate,
|
|
IsolatedSymbol: record.IsolatedSymbol,
|
|
Time: types.Time(record.InterestAccuredTime),
|
|
}
|
|
}
|
|
|
|
func toGlobalLiquidation(record binanceapi.MarginLiquidationRecord) types.MarginLiquidation {
|
|
return types.MarginLiquidation{
|
|
Exchange: types.ExchangeBinance,
|
|
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 {
|
|
return types.IsolatedUserAsset{
|
|
Asset: userAsset.Asset,
|
|
Borrowed: fixedpoint.MustNewFromString(userAsset.Borrowed),
|
|
Free: fixedpoint.MustNewFromString(userAsset.Free),
|
|
Interest: fixedpoint.MustNewFromString(userAsset.Interest),
|
|
Locked: fixedpoint.MustNewFromString(userAsset.Locked),
|
|
NetAsset: fixedpoint.MustNewFromString(userAsset.NetAsset),
|
|
NetAssetOfBtc: fixedpoint.MustNewFromString(userAsset.NetAssetOfBtc),
|
|
BorrowEnabled: userAsset.BorrowEnabled,
|
|
RepayEnabled: userAsset.RepayEnabled,
|
|
TotalAsset: fixedpoint.MustNewFromString(userAsset.TotalAsset),
|
|
}
|
|
}
|
|
|
|
func toGlobalIsolatedMarginAsset(asset binance.IsolatedMarginAsset) types.IsolatedMarginAsset {
|
|
return types.IsolatedMarginAsset{
|
|
Symbol: asset.Symbol,
|
|
QuoteAsset: toGlobalIsolatedUserAsset(asset.QuoteAsset),
|
|
BaseAsset: toGlobalIsolatedUserAsset(asset.BaseAsset),
|
|
IsolatedCreated: asset.IsolatedCreated,
|
|
MarginLevel: fixedpoint.MustNewFromString(asset.MarginLevel),
|
|
MarginLevelStatus: asset.MarginLevelStatus,
|
|
MarginRatio: fixedpoint.MustNewFromString(asset.MarginRatio),
|
|
IndexPrice: fixedpoint.MustNewFromString(asset.IndexPrice),
|
|
LiquidatePrice: fixedpoint.MustNewFromString(asset.LiquidatePrice),
|
|
LiquidateRate: fixedpoint.MustNewFromString(asset.LiquidateRate),
|
|
TradeEnabled: false,
|
|
}
|
|
}
|
|
|
|
func toGlobalIsolatedMarginAssets(assets []binance.IsolatedMarginAsset) (retAssets types.IsolatedMarginAssetMap) {
|
|
retMarginAssets := make(types.IsolatedMarginAssetMap)
|
|
for _, marginAsset := range assets {
|
|
retMarginAssets[marginAsset.Symbol] = toGlobalIsolatedMarginAsset(marginAsset)
|
|
}
|
|
|
|
return retMarginAssets
|
|
}
|
|
|
|
func toGlobalMarginUserAssets(assets []binance.UserAsset) types.MarginAssetMap {
|
|
retMarginAssets := make(types.MarginAssetMap)
|
|
for _, marginAsset := range assets {
|
|
retMarginAssets[marginAsset.Asset] = types.MarginUserAsset{
|
|
Asset: marginAsset.Asset,
|
|
Borrowed: fixedpoint.MustNewFromString(marginAsset.Borrowed),
|
|
Free: fixedpoint.MustNewFromString(marginAsset.Free),
|
|
Interest: fixedpoint.MustNewFromString(marginAsset.Interest),
|
|
Locked: fixedpoint.MustNewFromString(marginAsset.Locked),
|
|
NetAsset: fixedpoint.MustNewFromString(marginAsset.NetAsset),
|
|
}
|
|
}
|
|
|
|
return retMarginAssets
|
|
}
|
|
|
|
func toGlobalMarginAccountInfo(account *binance.MarginAccount) *types.MarginAccountInfo {
|
|
return &types.MarginAccountInfo{
|
|
BorrowEnabled: account.BorrowEnabled,
|
|
MarginLevel: fixedpoint.MustNewFromString(account.MarginLevel),
|
|
TotalAssetOfBTC: fixedpoint.MustNewFromString(account.TotalAssetOfBTC),
|
|
TotalLiabilityOfBTC: fixedpoint.MustNewFromString(account.TotalLiabilityOfBTC),
|
|
TotalNetAssetOfBTC: fixedpoint.MustNewFromString(account.TotalNetAssetOfBTC),
|
|
TradeEnabled: account.TradeEnabled,
|
|
TransferEnabled: account.TransferEnabled,
|
|
Assets: toGlobalMarginUserAssets(account.UserAssets),
|
|
}
|
|
}
|
|
|
|
func toGlobalIsolatedMarginAccountInfo(account *binance.IsolatedMarginAccount) *types.IsolatedMarginAccountInfo {
|
|
return &types.IsolatedMarginAccountInfo{
|
|
TotalAssetOfBTC: fixedpoint.MustNewFromString(account.TotalAssetOfBTC),
|
|
TotalLiabilityOfBTC: fixedpoint.MustNewFromString(account.TotalLiabilityOfBTC),
|
|
TotalNetAssetOfBTC: fixedpoint.MustNewFromString(account.TotalNetAssetOfBTC),
|
|
Assets: toGlobalIsolatedMarginAssets(account.Assets),
|
|
}
|
|
}
|