package types import ( "fmt" "sync" "github.com/sirupsen/logrus" "github.com/spf13/viper" "git.qtrade.icu/lychiyu/qbtrade/pkg/fixedpoint" ) var debugBalance = false func init() { debugBalance = viper.GetBool("debug-balance") } type PositionMap map[string]Position type IsolatedMarginAssetMap map[string]IsolatedMarginAsset type MarginAssetMap map[string]MarginUserAsset type FuturesAssetMap map[string]FuturesUserAsset type FuturesPositionMap map[string]FuturesPosition type AccountType string const ( AccountTypeFutures = AccountType("futures") AccountTypeMargin = AccountType("margin") AccountTypeIsolatedMargin = AccountType("isolated_margin") AccountTypeSpot = AccountType("spot") ) type Account struct { sync.Mutex `json:"-"` AccountType AccountType `json:"accountType,omitempty"` FuturesInfo *FuturesAccountInfo MarginInfo *MarginAccountInfo IsolatedMarginInfo *IsolatedMarginAccountInfo // Margin related common field // From binance: // Margin Level = Total Asset Value / (Total Borrowed + Total Accrued Interest) // If your margin level drops to 1.3, you will receive a Margin Call, which is a reminder that you should either increase your collateral (by depositing more funds) or reduce your loan (by repaying what you’ve borrowed). // If your margin level drops to 1.1, your assets will be automatically liquidated, meaning that Binance will sell your funds at market price to repay the loan. MarginLevel fixedpoint.Value `json:"marginLevel,omitempty"` MarginTolerance fixedpoint.Value `json:"marginTolerance,omitempty"` BorrowEnabled bool `json:"borrowEnabled,omitempty"` TransferEnabled bool `json:"transferEnabled,omitempty"` // isolated margin related fields // LiquidationPrice is only used when account is in the isolated margin mode MarginRatio fixedpoint.Value `json:"marginRatio,omitempty"` LiquidationPrice fixedpoint.Value `json:"liquidationPrice,omitempty"` LiquidationRate fixedpoint.Value `json:"liquidationRate,omitempty"` MakerFeeRate fixedpoint.Value `json:"makerFeeRate,omitempty"` TakerFeeRate fixedpoint.Value `json:"takerFeeRate,omitempty"` TotalAccountValue fixedpoint.Value `json:"totalAccountValue,omitempty"` CanDeposit bool `json:"canDeposit"` CanTrade bool `json:"canTrade"` CanWithdraw bool `json:"canWithdraw"` balances BalanceMap } type FuturesAccountInfo struct { // Futures fields Assets FuturesAssetMap `json:"assets"` Positions FuturesPositionMap `json:"positions"` TotalInitialMargin fixedpoint.Value `json:"totalInitialMargin"` TotalMaintMargin fixedpoint.Value `json:"totalMaintMargin"` TotalMarginBalance fixedpoint.Value `json:"totalMarginBalance"` TotalOpenOrderInitialMargin fixedpoint.Value `json:"totalOpenOrderInitialMargin"` TotalPositionInitialMargin fixedpoint.Value `json:"totalPositionInitialMargin"` TotalUnrealizedProfit fixedpoint.Value `json:"totalUnrealizedProfit"` TotalWalletBalance fixedpoint.Value `json:"totalWalletBalance"` UpdateTime int64 `json:"updateTime"` } type MarginAccountInfo struct { // Margin fields BorrowEnabled bool `json:"borrowEnabled"` MarginLevel fixedpoint.Value `json:"marginLevel"` TotalAssetOfBTC fixedpoint.Value `json:"totalAssetOfBtc"` TotalLiabilityOfBTC fixedpoint.Value `json:"totalLiabilityOfBtc"` TotalNetAssetOfBTC fixedpoint.Value `json:"totalNetAssetOfBtc"` TradeEnabled bool `json:"tradeEnabled"` TransferEnabled bool `json:"transferEnabled"` Assets MarginAssetMap `json:"userAssets"` } type IsolatedMarginAccountInfo struct { TotalAssetOfBTC fixedpoint.Value `json:"totalAssetOfBtc"` TotalLiabilityOfBTC fixedpoint.Value `json:"totalLiabilityOfBtc"` TotalNetAssetOfBTC fixedpoint.Value `json:"totalNetAssetOfBtc"` Assets IsolatedMarginAssetMap `json:"userAssets"` } func