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binacpp.cpp
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binacpp.cpp
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/*
Author: tensaix2j
Date : 2017/10/15
C++ library for Binance API.
*/
#include "binacpp.h"
#include "binacpp_logger.h"
#include "binacpp_utils.h"
string BinaCPP::api_key = "";
string BinaCPP::secret_key = "";
CURL* BinaCPP::curl = NULL;
//---------------------------------
void
BinaCPP::init( string &api_key, string &secret_key )
{
curl_global_init(CURL_GLOBAL_DEFAULT);
BinaCPP::curl = curl_easy_init();
BinaCPP::api_key = api_key;
BinaCPP::secret_key = secret_key;
}
void
BinaCPP::cleanup()
{
curl_easy_cleanup(BinaCPP::curl);
curl_global_cleanup();
}
//------------------
//GET api/v1/exchangeInfo
//------------------
void
BinaCPP::get_exchangeInfo( Json::Value &json_result)
{
BinaCPP_logger::write_log( "<BinaCPP::get_exchangeInfo>" ) ;
string url(BINANCE_HOST);
url += "/api/v1/exchangeInfo";
string str_result;
curl_api( url, str_result ) ;
if ( str_result.size() > 0 ) {
try {
Json::Reader reader;
json_result.clear();
reader.parse( str_result , json_result );
} catch ( exception &e ) {
BinaCPP_logger::write_log( "<BinaCPP::get_exchangeInfo> Error ! %s", e.what() );
}
BinaCPP_logger::write_log( "<BinaCPP::get_exchangeInfo> Done." ) ;
} else {
BinaCPP_logger::write_log( "<BinaCPP::get_exchangeInfo> Failed to get anything." ) ;
}
}
//------------------
//GET /api/v1/time
//------------
void
BinaCPP::get_serverTime( Json::Value &json_result)
{
BinaCPP_logger::write_log( "<BinaCPP::get_serverTime>" ) ;
string url(BINANCE_HOST);
url += "/api/v1/time";
string str_result;
curl_api( url, str_result ) ;
if ( str_result.size() > 0 ) {
try {
Json::Reader reader;
json_result.clear();
reader.parse( str_result , json_result );
} catch ( exception &e ) {
BinaCPP_logger::write_log( "<BinaCPP::get_serverTime> Error ! %s", e.what() );
}
BinaCPP_logger::write_log( "<BinaCPP::get_serverTime> Done." ) ;
} else {
BinaCPP_logger::write_log( "<BinaCPP::get_serverTime> Failed to get anything." ) ;
}
}
//--------------------
// Get Latest price for all symbols.
/*
GET /api/v1/ticker/allPrices
*/
void
BinaCPP::get_allPrices( Json::Value &json_result )
{
BinaCPP_logger::write_log( "<BinaCPP::get_allPrices>" ) ;
string url(BINANCE_HOST);
url += "/api/v1/ticker/allPrices";
string str_result;
curl_api( url, str_result ) ;
if ( str_result.size() > 0 ) {
try {
Json::Reader reader;
json_result.clear();
reader.parse( str_result , json_result );
} catch ( exception &e ) {
BinaCPP_logger::write_log( "<BinaCPP::get_allPrices> Error ! %s", e.what() );
}
BinaCPP_logger::write_log( "<BinaCPP::get_allPrices> Done." ) ;
} else {
BinaCPP_logger::write_log( "<BinaCPP::get_allPrices> Failed to get anything." ) ;
}
}
//----------
// Get Single Pair's Price
double
BinaCPP::get_price( const char *symbol )
{
BinaCPP_logger::write_log( "<BinaCPP::get_price>" ) ;
double ret = 0.0;
Json::Value alltickers;
string str_symbol = string_toupper(symbol);
get_allPrices( alltickers );
for ( int i = 0 ; i < alltickers.size() ; i++ ) {
if ( alltickers[i]["symbol"].asString() == str_symbol ) {
ret = atof( alltickers[i]["price"].asString().c_str() );
break;
}
}
return ret;
}
//--------------------
// Get Best price/qty on the order book for all symbols.
