feature: support binance futures #333
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[Binance future api] MarkPriceUpdateEvent
[Binance future api] ContinuousKlineEvent
austin362667
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This was referenced Dec 11, 2021
Closed
austin362667
commented
Dec 11, 2021
| return stream | ||
| } | ||
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| func NewFuturesStream(client *futures.Client) *Stream { |
There was a problem hiding this comment.
merge this function into NewStream(), like this,
stream := NewStream(e.Client, e.futuresClient)
// the following code locates at binance/exchange.go
stream.MarginSettings = e.MarginSettings
stream.FuturesSettings = e.FuturesSettings
austin362667
commented
Dec 12, 2021
| @@ -270,6 +519,20 @@ func toGlobalSideType(side binance.SideType) types.SideType { | |||
| } | |||
| } | |||
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| func toGlobalFuturesSideType(side futures.SideType) types.SideType { | |||
austin362667
commented
Dec 12, 2021
| @@ -292,6 +555,27 @@ func toGlobalOrderType(orderType binance.OrderType) types.OrderType { | |||
| } | |||
| } | |||
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| func toGlobalFuturesOrderType(orderType futures.OrderType) types.OrderType { | |||
austin362667
commented
Dec 12, 2021
| @@ -313,10 +597,31 @@ func toGlobalOrderStatus(orderStatus binance.OrderStatusType) types.OrderStatus | |||
| return types.OrderStatus(orderStatus) | |||
| } | |||
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| func toGlobalFuturesOrderStatus(orderStatus futures.OrderStatusType) types.OrderStatus { | |||
austin362667
commented
Dec 12, 2021
| // 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, false) | ||
| trade, err := toGlobalTrade(*t, false) |
austin362667
commented
Dec 14, 2021
| @@ -163,6 +299,28 @@ func toLocalOrderType(orderType types.OrderType) (binance.OrderType, error) { | |||
| return "", fmt.Errorf("can not convert to local order, order type %s not supported", orderType) | |||
| } | |||
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| func toLocalFuturesOrderType(orderType types.OrderType) (futures.OrderType, error) { | |||
austin362667
commented
Dec 14, 2021
| @@ -176,6 +334,19 @@ func toGlobalOrders(binanceOrders []*binance.Order) (orders []types.Order, err e | |||
| return orders, err | |||
| } | |||
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| func toGlobalFuturesOrders(futuresOrders []*futures.Order) (orders []types.Order, err error) { | |||
austin362667
commented
Dec 14, 2021
| @@ -199,11 +370,36 @@ func toGlobalOrder(binanceOrder *binance.Order, isMargin bool) (*types.Order, er | |||
| }, nil | |||
| } | |||
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| func toGlobalFuturesOrder(futuresOrder *futures.Order, isMargin bool) (*types.Order, error) { | |||
austin362667
commented
Dec 14, 2021
| func millisecondTime(t int64) time.Time { | ||
| return time.Unix(0, t*int64(time.Millisecond)) | ||
| } | ||
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| func ToGlobalTrade(t binance.TradeV3, isMargin bool) (*types.Trade, error) { | ||
| func toGlobalTrade(t binance.TradeV3, isMargin bool) (*types.Trade, error) { |
austin362667
commented
Dec 14, 2021
| Client *binance.Client | ||
| key, secret string | ||
| Client *binance.Client // Spot & Margin | ||
| futuresClient *futures.Client // USDT-M Futures |
austin362667
commented
Dec 14, 2021
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| Client: client, | ||
| var futuresClient = binance.NewFuturesClient(key, secret) |
austin362667
commented
Dec 14, 2021
| stream := NewStream(e.Client) | ||
| stream.MarginSettings = e.MarginSettings | ||
| return stream | ||
| } else if e.IsFutures { |
austin362667
commented
Dec 14, 2021
| @@ -582,6 +874,95 @@ func (e *Exchange) submitMarginOrder(ctx context.Context, order types.SubmitOrde | |||
| return createdOrder, err | |||
| } | |||
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| func (e *Exchange) submitFuturesOrder(ctx context.Context, order types.SubmitOrder) (*types.Order, error) { | |||
austin362667
commented
Dec 14, 2021
| log.WithError(err).Errorf("order rate limiter wait error") | ||
| } | ||
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| var createdOrder *types.Order | ||
| if e.IsMargin { | ||
| createdOrder, err = e.submitMarginOrder(ctx, order) | ||
| } else if e.IsFutures { |
austin362667
commented
Dec 19, 2021
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| stream.OnAccountUpdateEvent(func(e *AccountUpdateEvent) { | ||
| // TODO | ||
| }) |
austin362667
commented
Dec 19, 2021
| } | ||
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| stream.EmitPositionSnapshot(snapshot) | ||
| }) |
There was a problem hiding this comment.
should not modify position leverage.
update account config leverage only.
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