forked from thrasher-corp/gocryptotrader
-
Notifications
You must be signed in to change notification settings - Fork 1
/
binance_custom.go
1294 lines (1132 loc) · 49.3 KB
/
binance_custom.go
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
package binance
import (
"context"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
exchange "github.com/idoall/gocryptotrader/exchanges"
"github.com/idoall/gocryptotrader/exchanges/asset"
"github.com/idoall/gocryptotrader/exchanges/request"
)
// GetContractBalance 获取合约余额
// [uFuture]UAccountBalanceV2 [cFuture]GetFuturesAccountBalance
// func (b *Binance) GetContractBalance(assetType asset.Item) ([]*ContractBalanceResponse, error) {
// var path string
// if assetType == asset.Future { // U本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", futureApiURL, binanceFutureRESTBasePath, binanceAPIVersion, biananceContractbalance)
// } else if assetType == asset.PerpetualContract { // 币本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", perpetualApiURL, binancePerpetualRESTBasePath, binanceAPIVersion, biananceContractbalance)
// } else {
// return nil, fmt.Errorf("Error assetType")
// }
// // params := url.Values{}
// var resp []*ContractBalanceResponse
// var err error
// if err = b.SendAuthHTTPRequest(http.MethodGet, path, nil, limitOrder, &resp); err != nil {
// return nil, err
// }
// return resp, nil
// }
// Transfer 用户万向划转
func (b *Binance) Transfer(ctx context.Context, transferType TransferType, symbolBase string, amount float64) (tranId int64, err error) {
path := defaultTransfer
params := url.Values{}
params.Set("type", string(transferType))
params.Set("asset", symbolBase)
params.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
type response struct {
TranId int64
}
var resp response
if err = b.SendAuthHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, path, params, spotDefaultRate, &resp); err != nil {
return 0, err
}
return resp.TranId, err
}
// GetContractTradeFee 获取合约手续费
func (b *Binance) GetContractTradeFee(ctx context.Context, assetType asset.Item, symbol string) (*ContractTradeFeeResponse, error) {
var path string
var ePath exchange.URL
var f request.EndpointLimit
if assetType == asset.USDTMarginedFutures { // U本位合约
path = ufuturesTradeFree
ePath = exchange.RestUSDTMargined
f = uFuturesDefaultRate
} else if assetType == asset.CoinMarginedFutures { // 币本位合约
path = cfuturesTradeFree
ePath = exchange.RestCoinMargined
f = cFuturesDefaultRate
} else {
return nil, fmt.Errorf("Error assetType")
}
params := url.Values{}
params.Set("symbol", symbol)
var resp ContractTradeFeeResponse
var err error
if err = b.SendAuthHTTPRequest(ctx, ePath, http.MethodGet, path, params, f, &resp); err != nil {
return nil, err
}
return &resp, nil
}
// GetSpotTradeFee 查询现货手续费 (USER_DATA)
func (b *Binance) GetSpotTradeFee(ctx context.Context, symbol string) ([]SpotTradeFeeResponse, error) {
params := url.Values{}
if symbol != "" {
params.Set("symbol", symbol)
}
var resp []SpotTradeFeeResponse
if err := b.SendAuthHTTPRequest(ctx,
exchange.RestSpotSupplementary,
http.MethodGet, spotTradeFee,
params, spotDefaultRate,
&resp); err != nil {
return resp, err
}
return resp, nil
}
// DualQuery 查询持仓模式(USER_DATA)
// "true": 双向持仓模式；"false": 单向持仓模式
func (b *Binance) DualQuery(ctx context.Context, assetType asset.Item) (flag bool, err error) {
var path string
var ePath exchange.URL
var f request.EndpointLimit
if assetType == asset.USDTMarginedFutures { // U本位合约
path = ufuturesDualQuery
ePath = exchange.RestUSDTMargined
f = uFuturesDefaultRate
} else if assetType == asset.CoinMarginedFutures { // 币本位合约
path = cfuturesDualQuery
ePath = exchange.RestCoinMargined
f = cFuturesDefaultRate
} else {
return false, fmt.Errorf("Error assetType")
}
type response struct {
DualSidePosition bool `json:'dualSidePosition'`
}
var resp response
if err = b.SendAuthHTTPRequest(ctx, ePath, http.MethodGet, path, url.Values{}, f, &resp); err != nil {
return false, err
}
return resp.DualSidePosition, err
}
// Dual 更改持仓模式(TRADE)
// 变换用户在 所有symbol 合约上的持仓模式：双向持仓或单向持仓。"true": 双向持仓模式；"false": 单向持仓模式
func (b *Binance) Dual(ctx context.Context, assetType asset.Item, dualSide bool) (flag bool, err error) {
params := url.Values{}
if dualSide {
params.Set("dualSidePosition", "true")
} else {
params.Set("dualSidePosition", "false")
}
var path string
var ePath exchange.URL