/*
GET /api/v1/ticker/allBookTickers
*/
void
BinaCPP::get_allBookTickers( Json::Value &json_result )
{
BinaCPP_logger::write_log( "<BinaCPP::get_allBookTickers>" ) ;
string url(BINANCE_HOST);
url += "/api/v1/ticker/allBookTickers";
string str_result;
curl_api( url, str_result ) ;
if ( str_result.size() > 0 ) {
try {
Json::Reader reader;
json_result.clear();
reader.parse( str_result , json_result );
} catch ( exception &e ) {
BinaCPP_logger::write_log( "<BinaCPP::get_allBookTickers> Error ! %s", e.what() );
}
BinaCPP_logger::write_log( "<BinaCPP::get_allBookTickers> Done." ) ;
} else {
BinaCPP_logger::write_log( "<BinaCPP::get_allBookTickers> Failed to get anything." ) ;
}
}
//--------------
void
BinaCPP::get_bookTicker( const char *symbol, Json::Value &json_result )
{
BinaCPP_logger::write_log( "<BinaCPP::get_BookTickers>" ) ;
Json::Value alltickers;
string str_symbol = string_toupper(symbol);
get_allBookTickers( alltickers );
for ( int i = 0 ; i < alltickers.size() ; i++ ) {
if ( alltickers[i]["symbol"].asString() == str_symbol ) {
json_result = alltickers[i];
break;
}
}
}
//--------------------
// Get Market Depth
/*
GET /api/v1/depth
Name Type Mandatory Description
symbol STRING YES
limit INT NO Default 100; max 100.
*/
void
BinaCPP::get_depth(
const char *symbol,
int limit,
Json::Value &json_result )
{
BinaCPP_logger::write_log( "<BinaCPP::get_depth>" ) ;
string url(BINANCE_HOST);
url += "/api/v1/depth?";
string querystring("symbol=");
querystring.append( symbol );
querystring.append("&limit=");
querystring.append( to_string( limit ) );
url.append( querystring );
BinaCPP_logger::write_log( "<BinaCPP::get_depth> url = |%s|" , url.c_str() ) ;
string str_result;
curl_api( url, str_result ) ;
if ( str_result.size() > 0 ) {
try {
Json::Reader reader;
json_result.clear();
reader.parse( str_result , json_result );
} catch ( exception &e ) {
BinaCPP_logger::write_log( "<BinaCPP::get_depth> Error ! %s", e.what() );
}
BinaCPP_logger::write_log( "<BinaCPP::get_depth> Done." ) ;
} else {
BinaCPP_logger::write_log( "<BinaCPP::get_depth> Failed to get anything." ) ;
}
}
//--------------------
// Get Aggregated Trades list
/*
GET /api/v1/aggTrades
Name Type Mandatory Description
symbol STRING YES
fromId LONG NO ID to get aggregate trades from INCLUSIVE.
startTime LONG NO Timestamp in ms to get aggregate trades from INCLUSIVE.
endTime LONG NO Timestamp in ms to get aggregate trades until INCLUSIVE.
limit INT NO Default 500; max 500.
