guyo13-ccxt
Version:
A ccxt fork with some corrections
277 lines (262 loc) • 12.7 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const binance = require ('./binance.js');
const { BadRequest } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class binanceusdm extends binance {
describe () {
return this.deepExtend (super.describe (), {
'id': 'binanceusdm',
'name': 'Binance USDⓈ-M',
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/117738721-668c8d80-b205-11eb-8c49-3fad84c4a07f.jpg',
},
'has': {
'fetchPositions': true,
'fetchIsolatedPositions': true,
'fetchFundingRate': true,
'fetchFundingHistory': true,
'setLeverage': true,
'setMode': true,
},
'options': {
'defaultType': 'future',
// https://www.binance.com/en/support/faq/360033162192
// tier amount, maintenance margin, initial margin
'leverageBrackets': undefined,
'marginTypes': {},
},
// https://www.binance.com/en/fee/futureFee
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'taker': this.parseNumber ('0.000400'),
'maker': this.parseNumber ('0.000200'),
'tiers': {
'taker': [
[ this.parseNumber ('0'), this.parseNumber ('0.000400') ],
[ this.parseNumber ('250'), this.parseNumber ('0.000400') ],
[ this.parseNumber ('2500'), this.parseNumber ('0.000350') ],
[ this.parseNumber ('7500'), this.parseNumber ('0.000320') ],
[ this.parseNumber ('22500'), this.parseNumber ('0.000300') ],
[ this.parseNumber ('50000'), this.parseNumber ('0.000270') ],
[ this.parseNumber ('100000'), this.parseNumber ('0.000250') ],
[ this.parseNumber ('200000'), this.parseNumber ('0.000220') ],
[ this.parseNumber ('400000'), this.parseNumber ('0.000200') ],
[ this.parseNumber ('750000'), this.parseNumber ('0.000170') ],
],
'maker': [
[ this.parseNumber ('0'), this.parseNumber ('0.000200') ],
[ this.parseNumber ('250'), this.parseNumber ('0.000160') ],
[ this.parseNumber ('2500'), this.parseNumber ('0.000140') ],
[ this.parseNumber ('7500'), this.parseNumber ('0.000120') ],
[ this.parseNumber ('22500'), this.parseNumber ('0.000100') ],
[ this.parseNumber ('50000'), this.parseNumber ('0.000080') ],
[ this.parseNumber ('100000'), this.parseNumber ('0.000060') ],
[ this.parseNumber ('200000'), this.parseNumber ('0.000040') ],
[ this.parseNumber ('400000'), this.parseNumber ('0.000020') ],
[ this.parseNumber ('750000'), this.parseNumber ('0') ],
],
},
},
},
});
}
async fetchTradingFees (params = {}) {
await this.loadMarkets ();
const marketSymbols = Object.keys (this.markets);
const fees = {};
const accountInfo = await this.fapiPrivateGetAccount (params);
// {
// "feeTier": 0, // account commisssion tier
// "canTrade": true, // if can trade
// "canDeposit": true, // if can transfer in asset
// "canWithdraw": true, // if can transfer out asset
// "updateTime": 0,
// "totalInitialMargin": "0.00000000", // total initial margin required with current mark price (useless with isolated positions), only for USDT asset
// "totalMaintMargin": "0.00000000", // total maintenance margin required, only for USDT asset
// "totalWalletBalance": "23.72469206", // total wallet balance, only for USDT asset
// "totalUnrealizedProfit": "0.00000000", // total unrealized profit, only for USDT asset
// "totalMarginBalance": "23.72469206", // total margin balance, only for USDT asset
// "totalPositionInitialMargin": "0.00000000", // initial margin required for positions with current mark price, only for USDT asset
// "totalOpenOrderInitialMargin": "0.00000000", // initial margin required for open orders with current mark price, only for USDT asset
// "totalCrossWalletBalance": "23.72469206", // crossed wallet balance, only for USDT asset
// "totalCrossUnPnl": "0.00000000", // unrealized profit of crossed positions, only for USDT asset
// "availableBalance": "23.72469206", // available balance, only for USDT asset
// "maxWithdrawAmount": "23.72469206" // maximum amount for transfer out, only for USDT asset
// ...