var f request.EndpointLimit
if assetType == asset.USDTMarginedFutures { // U本位合约
path = ufuturesDualQuery
ePath = exchange.RestUSDTMargined
f = uFuturesDefaultRate
} else if assetType == asset.CoinMarginedFutures { // 币本位合约
path = cfuturesDualQuery
ePath = exchange.RestCoinMargined
f = cFuturesDefaultRate
} else {
return false, fmt.Errorf("Error assetType")
}
type response struct {
Code int `json:"code"`
Msg string `json:"msg"`
}
var resp response
err = b.SendAuthHTTPRequest(ctx, ePath, http.MethodPost, path, params, f, &resp)
if strings.Index(err.Error(), "{\"code\":-4059,\"msg\":\"No need to change position side.\"}") != -1 {
return true, nil
} else if !strings.EqualFold(err.Error(), "success") {
return false, err
}
return true, nil
}
// Ping 测试服务器连通性
func (b *Binance) Ping(ctx context.Context, assetType asset.Item) (ping bool, err error) {
var path string
var ePath exchange.URL
var f request.EndpointLimit
if assetType == asset.Spot {
path = spotPingServer
ePath = exchange.RestSpot
f = spotDefaultRate
} else if assetType == asset.USDTMarginedFutures { // U本位合约
path = ufuturesPingServer
ePath = exchange.RestUSDTMargined
f = uFuturesDefaultRate
} else if assetType == asset.CoinMarginedFutures { // 币本位合约
path = cfuturesPingServer
ePath = exchange.RestCoinMargined
f = cFuturesDefaultRate
} else {
return false, fmt.Errorf("Error assetType")
}
if err = b.SendHTTPRequest(ctx, ePath, path, f, nil); err != nil {
return false, err
}
return true, nil
}
// GetPrice 最新价格------> [Spot]GetLatestSpotPrice [uFuture]USymbolPriceTicker [cFuture]GetFuturesSymbolPriceTicker
// func (b *Binance) GetPrice(assetType asset.Item, pair currency.Pair) (price float64, err error) {
// params := url.Values{}
// type response struct {
// Symbol string `json:"symbol"`
// Price string `json:"price"`
// }
// var resp response
// var path string
// if assetType == asset.Spot { // 现货
// params.Set("symbol", pair.Base.String()+pair.Quote.String())
// path = fmt.Sprintf("%s/%s/v%s/ticker/%s?%s", b.API.Endpoints.URL, binanceSpotRESTBasePath, binanceAPIVersion3, binancePrice, params.Encode())
// if err = b.SendHTTPRequest(path, limitDefault, &resp); err != nil {
// return price, err
// }
// if price, err = strconv.ParseFloat(resp.Price, 64); err != nil {
// return price, err
// }
// return price, nil
// } else if assetType == asset.Future { // U本位合约
// params.Set("symbol", pair.String())
// path = fmt.Sprintf("%s/%s/v%s/ticker/%s?%s", futureApiURL, binanceFutureRESTBasePath, binanceAPIVersion, binancePrice, params.Encode())
// if err = b.SendHTTPRequest(path, limitDefault, &resp); err != nil {
// return price, err
// }
// if price, err = strconv.ParseFloat(resp.Price, 64); err != nil {
// return price, err
// }
// return price, nil
// } else if assetType == asset.PerpetualContract { // 币本位合约
// type response struct {
// Symbol string `json:"symbol"`
// Pair string `json:"ps"`
// Price string `json:"price"`
// Time int64 `json:"time"`
// }
// var resp []response
// params.Set("symbol", pair.String())
// path = fmt.Sprintf("%s/%s/v%s/ticker/%s?%s", perpetualApiURL, binancePerpetualRESTBasePath, binanceAPIVersion, binancePrice, params.Encode())
// if err = b.SendHTTPRequest(path, limitDefault, &resp); err != nil {
// return price, err
// }
// if price, err = strconv.ParseFloat(resp[0].Price, 64); err != nil {
// return price, err
// }
// return price, nil
// } else {
// return price, fmt.Errorf("Error assetType")
// }
// }
// SpotSubmitOrder submits a new order 可以用 SubmitOrder 替代
// func (b *Binance) SpotSubmitOrder(ctx context.Context,s *SpotSubmit) (order.SubmitResponse, error) {
// var submitOrderResponse order.SubmitResponse
// var sideType string
// if s.Side == order.Buy {
// sideType = order.Buy.String()
// } else {
// sideType = order.Sell.String()
// }
// timeInForce := s.TimeInForce
// var requestParamsOrderType RequestParamsOrderType
// switch s.Type {
// case order.Market:
// timeInForce = ""
// requestParamsOrderType = BinanceRequestParamsOrderMarket
// case order.Limit:
// requestParamsOrderType = BinanceRequestParamsOrderLimit
// default:
// submitOrderResponse.IsOrderPlaced = false
// return submitOrderResponse, errors.New("unsupported order type")
// }
// // fPair, err := b.FormatExchangeCurrency(s.Symbol, s.AssetType)
// // if err != nil {
// // return submitOrderResponse, err
// // }
// var orderRequest = NewOrderRequest{