*/
void
BinaCPP::get_aggTrades(
const char *symbol,
int fromId,
time_t startTime,
time_t endTime,
int limit,
Json::Value &json_result
)
{
BinaCPP_logger::write_log( "<BinaCPP::get_aggTrades>" ) ;
string url(BINANCE_HOST);
url += "/api/v1/aggTrades?";
string querystring("symbol=");
querystring.append( symbol );
if ( startTime != 0 && endTime != 0 ) {
querystring.append("&startTime=");
querystring.append( to_string( startTime ) );
querystring.append("&endTime=");
querystring.append( to_string( endTime ) );
} else {
querystring.append("&fromId=");
querystring.append( to_string( fromId ) );
querystring.append("&limit=");
querystring.append( to_string( limit ) );
}
url.append( querystring );
BinaCPP_logger::write_log( "<BinaCPP::get_aggTrades> url = |%s|" , url.c_str() ) ;
string str_result;
curl_api( url, str_result ) ;
if ( str_result.size() > 0 ) {
try {
Json::Reader reader;
json_result.clear();
reader.parse( str_result , json_result );
} catch ( exception &e ) {
BinaCPP_logger::write_log( "<BinaCPP::get_aggTrades> Error ! %s", e.what() );
}
BinaCPP_logger::write_log( "<BinaCPP::get_aggTrades> Done." ) ;
} else {
BinaCPP_logger::write_log( "<BinaCPP::get_aggTrades> Failed to get anything." ) ;
}
}
//--------------------
// Get 24hr ticker price change statistics
/*
Name Type Mandatory Description
symbol STRING YES
*/
void
BinaCPP::get_24hr( const char *symbol, Json::Value &json_result )
{
BinaCPP_logger::write_log( "<BinaCPP::get_24hr>" ) ;
string url(BINANCE_HOST);
url += "/api/v1/ticker/24hr?";
string querystring("symbol=");
querystring.append( symbol );
url.append( querystring );
BinaCPP_logger::write_log( "<BinaCPP::get_24hr> url = |%s|" , url.c_str() ) ;
string str_result;
curl_api( url, str_result ) ;
if ( str_result.size() > 0 ) {
try {
Json::Reader reader;
json_result.clear();
reader.parse( str_result , json_result );
} catch ( exception &e ) {
BinaCPP_logger::write_log( "<BinaCPP::get_24hr> Error ! %s", e.what() );
}
BinaCPP_logger::write_log( "<BinaCPP::get_24hr> Done." ) ;
} else {
BinaCPP_logger::write_log( "<BinaCPP::get_24hr> Failed to get anything." ) ;
}
}
//-----------------
/*
Get KLines( Candle stick / OHLC )
GET /api/v1/klines
Name Type Mandatory Description
symbol STRING YES
interval ENUM YES
limit INT NO Default 500; max 500.
startTime LONG NO
endTime LONG NO
*/
void
BinaCPP::get_klines(
const char *symbol,
const char *interval,
int limit,
time_t startTime,
time_t endTime,
Json::Value &json_result )
{
BinaCPP_logger::write_log( "<BinaCPP::get_klines>" ) ;
string url(BINANCE_HOST);
url += "/api/v1/klines?";
string querystring("symbol=");
querystring.append( symbol );
querystring.append( "&interval=" );
querystring.append( interval );
if ( startTime > 0 && endTime > 0 ) {
querystring.append("&startTime=");
querystring.append( to_string( startTime ) );
querystring.append("&endTime=");
querystring.append( to_string( endTime ) );
} else if ( limit > 0 ) {
querystring.append("&limit=");
querystring.append( to_string( limit ) );
}
url.append( querystring );
BinaCPP_logger::write_log( "<BinaCPP::get_klines> url = |%s|" , url.c_str() ) ;
string str_result;
curl_api( url, str_result ) ;
if ( str_result.size() > 0 ) {
try {
Json::Reader reader;
json_result.clear();
reader.parse( str_result , json_result );
} catch ( exception &e ) {
BinaCPP_logger::write_log( "<BinaCPP::get_klines> Error ! %s", e.what() );
}
BinaCPP_logger::write_log( "<BinaCPP::get_klines> Done." ) ;
} else {
BinaCPP_logger::write_log( "<BinaCPP::get_klines> Failed to get anything." ) ;
}
}
//--------------------
// Get current account information. (SIGNED)
/*
GET /api/v3/account
Parameters:
Name Type Mandatory Description
recvWindow LONG NO
timestamp LONG YES
*/
void
BinaCPP::get_account( long recvWindow, Json::Value &json_result )
{
BinaCPP_logger::write_log( "<BinaCPP::get_account>" ) ;