// }
const feeTier = this.safeInteger (accountInfo, 'feeTier');
const feeTiers = this.fees['trading']['tiers'];
const maker = feeTiers['maker'][feeTier][1];
const taker = feeTiers['taker'][feeTier][1];
for (let i = 0; i < marketSymbols.length; i++) {
const symbol = marketSymbols[i];
fees[symbol] = {
'info': {
'feeTier': feeTier,
},
'symbol': symbol,
'maker': maker,
'taker': taker,
};
}
return fees;
}
async transferIn (code, amount, params = {}) {
// transfer from spot wallet to usdm futures wallet
return await this.futuresTransfer (code, amount, 1, params);
}
async transferOut (code, amount, params = {}) {
// transfer from usdm futures wallet to spot wallet
return await this.futuresTransfer (code, amount, 2, params);
}
async fetchFundingRate (symbol = undefined, params = undefined) {
await this.loadMarkets ();
let market = undefined;
const request = {};
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
const response = await this.fapiPublicGetPremiumIndex (this.extend (request, params));
//
// {
// "symbol": "BTCUSDT",
// "markPrice": "45802.81129892",
// "indexPrice": "45745.47701915",
// "estimatedSettlePrice": "45133.91753671",
// "lastFundingRate": "0.00063521",
// "interestRate": "0.00010000",
// "nextFundingTime": "1621267200000",
// "time": "1621252344001"
// }
//
if (Array.isArray (response)) {
const result = [];
const values = Object.values (response);
for (let i = 0; i < values.length; i++) {
const parsed = this.parseFundingRate (values[i]);
result.push (parsed);
}
return result;
} else {
return this.parseFundingRate (response);
}
}
async loadLeverageBrackets (reload = false, params = {}) {
await this.loadMarkets ();
// by default cache the leverage bracket
// it contains useful stuff like the maintenance margin and initial margin for positions
if ((this.options['leverageBrackets'] === undefined) || (reload)) {
const response = await this.fapiPrivateGetLeverageBracket (params);
this.options['leverageBrackets'] = {};
for (let i = 0; i < response.length; i++) {
const entry = response[i];
const marketId = this.safeString (entry, 'symbol');
const symbol = this.safeSymbol (marketId);
const brackets = this.safeValue (entry, 'brackets');
const result = [];
for (let j = 0; j < brackets.length; j++) {
const bracket = brackets[j];
// we use floats here internally on purpose
const notionalFloor = this.safeFloat (bracket, 'notionalFloor');
const maintenanceMarginPercentage = this.safeString (bracket, 'maintMarginRatio');
result.push ([ notionalFloor, maintenanceMarginPercentage ]);
}
this.options['leverageBrackets'][symbol] = result;
}
}
return this.options['leverageBrackets'];
}
async fetchPositions (symbols = undefined, params = {}) {
await this.loadMarkets ();
await this.loadLeverageBrackets ();
const account = await this.fapiPrivateGetAccount (params);
const result = this.parseAccountPositions (account);
if (symbols === undefined) {
return result;
} else {
return this.filterByArray (result, 'symbol', symbols, false);
}
}
async fetchIsolatedPositions (symbol = undefined, params = {}) {
// only supported in usdm futures
await this.loadMarkets ();
await this.loadLeverageBrackets ();
const request = {};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
const response = await this.fapiPrivateGetPositionRisk (this.extend (request, params));
if (symbol === undefined) {
const result = [];
for (let i = 0; i < response.length; i++) {
const parsed = this.parsePositionRisk (response[i], market);
if (parsed['marginType'] === 'isolated') {
result.push (parsed);
}
}
return result;
} else {
return this.parsePositionRisk (this.safeValue (response, 0), market);
}
}
async fetchFundingHistory (symbol = undefined, since = undefined, limit = undefined, params = undefined) {
await this.loadMarkets ();
let market = undefined;
// "TRANSFER"，"WELCOME_BONUS", "REALIZED_PNL"，"FUNDING_FEE", "COMMISSION" and "INSURANCE_CLEAR"
const request = {
'incomeType': 'FUNDING_FEE',
};
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
if (since !== undefined) {
request['startTime'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.fapiPrivateGetIncome (this.extend (request, params));
return this.parseIncomes (response, market, since, limit);
}
async setLeverage (symbol, leverage, params = {}) {
// WARNING: THIS WILL INCREASE LIQUIDATION PRICE FOR OPEN ISOLATED LONG POSITIONS
// AND DECREASE LIQUIDATION PRICE FOR OPEN ISOLATED SHORT POSITIONS
if ((leverage < 1) || (leverage > 125)) {
throw new BadRequest (this.id + ' leverage should be between 1 and 125');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
'leverage': leverage,
};
return await this.fapiPrivatePostLeverage (this.extend (request, params));
}
async setMode (symbol, marginType, params = {}) {
//
// { "code": -4048 , "msg": "Margin type cannot be changed if there exists position." }
//
// or
//
// { "code": 200, "msg": "success" }
//
marginType = marginType.toUpperCase ();
if ((marginType !== 'ISOLATED') && (marginType !== 'CROSSED')) {
throw new BadRequest (this.id + ' marginType must be either isolated or crossed');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
'marginType': marginType,
};
return await this.fapiPrivatePostMarginType (this.extend (request, params));
}
};