// Symbol: s.Symbol,
// Side: sideType,
// Price: s.Price,
// Quantity: s.Quantity,
// QuoteOrderQty: s.QuoteOrderQty,
// TradeType: requestParamsOrderType,
// TimeInForce: timeInForce,
// NewClientOrderID: s.NewClientOrderId,
// StopPrice: s.StopPrice,
// IcebergQty: s.IcebergQty,
// }
// response, err := b.NewOrder(&orderRequest)
// if err != nil {
// return submitOrderResponse, err
// }
// if response.OrderID > 0 {
// submitOrderResponse.OrderID = strconv.FormatInt(response.OrderID, 10)
// }
// if response.ExecutedQty == response.OrigQty {
// submitOrderResponse.FullyMatched = true
// }
// submitOrderResponse.IsOrderPlaced = true
// for i := range response.Fills {
// submitOrderResponse.Trades = append(submitOrderResponse.Trades, order.TradeHistory{
// Price: response.Fills[i].Price,
// Amount: response.Fills[i].Qty,
// Fee: response.Fills[i].Commission,
// FeeAsset: response.Fills[i].CommissionAsset,
// })
// }
// return submitOrderResponse, nil
// }
// ExchangeInfo returns exchange information. Check binance_types for more
// information spot[GetExchangeInfo] ufuture[UExchangeInfo] cfuture[FuturesExchangeInfo]
// func (b *Binance) ExchangeInfo(assetType asset.Item) (ExchangeInfo, error) {
// var resp ExchangeInfo
// var path string
// if assetType == asset.Future { // U本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", futureApiURL, binanceFutureRESTBasePath, binanceAPIVersion, binanceContractExchangeInfo)
// } else if assetType == asset.PerpetualContract { // 币本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", perpetualApiURL, binancePerpetualRESTBasePath, binanceAPIVersion, binanceContractExchangeInfo)
// } else {
// return resp, fmt.Errorf("Error assetType")
// }
// return resp, b.SendHTTPRequest(path, limitDefault, &resp)
// }
// Account 账户信息V2 (USER_DATA)
// [spot]GetAccount ufuture[UAccountInformationV2] [cfuture]GetFuturesAccountInfo
// func (b *Binance) Account(assetType asset.Item) (*AccountInfoFuture, error) {
// params := url.Values{}
// var resp AccountInfoFuture
// var err error
// var path string
// if assetType == asset.Future { // U本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", futureApiURL, binanceFutureRESTBasePath, binanceAPIVersion2, binanceContractAccount)
// } else if assetType == asset.PerpetualContract { // 币本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", perpetualApiURL, binancePerpetualRESTBasePath, binanceAPIVersion, binanceContractAccount)
// } else {
// return &resp, fmt.Errorf("Error assetType")
// }
// if err = b.SendAuthHTTPRequest(http.MethodGet, path, params, limitOrder, &resp); err != nil {
// return nil, err
// }
// return &resp, nil
// }
// ADLQuantile 持仓ADL队列估算
// [ufuture]UPositionsADLEstimate [cfuture]FuturesPositionsADLEstimate
// func (b *Binance) ADLQuantile(assetType asset.Item, symbol currency.Pair) (*AdlQuantileResponse, error) {
// var result *AdlQuantileResponse
// var path string
// if assetType == asset.Future { // U本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", futureApiURL, binanceFutureRESTBasePath, binanceAPIVersion, binanceContractAdlQuantile)
// } else if assetType == asset.PerpetualContract { // 币本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", perpetualApiURL, binancePerpetualRESTBasePath, binanceAPIVersion, binanceContractAdlQuantile)
// } else {
// return result, fmt.Errorf("Error assetType")
// }
// params := url.Values{}
// params.Set("symbol", symbol.String())
// var resp interface{}
// var err error
// if err = b.SendAuthHTTPRequest(http.MethodGet, path, params, limitOrder, &resp); err != nil {
// return result, err
// }
// p := &AdlQuantileResponse{}
// mapObj := resp.(map[string]interface{})
// if mapObj["symbol"] == nil {
// return nil, nil
// }
// p.Symbol = mapObj["symbol"].(string)
// adlObj := mapObj["adlQuantile"].(map[string]interface{})
// p.AdlQuantile.LONG = adlObj["LONG"].(float64)
// p.AdlQuantile.SHORT = adlObj["SHORT"].(float64)
// if adlObj["HEDGE"] != nil {
// p.AdlQuantile.HEDGE = adlObj["HEDGE"].(float64)
// }
// if mapObj["BOTH"] != nil {
// p.AdlQuantile.BOTH = adlObj["BOTH"].(float64)
// }
// return p, nil
// }
// Income 获取账户损益资金流水
// [ufutures]UAccountIncomeHistory [cfutures]FuturesIncomeHistory
// func (b *Binance) Income(assetType asset.Item, req IncomeRequest) ([]IncomeResponse, error) {
// params := url.Values{}