NewAccount() *Account { return &Account{ AccountType: "spot", FuturesInfo: nil, MarginInfo: nil, IsolatedMarginInfo: nil, MarginLevel: fixedpoint.Zero, MarginTolerance: fixedpoint.Zero, BorrowEnabled: false, TransferEnabled: false, MarginRatio: fixedpoint.Zero, LiquidationPrice: fixedpoint.Zero, LiquidationRate: fixedpoint.Zero, MakerFeeRate: fixedpoint.Zero, TakerFeeRate: fixedpoint.Zero, TotalAccountValue: fixedpoint.Zero, CanDeposit: false, CanTrade: false, CanWithdraw: false, balances: make(BalanceMap), } } // Balances lock the balances and returned the copied balances func (a *Account) Balances() (d BalanceMap) { a.Lock() d = a.balances.Copy() a.Unlock() return d } func (a *Account) Balance(currency string) (balance Balance, ok bool) { a.Lock() balance, ok = a.balances[currency] a.Unlock() return balance, ok } func (a *Account) AddBalance(currency string, fund fixedpoint.Value) { a.Lock() defer a.Unlock() balance, ok := a.balances[currency] if ok { balance.Available = balance.Available.Add(fund) a.balances[currency] = balance return } a.balances[currency] = Balance{ Currency: currency, Available: fund, Locked: fixedpoint.Zero, } } func (a *Account) UseLockedBalance(currency string, fund fixedpoint.Value) error { a.Lock() defer a.Unlock() balance, ok := a.balances[currency] if !ok { return fmt.Errorf("account balance %s does not exist", currency) } // simple case, using fund less than locked if balance.Locked.Compare(fund) >= 0 { balance.Locked = balance.Locked.Sub(fund) a.balances[currency] = balance return nil } return fmt.Errorf("trying to use more than locked: locked %v < want to use %v diff %v", balance.Locked, fund, balance.Locked.Sub(fund)) } var QuantityDelta = fixedpoint.MustNewFromString("0.00000000001") func (a *Account) UnlockBalance(currency string, unlocked fixedpoint.Value) error { a.Lock() defer a.Unlock() balance, ok := a.balances[currency] if !ok { return fmt.Errorf("trying to unlocked inexisted balance: %s", currency) } // Instead of showing error in UnlockBalance, // since this function is only called when cancel orders, // there might be inequivalence in the last order quantity if unlocked.Compare(balance.Locked) > 0 { // check if diff is within delta if unlocked.Sub(balance.Locked).Compare(QuantityDelta) <= 0 { balance.Available = balance.Available.Add(balance.Locked) balance.Locked = fixedpoint.Zero a.balances[currency] = balance return nil } return fmt.Errorf("trying to unlocked more than locked %s: locked %v < want to unlock %v", currency, balance.Locked, unlocked) } balance.Locked = balance.Locked.Sub(unlocked) balance.Available = balance.Available.Add(unlocked) a.balances[currency] = balance return nil } func (a *Account) LockBalance(currency string, locked fixedpoint.Value) error { a.Lock() defer a.Unlock() balance, ok := a.balances[currency] if ok && balance.Available.Compare(locked) >= 0 { balance.Locked = balance.Locked.Add(locked) balance.Available = balance.Available.Sub(locked) a.balances[currency] = balance return nil } return fmt.Errorf("insufficient available balance %s for lock: want to lock %v, available %v", currency, locked, balance.Available) } func (a *Account) UpdateBalances(balances BalanceMap) { a.Lock() defer a.Unlock() if a.balances == nil { a.balances = make(BalanceMap) } for _, balance := range balances { a.balances[balance.Currency] = balance } } func (a *Account) Print() { a.Lock() defer a.Unlock() if a.AccountType != "" { logrus.Infof("account type: %s", a.AccountType) } if a.MakerFeeRate.Sign() > 0 { logrus.Infof("maker fee rate: %v", a.MakerFeeRate) } if a.TakerFeeRate.Sign() > 0 { logrus.Infof("taker fee rate: %v", a.TakerFeeRate) } a.balances.Print() }