if ( api_key.size() == 0 || secret_key.size() == 0 ) {
BinaCPP_logger::write_log( "<BinaCPP::get_account> API Key and Secret Key has not been set." ) ;
return ;
}
string url(BINANCE_HOST);
url += "/api/v3/account?";
string action = "GET";
string querystring("timestamp=");
querystring.append( to_string( get_current_ms_epoch() ) );
if ( recvWindow > 0 ) {
querystring.append("&recvWindow=");
querystring.append( to_string( recvWindow ) );
}
string signature = hmac_sha256( secret_key.c_str() , querystring.c_str() );
querystring.append( "&signature=");
querystring.append( signature );
url.append( querystring );
vector <string> extra_http_header;
string header_chunk("X-MBX-APIKEY: ");
header_chunk.append( api_key );
extra_http_header.push_back(header_chunk);
BinaCPP_logger::write_log( "<BinaCPP::get_account> url = |%s|" , url.c_str() ) ;
string post_data = "";
string str_result;
curl_api_with_header( url, str_result , extra_http_header , post_data , action ) ;
if ( str_result.size() > 0 ) {
try {
Json::Reader reader;
json_result.clear();
reader.parse( str_result , json_result );
} catch ( exception &e ) {
BinaCPP_logger::write_log( "<BinaCPP::get_account> Error ! %s", e.what() );
}
BinaCPP_logger::write_log( "<BinaCPP::get_account> Done." ) ;
} else {
BinaCPP_logger::write_log( "<BinaCPP::get_account> Failed to get anything." ) ;
}
BinaCPP_logger::write_log( "<BinaCPP::get_account> Done.\n" ) ;
}
//--------------------
// Get trades for a specific account and symbol. (SIGNED)
/*
GET /api/v3/myTrades
Name Type Mandatory Description
symbol STRING YES
limit INT NO Default 500; max 500.
fromId LONG NO TradeId to fetch from. Default gets most recent trades.
recvWindow LONG NO
timestamp LONG YES
*/
void
BinaCPP::get_myTrades(
const char *symbol,
int limit,
long fromId,
long recvWindow,
Json::Value &json_result )
{
BinaCPP_logger::write_log( "<BinaCPP::get_myTrades>" ) ;
if ( api_key.size() == 0 || secret_key.size() == 0 ) {
BinaCPP_logger::write_log( "<BinaCPP::get_myTrades> API Key and Secret Key has not been set." ) ;
return ;
}
string url(BINANCE_HOST);
url += "/api/v3/myTrades?";
string querystring("symbol=");
querystring.append( symbol );
if ( limit > 0 ) {
querystring.append("&limit=");
querystring.append( to_string( limit ) );
}
if ( fromId > 0 ) {
querystring.append("&fromId=");
querystring.append( to_string( fromId ) );
}
if ( recvWindow > 0 ) {
querystring.append("&recvWindow=");
querystring.append( to_string( recvWindow ) );
}
querystring.append("×tamp=");
querystring.append( to_string( get_current_ms_epoch() ) );
string signature = hmac_sha256( secret_key.c_str() , querystring.c_str() );
querystring.append( "&signature=");
querystring.append( signature );
url.append( querystring );
vector <string> extra_http_header;
string header_chunk("X-MBX-APIKEY: ");
header_chunk.append( api_key );
extra_http_header.push_back(header_chunk);
BinaCPP_logger::write_log( "<BinaCPP::get_myTrades> url = |%s|" , url.c_str() ) ;
string action = "GET";
string post_data = "";
string str_result;
curl_api_with_header( url, str_result , extra_http_header , post_data , action ) ;
if ( str_result.size() > 0 ) {
try {
Json::Reader reader;
json_result.clear();
reader.parse( str_result , json_result );
} catch ( exception &e ) {
BinaCPP_logger::write_log( "<BinaCPP::get_myTrades> Error ! %s", e.what() );
}
BinaCPP_logger::write_log( "<BinaCPP::get_myTrades> Done." ) ;
} else {
BinaCPP_logger::write_log( "<BinaCPP::get_myTrades> Failed to get anything." ) ;
}
BinaCPP_logger::write_log( "<BinaCPP::get_myTrades> Done.\n" ) ;
}
//--------------------
// Open Orders (SIGNED)
/*
GET /api/v3/openOrders
Name Type Mandatory Description
symbol STRING YES
recvWindow LONG NO
timestamp LONG YES
*/
void
BinaCPP::get_openOrders(
const char *symbol,
long recvWindow,
Json::Value &json_result
)
{
BinaCPP_logger::write_log( "<BinaCPP::get_openOrders>" ) ;