// if req.Symbol != "" {
// params.Set("symbol", strings.ToUpper(req.Symbol))
// }
// if req.IncomeType != IncomeType_ALL {
// params.Set("incomeType", string(req.IncomeType))
// }
// if req.StartTime != 0 {
// params.Set("startTime", strconv.FormatInt(req.StartTime, 10))
// }
// if req.EndTime != 0 {
// params.Set("endTime", strconv.FormatInt(req.EndTime, 10))
// }
// if req.Limit != 0 {
// params.Set("limit", strconv.FormatInt(req.Limit, 10))
// }
// var result []IncomeResponse
// var resp []interface{}
// var err error
// var path string
// if assetType == asset.Future { // U本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", futureApiURL, binanceFutureRESTBasePath, binanceAPIVersion, binanceContractIncome)
// } else if assetType == asset.PerpetualContract { // 币本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", perpetualApiURL, binancePerpetualRESTBasePath, binanceAPIVersion, binanceContractIncome)
// } else {
// return result, fmt.Errorf("Error assetType")
// }
// if err = b.SendAuthHTTPRequest(http.MethodGet, path, params, limitOrder, &resp); err != nil {
// return result, err
// }
// for _, v := range resp {
// p := IncomeResponse{}
// mapObj := v.(map[string]interface{})
// p.Symbol = mapObj["symbol"].(string)
// p.IncomeType = IncomeType(mapObj["incomeType"].(string))
// if p.Income, err = strconv.ParseFloat(mapObj["income"].(string), 64); err != nil {
// return nil, err
// }
// p.Asset = mapObj["asset"].(string)
// p.Info = mapObj["info"].(string)
// p.Time = time.Unix(0, int64(mapObj["time"].(float64))*int64(time.Millisecond))
// if mapObj["tranId"] == nil {
// p.TranId = 0
// } else {
// p.TranId = int64(mapObj["tranId"].(float64))
// }
// if mapObj["tradeId"].(string) == "" {
// p.TradeId = 0
// } else {
// if p.TradeId, err = strconv.ParseInt(mapObj["tradeId"].(string), 10, 64); err != nil {
// return nil, err
// }
// }
// result = append(result, p)
// }
// return result, nil
// }
// Leverage 调整开仓杠杆
// [uFuture]UChangeInitialLeverageRequest [cFuture]FuturesChangeInitialLeverage
// func (b *Binance) Leverage(assetType asset.Item, symbol string, leverage int) (*FutureLeverageResponse, error) {
// params := url.Values{}
// params.Set("symbol", symbol)
// params.Set("leverage", strconv.FormatInt(int64(leverage), 10))
// var path string
// if assetType == asset.Future { // U本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", futureApiURL, binanceFutureRESTBasePath, binanceAPIVersion, binanceLeverage)
// } else if assetType == asset.PerpetualContract { // 币本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", perpetualApiURL, binancePerpetualRESTBasePath, binanceAPIVersion, binanceLeverage)
// } else {
// return nil, fmt.Errorf("Error assetType")
// }
// var resp interface{}
// err := b.SendAuthHTTPRequest(http.MethodPost, path, params, limitOrder, &resp)
// if err != nil {
// return nil, err
// }
// mapObj := resp.(map[string]interface{})
// result := &FutureLeverageResponse{}
// result.Symbol = mapObj["symbol"].(string)
// result.Leverage = int(mapObj["leverage"].(float64))
// if mapObj["maxNotionalValue"] != nil {
// if result.MaxNotionalValue, err = strconv.ParseInt(mapObj["maxNotionalValue"].(string), 10, 64); err != nil {
// return nil, err
// }
// }
// return result, err
// }
// OpenOrdersContract Current open orders. Get all open orders on a symbol.
// Careful when accessing this with no symbol: The number of requests counted against the rate limiter
// is significantly higher
// [uFuture]UAllAccountOpenOrders [cFuture]GetFuturesAllOpenOrders
// func (b *Binance) OpenOrdersContract(assetType asset.Item, symbol string) ([]FutureQueryOrderData, error) {
// type Response struct {
// AvgPrice float64 `json:"avgPrice,string"` // 平均成交价
// ClientOrderID string `json:"clientOrderId"` // 用户自定义的订单号
// CumQuote float64 `json:"cumQuote,string"` //成交金额
// ExecutedQty float64 `json:"executedQty,string"` //成交量
// OrderID int64 `json:"orderId"`
// OrigQty float64 `json:"origQty,string"` // 原始委托数量
// OrigType string `json:"origType"`
// Price float64 `json:"price,string"`
// ReduceOnly bool `json:"reduceOnly"` // 是否仅减仓
// Side order.Side `json:"side"`
// PositionSide PositionSide `json:"positionSide"` // 持仓方向
// Status order.Status `json:"status"`
// StopPrice float64 `json:"stopPrice,string"` // 触发价，对`TRAILING_STOP_MARKET`无效
// ClosePosition bool `json:"closePosition"` // 是否条件全平仓
