Merge pull request #441 from crypto-chassis/dev

dev: add a few missing fields for binance GET_INSTRUMENTS
crypto-chassis · Oct 20, 2023 · 96ac149 · 96ac149
2 parents 7c45df3 + 62813f9
commit 96ac149
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Showing 3 changed files with 11 additions and 0 deletions.
diff --git a/include/ccapi_cpp/ccapi_macro.h b/include/ccapi_cpp/ccapi_macro.h
@@ -265,6 +265,9 @@
 #ifndef CCAPI_ORDER_QUANTITY_MIN
 #define CCAPI_ORDER_QUANTITY_MIN "QUANTITY_MIN"
 #endif
+#ifndef CCAPI_ORDER_QUANTITY_MAX
+#define CCAPI_ORDER_QUANTITY_MAX "QUANTITY_MAX"
+#endif
 #ifndef CCAPI_ORDER_PRICE_TIMES_QUANTITY_MIN
 #define CCAPI_ORDER_PRICE_TIMES_QUANTITY_MIN "PRICE_TIMES_QUANTITY_MIN"
 #endif
@@ -538,6 +541,9 @@
 #ifndef CCAPI_EM_POSITION_LEVERAGE
 #define CCAPI_EM_POSITION_LEVERAGE "LEVERAGE"
 #endif
+#ifndef CCAPI_EM_UNREALIZED_PNL
+#define CCAPI_EM_UNREALIZED_PNL "UNREALIZED_PNL"
+#endif
 #ifndef CCAPI_HTTP_STATUS_CODE
 #define CCAPI_HTTP_STATUS_CODE "HTTP_STATUS_CODE"
 #endif

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_binance_derivatives_base.h b/include/ccapi_cpp/service/ccapi_execution_management_service_binance_derivatives_base.h
@@ -45,6 +45,7 @@ class ExecutionManagementServiceBinanceDerivativesBase : public ExecutionManagem
           element.insert(CCAPI_EM_POSITION_QUANTITY, positionAmt);
           element.insert(CCAPI_EM_POSITION_ENTRY_PRICE, x["entryPrice"].GetString());
           element.insert(CCAPI_EM_POSITION_LEVERAGE, x["leverage"].GetString());
+          element.insert(CCAPI_EM_UNREALIZED_PNL, x["unrealizedProfit"].GetString());
           elementList.emplace_back(std::move(element));
         }
       } break;

diff --git a/include/ccapi_cpp/service/ccapi_market_data_service_binance_derivatives_base.h b/include/ccapi_cpp/service/ccapi_market_data_service_binance_derivatives_base.h
@@ -45,6 +45,9 @@ class MarketDataServiceBinanceDerivativesBase : public MarketDataServiceBinanceB
     }
   }
   void extractInstrumentInfo(Element& element, const rj::Value& x) {
+    element.insert(CCAPI_INSTRUMENT, x["symbol"].GetString());
+    element.insert(CCAPI_BASE_ASSET, x["baseAsset"].GetString());
+    element.insert(CCAPI_QUOTE_ASSET, x["quoteAsset"].GetString());
     element.insert(CCAPI_INSTRUMENT, x["symbol"].GetString());
     element.insert(CCAPI_MARGIN_ASSET, x["marginAsset"].GetString());
     element.insert(CCAPI_UNDERLYING_SYMBOL, x["pair"].GetString());
@@ -55,6 +58,7 @@ class MarketDataServiceBinanceDerivativesBase : public MarketDataServiceBinanceB
       } else if (filterType == "LOT_SIZE") {
         element.insert(CCAPI_ORDER_QUANTITY_INCREMENT, y["stepSize"].GetString());
         element.insert(CCAPI_ORDER_QUANTITY_MIN, y["minQty"].GetString());
+        element.insert(CCAPI_ORDER_QUANTITY_MAX, y["maxQty"].GetString());
       } else if (filterType == "MIN_NOTIONAL") {
         element.insert(CCAPI_ORDER_PRICE_TIMES_QUANTITY_MIN, y["notional"].GetString());
       }