if ( api_key.size() == 0 || secret_key.size() == 0 ) {
BinaCPP_logger::write_log( "<BinaCPP::get_openOrders> API Key and Secret Key has not been set." ) ;
return ;
}
string url(BINANCE_HOST);
url += "/api/v3/openOrders?";
string querystring("symbol=");
querystring.append( symbol );
if ( recvWindow > 0 ) {
querystring.append("&recvWindow=");
querystring.append( to_string( recvWindow) );
}
querystring.append("×tamp=");
querystring.append( to_string( get_current_ms_epoch() ) );
string signature = hmac_sha256( secret_key.c_str(), querystring.c_str() );
querystring.append( "&signature=");
querystring.append( signature );
url.append( querystring );
vector <string> extra_http_header;
string header_chunk("X-MBX-APIKEY: ");
header_chunk.append( api_key );
extra_http_header.push_back(header_chunk);
string action = "GET";
string post_data ="";
BinaCPP_logger::write_log( "<BinaCPP::get_openOrders> url = |%s|" , url.c_str() ) ;
string str_result;
curl_api_with_header( url, str_result , extra_http_header, post_data , action ) ;
if ( str_result.size() > 0 ) {
try {
Json::Reader reader;
json_result.clear();
reader.parse( str_result , json_result );
} catch ( exception &e ) {
BinaCPP_logger::write_log( "<BinaCPP::get_openOrders> Error ! %s", e.what() );
}
BinaCPP_logger::write_log( "<BinaCPP::get_openOrders> Done." ) ;
} else {
BinaCPP_logger::write_log( "<BinaCPP::get_openOrders> Failed to get anything." ) ;
}
BinaCPP_logger::write_log( "<BinaCPP::get_openOrders> Done.\n" ) ;
}
//--------------------
// All Orders (SIGNED)
/*
GET /api/v3/allOrders
Name Type Mandatory Description
symbol STRING YES
orderId LONG NO
limit INT NO Default 500; max 500.
recvWindow LONG NO
timestamp LONG YES
*/
void
BinaCPP::get_allOrders(
const char *symbol,
long orderId,
int limit,
long recvWindow,
Json::Value &json_result
)
{
BinaCPP_logger::write_log( "<BinaCPP::get_allOrders>" ) ;
if ( api_key.size() == 0 || secret_key.size() == 0 ) {
BinaCPP_logger::write_log( "<BinaCPP::get_allOrders> API Key and Secret Key has not been set." ) ;
return ;
}
string url(BINANCE_HOST);
url += "/api/v3/allOrders?";
string querystring("symbol=");
querystring.append( symbol );
if ( orderId > 0 ) {
querystring.append("&orderId=");
querystring.append( to_string( orderId ) );
}
if ( limit > 0 ) {
querystring.append("&limit=");
querystring.append( to_string( limit ) );
}
if ( recvWindow > 0 ) {
querystring.append("&recvWindow=");
querystring.append( to_string( recvWindow ) );
}
querystring.append("×tamp=");
querystring.append( to_string( get_current_ms_epoch() ) );
string signature = hmac_sha256( secret_key.c_str(), querystring.c_str() );
querystring.append( "&signature=");
querystring.append( signature );
url.append( querystring );
vector <string> extra_http_header;
string header_chunk("X-MBX-APIKEY: ");
header_chunk.append( api_key );
extra_http_header.push_back(header_chunk);
string action = "GET";
string post_data ="";
BinaCPP_logger::write_log( "<BinaCPP::get_allOrders> url = |%s|" , url.c_str() ) ;
string str_result;
curl_api_with_header( url, str_result , extra_http_header, post_data , action ) ;
if ( str_result.size() > 0 ) {
try {
Json::Reader reader;
json_result.clear();
reader.parse( str_result , json_result );
} catch ( exception &e ) {
BinaCPP_logger::write_log( "<BinaCPP::get_allOrders> Error ! %s", e.what() );
}
BinaCPP_logger::write_log( "<BinaCPP::get_allOrders> Done." ) ;
} else {
BinaCPP_logger::write_log( "<BinaCPP::get_allOrders> Failed to get anything." ) ;
}
BinaCPP_logger::write_log( "<BinaCPP::get_allOrders> Done.\n" ) ;
}
//------------
/*
send order (SIGNED)
POST /api/v3/order
Name Type Mandatory Description
symbol STRING YES
side ENUM YES
type ENUM YES
timeInForce ENUM YES
quantity DECIMAL YES
price DECIMAL YES
newClientOrderId STRING NO A unique id for the order. Automatically generated by default.