// Symbol string `json:"symbol"`
// Time float64 `json:"time"` // 订单时间
// TimeInForce RequestParamsTimeForceType `json:"timeInForce"` // 有效方法
// Type string `json:"type"` //订单类型
// ActivatePrice float64 `json:"activatePrice,string"` // 跟踪止损激活价格, 仅`TRAILING_STOP_MARKET` 订单返回此字段
// PriceRate float64 `json:"priceRate,string"` // 跟踪止损回调比例, 仅`TRAILING_STOP_MARKET` 订单返回此字段
// UpdateTime int64 `json:"updateTime"`
// WorkingType WorkingType `json:"workingType"` // 条件价格触发类型
// PriceProtect bool `json:"priceProtect"` // 是否开启条件单触发保护
// }
// var respList []Response
// var result []FutureQueryOrderData
// var path string
// if assetType == asset.Future { // U本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", futureApiURL, binanceFutureRESTBasePath, binanceAPIVersion, binanceContractOpenOrders)
// } else if assetType == asset.PerpetualContract { // 币本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", perpetualApiURL, binancePerpetualRESTBasePath, binanceAPIVersion, binanceContractOpenOrders)
// } else {
// return nil, fmt.Errorf("Error assetType")
// }
// params := url.Values{}
// if symbol != "" {
// params.Set("symbol", strings.ToUpper(symbol))
// }
// if err := b.SendAuthHTTPRequest(http.MethodGet, path, params, openOrdersLimit(symbol), &respList); err != nil {
// return result, err
// }
// for _, resp := range respList {
// result = append(result, FutureQueryOrderData{
// AvgPrice: resp.AvgPrice,
// ClientOrderID: resp.ClientOrderID,
// CumQuote: resp.CumQuote,
// ExecutedQty: resp.ExecutedQty,
// OrderID: resp.OrderID,
// OrigQty: resp.OrigQty,
// OrigType: resp.OrigType,
// Price: resp.Price,
// ReduceOnly: resp.ReduceOnly,
// Side: resp.Side,
// PositionSide: resp.PositionSide,
// Status: resp.Status,
// StopPrice: resp.StopPrice,
// ClosePosition: resp.ClosePosition,
// Symbol: resp.Symbol,
// TimeInForce: resp.TimeInForce,
// Type: resp.Type,
// ActivatePrice: resp.ActivatePrice,
// PriceRate: resp.PriceRate,
// WorkingType: resp.WorkingType,
// PriceProtect: resp.PriceProtect,
// Time: time.Unix(0, int64(resp.Time)*int64(time.Millisecond)),
// UpdateTime: time.Unix(0, resp.UpdateTime*int64(time.Millisecond)),
// })
// }
// return result, nil
// }
// ForceOrders 用户强平单历史 (USER_DATA)
// [uFuture]UAccountForcedOrders [cFuture]FuturesForceOrders
// func (b *Binance) ForceOrders(assetType asset.Item, symbol string, startTime, endTime, limit int64) ([]FutureQueryOrderData, error) {
// type Response struct {
// OrderID int64 `json:"orderId"`
// Symbol string `json:"symbol"`
// Status order.Status `json:"status"`
// ClientOrderID string `json:"clientOrderId"` // 用户自定义的订单号
// Price float64 `json:"price,string"`
// AvgPrice float64 `json:"avgPrice,string"` // 平均成交价
// OrigQty float64 `json:"origQty,string"` // 原始委托数量
// ExecutedQty float64 `json:"executedQty,string"` //成交量
// CumQuote float64 `json:"cumQuote,string"` //成交金额
// TimeInForce RequestParamsTimeForceType `json:"timeInForce"` // 有效方法
// OrderType string `json:"origType"`
// ReduceOnly bool `json:"reduceOnly"` // 是否仅减仓
// ClosePosition bool `json:"closePosition"` // 是否条件全平仓
// Side order.Side `json:"side"`
// PositionSide PositionSide `json:"positionSide"` // 持仓方向
// StopPrice float64 `json:"stopPrice,string"` // 触发价，对`TRAILING_STOP_MARKET`无效
// WorkingType WorkingType `json:"workingType"` // 条件价格触发类型
// Time float64 `json:"time"` // 订单时间
// UpdateTime int64 `json:"updateTime"`
// }
// var respList []Response
// var result []FutureQueryOrderData
// var path string
// if assetType == asset.Future { // U本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", futureApiURL, binanceFutureRESTBasePath, binanceAPIVersion, binanceContractForceOrder)
// } else if assetType == asset.PerpetualContract { // 币本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", perpetualApiURL, binancePerpetualRESTBasePath, binanceAPIVersion, binanceContractForceOrder)
// } else {
// return nil, fmt.Errorf("Error assetType")
// }
// params := url.Values{}
// if symbol != "" {
// params.Set("symbol", strings.ToUpper(symbol))
// }
// if startTime != 0 {
// params.Set("startTime", strconv.FormatInt(startTime, 10))
// }
// if endTime != 0 {
// params.Set("endTime", strconv.FormatInt(startTime, 10))
// }
// if limit != 0 {
// params.Set("limit", strconv.FormatInt(limit, 10))
// }
// if err := b.SendAuthHTTPRequest(http.MethodGet, path, params, openOrdersLimit(symbol), &respList); err != nil {
// return result, err
// }
// for _, resp := range respList {
// result = append(result, FutureQueryOrderData{
// AvgPrice: resp.AvgPrice,
// ClientOrderID: resp.ClientOrderID,
// CumQuote: resp.CumQuote,
// ExecutedQty: resp.ExecutedQty,
// OrderID: resp.OrderID,
// OrigQty: resp.OrigQty,
// OrigType: resp.OrderType,
// Price: resp.Price,
// ReduceOnly: resp.ReduceOnly,
// Side: resp.Side,
// PositionSide: resp.PositionSide,
// Status: resp.Status,
// StopPrice: resp.StopPrice,
// ClosePosition: resp.ClosePosition,
// Symbol: resp.Symbol,
// TimeInForce: resp.TimeInForce,
// WorkingType: resp.WorkingType,
// Time: time.Unix(0, int64(resp.Time)*int64(time.Millisecond)),
// UpdateTime: time.Unix(0, resp.UpdateTime*int64(time.Millisecond)),
// })
// }
// return result, nil
// }
// // NewFutureOrder sends a new order to Binance
// func (b *Binance) NewOrderFuture(o *NewOrderContractRequest) (resp *FutureNewOrderResponse, err error) {
// if resp, err = b.newOrderFuture(o); err != nil {
// return resp, err
// }
// return resp, nil
// }
// NewOrderContract sends a new order to Binance
// [uFuture]SubmitOrder [cFuture]SubmitOrder
// func (b *Binance) NewOrderContract(assetType asset.Item, o *NewOrderContractRequest) (result *NewOrderContractResponse, err error) {
// var path string
// if assetType == asset.Future { // U本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", futureApiURL, binanceFutureRESTBasePath, binanceAPIVersion, binanceContractNewOrder)
// } else if assetType == asset.PerpetualContract { // 币本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", perpetualApiURL, binancePerpetualRESTBasePath, binanceAPIVersion, binanceContractNewOrder)
// } else {
// return nil, fmt.Errorf("Error assetType")
// }
// params := url.Values{}
// params.Set("symbol", o.Symbol)
// params.Set("side", string(o.Side))
// params.Set("type", string(o.Type))
// params.Set("positionSide", string(o.PositionSide))
// params.Set("quantity", strconv.FormatFloat(o.Quantity, 'f', -1, 64))
// if o.Type == BinanceRequestParamsOrderLimit {
// params.Set("price", strconv.FormatFloat(o.Price, 'f', -1, 64))
// }
// if o.TimeInForce != "" {
// params.Set("timeInForce", string(o.TimeInForce))
// }
// if o.NewClientOrderID != "" {
// params.Set("newClientOrderID", o.NewClientOrderID)
// }
// if o.StopPrice != 0 {
// params.Set("stopPrice", strconv.FormatFloat(o.StopPrice, 'f', -1, 64))
// }
// if o.NewOrderRespType != "" {
// params.Set("newOrderRespType", o.NewOrderRespType)
// }
// type Response struct {
// Symbol string `json:"symbol"` //交易对
// OrderID int64 `json:"orderId"`
// ClientOrderID string `json:"clientOrderId"`
// AvgPrice string `json:"avgPrice, string"` //平均成交价
// Price float64 `json:"price,string"` //委托价格
// OrigQty float64 `json:"origQty,string"` //原始委托数量
// CumQty float64 `json:"cumQty,string"`
// CumQuote float64 `json:"cumQuote,string"` //成交金额
// // The cumulative amount of the quote that has been spent (with a BUY order) or received (with a SELL order).
// ExecutedQty float64 `json:"executedQty,string"` //成交量
// Status order.Status `json:"status"` //订单状态
// TimeInForce RequestParamsTimeForceType `json:"timeInForce"` //有效方法
// Type order.Type `json:"type"` //订单类型
// Side order.Side `json:"side"` //买卖方向
// PositionSide string `json:"positionSide"` //持仓方向
// StopPrice string `json:"stopPrice"` //触发价，对`TRAILING_STOP_MARKET`无效
// ClosePosition bool `json:"closePosition"` //是否条件全平仓
// OrigType string `json:"origType"` //触发前订单类型
// ActivatePrice string `json:"activatePrice"` //跟踪止损激活价格, 仅`TRAILING_STOP_MARKET` 订单返回此字段
// PriceRate string `json:"priceRate"` //跟踪止损回调比例, 仅`TRAILING_STOP_MARKET` 订单返回此字段
// UpdateTime int64 `json:"updateTime"` // 更新时间
// WorkingType WorkingType `json:"workingType"` // 条件价格触发类型
// PriceProtect bool `json:"priceProtect"` // 是否开启条件单触发保护
// }
// var resp Response
// if err = b.SendAuthHTTPRequest(http.MethodPost, path, params, limitOrder, &resp); err != nil {
// return result, err
// }
// result = &NewOrderContractResponse{
// Symbol: resp.Symbol,
// OrderID: resp.OrderID,
// ClientOrderID: resp.ClientOrderID,
// Price: resp.Price,
// OrigQty: resp.OrigQty,
// CumQty: resp.CumQty,
// CumQuote: resp.CumQuote,
// ExecutedQty: resp.ExecutedQty,
// Status: resp.Status,
// TimeInForce: resp.TimeInForce,