stopPrice DECIMAL NO Used with STOP orders
icebergQty DECIMAL NO Used with icebergOrders
recvWindow LONG NO
timestamp LONG YES
*/
void
BinaCPP::send_order(
const char *symbol,
const char *side,
const char *type,
const char *timeInForce,
double quantity,
double price,
const char *newClientOrderId,
double stopPrice,
double icebergQty,
long recvWindow,
Json::Value &json_result )
{
BinaCPP_logger::write_log( "<BinaCPP::send_order>" ) ;
if ( api_key.size() == 0 || secret_key.size() == 0 ) {
BinaCPP_logger::write_log( "<BinaCPP::send_order> API Key and Secret Key has not been set." ) ;
return ;
}
string url(BINANCE_HOST);
url += "/api/v3/order?";
string action = "POST";
string post_data("symbol=");
post_data.append( symbol );
post_data.append("&side=");
post_data.append( side );
post_data.append("&type=");
post_data.append( type );
if(strcmp(type, "MARKET"))//type != MARKET
{
post_data.append("&timeInForce=");
post_data.append( timeInForce );
post_data.append("&price=");
post_data.append( to_string( price) );
}
post_data.append("&quantity=");
post_data.append( to_string( quantity) );
if ( strlen( newClientOrderId ) > 0 ) {
post_data.append("&newClientOrderId=");
post_data.append( newClientOrderId );
}
if ( stopPrice > 0.0 ) {
post_data.append("&stopPrice=");
post_data.append( to_string( stopPrice ) );
}
if ( icebergQty > 0.0 ) {
post_data.append("&icebergQty=");
post_data.append( to_string( icebergQty ) );
}
if ( recvWindow > 0 ) {
post_data.append("&recvWindow=");
post_data.append( to_string( recvWindow) );
}
post_data.append("×tamp=");
post_data.append( to_string( get_current_ms_epoch() ) );
string signature = hmac_sha256( secret_key.c_str(), post_data.c_str() );
post_data.append( "&signature=");
post_data.append( signature );
vector <string> extra_http_header;
string header_chunk("X-MBX-APIKEY: ");
header_chunk.append( api_key );
extra_http_header.push_back(header_chunk);
BinaCPP_logger::write_log( "<BinaCPP::send_order> url = |%s|, post_data = |%s|" , url.c_str(), post_data.c_str() ) ;
string str_result;
curl_api_with_header( url, str_result , extra_http_header, post_data, action ) ;
if ( str_result.size() > 0 ) {
try {
Json::Reader reader;
json_result.clear();
reader.parse( str_result , json_result );
} catch ( exception &e ) {
BinaCPP_logger::write_log( "<BinaCPP::send_order> Error ! %s", e.what() );
}
BinaCPP_logger::write_log( "<BinaCPP::send_order> Done." ) ;