// Type: resp.Type,
// Side: resp.Side,
// PositionSide: resp.PositionSide,
// StopPrice: resp.StopPrice,
// ClosePosition: resp.ClosePosition,
// OrigType: resp.OrigType,
// ActivatePrice: resp.ActivatePrice,
// PriceRate: resp.PriceRate,
// UpdateTime: time.Unix(0, resp.UpdateTime*int64(time.Millisecond)),
// }
// if result.AvgPrice, err = strconv.ParseFloat(resp.AvgPrice, 64); err != nil {
// return nil, err
// }
// return result, nil
// }
// QueryOrderContract returns information on a past order
// [uFuture]UGetOrderData [cFuture]FuturesGetOrderData
// func (b *Binance) QueryOrderContract(assetType asset.Item, symbol string, orderID int64, origClientOrderID string) (FutureQueryOrderData, error) {
// type Response struct {
// AvgPrice float64 `json:"avgPrice,string"` // 平均成交价
// ClientOrderID string `json:"clientOrderId"` // 用户自定义的订单号
// CumBase float64 `json:"cumBase,string"` //成交额(标的数量)
// CumQuote float64 `json:"cumQuote,string"` //成交金额
// ExecutedQty float64 `json:"executedQty,string"` //成交量
// OrderID int64 `json:"orderId"`
// OrigQty float64 `json:"origQty,string"` // 原始委托数量
// OrigType string `json:"origType"`
// Price float64 `json:"price,string"`
// ReduceOnly bool `json:"reduceOnly"` // 是否仅减仓
// Side order.Side `json:"side"`
// PositionSide PositionSide `json:"positionSide"` // 持仓方向
// Status order.Status `json:"status"`
// StopPrice float64 `json:"stopPrice,string"` // 触发价，对`TRAILING_STOP_MARKET`无效
// ClosePosition bool `json:"closePosition"` // 是否条件全平仓
// Symbol string `json:"symbol"`
// Time float64 `json:"time"` // 订单时间
// TimeInForce RequestParamsTimeForceType `json:"timeInForce"` // 有效方法
// Type string `json:"type"` //订单类型
// ActivatePrice float64 `json:"activatePrice,string"` // 跟踪止损激活价格, 仅`TRAILING_STOP_MARKET` 订单返回此字段
// PriceRate float64 `json:"priceRate,string"` // 跟踪止损回调比例, 仅`TRAILING_STOP_MARKET` 订单返回此字段
// UpdateTime int64 `json:"updateTime"`
// WorkingType WorkingType `json:"workingType"` // 条件价格触发类型
// PriceProtect bool `json:"priceProtect"` // 是否开启条件单触发保护
// }
// var resp Response
// var result FutureQueryOrderData
// var path string
// if assetType == asset.Future { // U本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", futureApiURL, binanceFutureRESTBasePath, binanceAPIVersion, binanceContractQueryOrder)
// } else if assetType == asset.PerpetualContract { // 币本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", perpetualApiURL, binancePerpetualRESTBasePath, binanceAPIVersion, binanceContractQueryOrder)
// } else {
// return result, fmt.Errorf("Error assetType")
// }
// params := url.Values{}
// params.Set("symbol", strings.ToUpper(symbol))
// if origClientOrderID != "" {
// params.Set("origClientOrderId", origClientOrderID)
// }
// if orderID != 0 {
// params.Set("orderId", strconv.FormatInt(orderID, 10))
// }
// if err := b.SendAuthHTTPRequest(http.MethodGet, path, params, limitOrder, &resp); err != nil {
// return result, err
// }
// result = FutureQueryOrderData{
// AvgPrice: resp.AvgPrice,
// ClientOrderID: resp.ClientOrderID,
// CumBase: resp.CumBase,
// CumQuote: resp.CumQuote,
// ExecutedQty: resp.ExecutedQty,
// OrderID: resp.OrderID,
// OrigQty: resp.OrigQty,
// OrigType: resp.OrigType,
// Price: resp.Price,
// ReduceOnly: resp.ReduceOnly,
// Side: resp.Side,
// PositionSide: resp.PositionSide,
// Status: resp.Status,
// StopPrice: resp.StopPrice,
// ClosePosition: resp.ClosePosition,
// Symbol: resp.Symbol,
// TimeInForce: resp.TimeInForce,
// Type: resp.Type,
// ActivatePrice: resp.ActivatePrice,
// PriceRate: resp.PriceRate,
// WorkingType: resp.WorkingType,
// PriceProtect: resp.PriceProtect,
// Time: time.Unix(0, int64(resp.Time)*int64(time.Millisecond)),
// UpdateTime: time.Unix(0, resp.UpdateTime*int64(time.Millisecond)),
// }
// return result, nil
// }
// CancelExistingOrderContract sends a cancel order to Binance
// 取消订单
// [uFuture]UCancelOrder [cFuture]FuturesCancelOrder
// func (b *Binance) CancelExistingOrderContract(assetType asset.Item, symbol string, orderID int64, origClientOrderID string) (CancelOrderResponse, error) {
// var resp CancelOrderResponse
// var path string
// if assetType == asset.Future { // U本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", futureApiURL, binanceFutureRESTBasePath, binanceAPIVersion, binanceCancelOrder)
// } else if assetType == asset.PerpetualContract { // 币本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s", perpetualApiURL, binancePerpetualRESTBasePath, binanceAPIVersion, binanceCancelOrder)
// } else {
// return resp, fmt.Errorf("Error assetType")
// }
// params := url.Values{}
// params.Set("symbol", symbol)
// if orderID != 0 {
// params.Set("orderId", strconv.FormatInt(orderID, 10))
// }
// if origClientOrderID != "" {
// params.Set("origClientOrderId", origClientOrderID)
// }
// return resp, b.SendAuthHTTPRequest(http.MethodDelete, path, params, limitOrder, &resp)
// }
// GetPremiumIndex 最新标记价格和资金费率
// [uFuture]UGetMarkPrice [cFuture]GetIndexAndMarkPrice
// func (b *Binance) GetPremiumIndex(assetType asset.Item, symbol currency.Pair) (*PreminuIndexResponse, error) {
// params := url.Values{}
// params.Set("symbol", symbol.String())
// var path string
// if assetType == asset.Future { // U本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s?%s", futureApiURL, binanceFutureRESTBasePath, binanceAPIVersion, binanceContractPreminuIndex, params.Encode())
// } else if assetType == asset.PerpetualContract { // 币本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s?%s", perpetualApiURL, binancePerpetualRESTBasePath, binanceAPIVersion, binanceContractPreminuIndex, params.Encode())
// } else {
// return nil, fmt.Errorf("Error assetType")
// }
// var resp interface{}
// var err error
// if err = b.SendHTTPRequest(path, limitDefault, &resp); err != nil {
// return nil, err
// }
// p := new(PreminuIndexResponse)
// if assetType == asset.Future {
// mapObj := resp.(map[string]interface{})
// if p.MarkPrice, err = strconv.ParseFloat(mapObj["markPrice"].(string), 64); err != nil {
// return nil, err
// }
// if p.IndexPrice, err = strconv.ParseFloat(mapObj["indexPrice"].(string), 64); err != nil {
// return nil, err
// }
// if p.LastFundingRate, err = strconv.ParseFloat(mapObj["lastFundingRate"].(string), 64); err != nil {
// return nil, err
// }
// if p.InterestRate, err = strconv.ParseFloat(mapObj["interestRate"].(string), 64); err != nil {
// return nil, err
// }
// p.NextFundingTime = time.Unix(0, int64(mapObj["nextFundingTime"].(float64))*int64(time.Millisecond))
// p.Time = time.Unix(0, int64(mapObj["time"].(float64))*int64(time.Millisecond))
// } else if assetType == asset.PerpetualContract {
// mapObjArr := resp.([]interface{})
// mapObj := mapObjArr[0].(map[string]interface{})
// if p.MarkPrice, err = strconv.ParseFloat(mapObj["markPrice"].(string), 64); err != nil {
// return nil, err
// }
// if p.IndexPrice, err = strconv.ParseFloat(mapObj["indexPrice"].(string), 64); err != nil {
// return nil, err
// }
// if p.LastFundingRate, err = strconv.ParseFloat(mapObj["lastFundingRate"].(string), 64); err != nil {
// return nil, err
// }
// if p.InterestRate, err = strconv.ParseFloat(mapObj["interestRate"].(string), 64); err != nil {
// return nil, err
// }
// p.NextFundingTime = time.Unix(0, int64(mapObj["nextFundingTime"].(float64))*int64(time.Millisecond))
// p.Time = time.Unix(0, int64(mapObj["time"].(float64))*int64(time.Millisecond))
// }
// return p, nil
// }
// GetFundingRate 查询资金费率历史
// [uFuture]UGetFundingHistory [cFuture]FuturesGetFundingHistory
// func (b *Binance) GetFundingRate(assetType asset.Item, req FundingRateRequest) ([]FundingRateResponeItem, error) {
// params := url.Values{}
// if req.Symbol.String() != "" {
// params.Set("symbol", req.Symbol.String())
// }
// if req.Limit != 0 {
// params.Set("limit", strconv.FormatInt(req.Limit, 10))
// }
// if req.StartTime != 0 {
// params.Set("startTime", strconv.FormatInt(req.StartTime, 10))
// }
// if req.EndTime != 0 {
// params.Set("endTime", strconv.FormatInt(req.EndTime, 10))
// }
// var path string
// if assetType == asset.Future { // U本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s?%s", futureApiURL, binanceFutureRESTBasePath, binanceAPIVersion, binanceContractFundingRate, params.Encode())
// } else if assetType == asset.PerpetualContract { // 币本位合约
// path = fmt.Sprintf("%s/%s/v%s/%s?%s", perpetualApiURL, binancePerpetualRESTBasePath, binanceAPIVersion, binanceContractFundingRate, params.Encode())
// } else {
// return nil, fmt.Errorf("Error assetType")
// }
// var resp []interface{}
// var err error
// if err = b.SendHTTPRequest(path, limitDefault, &resp); err != nil {
// return nil, err
// }
// var result []FundingRateResponeItem
// for _, v := range resp {