initial

trade/binance_klines.go

@@ -0,0 +1,77 @@
+package trade
+
+import (
+	"context"
+	"errors"
+	"fmt"
+	"time"
+
+	"git.apinb.com/bsm-sdk/core/utils"
+	"git.apinb.com/quant/strategy/types"
+)
+
+const (
+	MaxKlinesFetch = 500
+)
+
+func (bn *BinanceClient) FetchKlines(symbol, interval string, limit int, debug bool) ([]*types.KLine, []float64, error) {
+	if limit > MaxKlinesFetch {
+		limit = MaxKlinesFetch
+	}
+	ctx := context.Background()
+	klines, err := bn.Futures.NewKlinesService().Symbol(symbol).Interval(interval).Limit(limit).Do(ctx)
+	if err != nil {
+		return nil, nil, err
+	}
+	if debug {
+		fmt.Println("FetchKlines:", symbol, interval, limit)
+	}
+	k := make([]*types.KLine, 0)
+	closes := make([]float64, len(klines))
+	for i, val := range klines {
+
+		c := utils.String2Float64(val.Close)
+		closes[i] = c
+		k = append(k, &types.KLine{
+			Timestamp: val.OpenTime,
+			Open:      utils.String2Float64(val.Open),
+			High:      utils.String2Float64(val.High),
+			Low:       utils.String2Float64(val.Low),
+			Close:     c,
+			Volume:    utils.String2Float64(val.QuoteAssetVolume),
+		})
+
+		if debug {
+			fmt.Println(time.Unix(val.OpenTime/1000, 0).Format(time.DateTime), val.Open, val.High, val.Low, val.Close, val.Volume)
+		}
+	}
+	if len(k) == 0 {
+		return nil, nil, errors.New("no klines")
+	}
+
+	return k, closes, nil
+}
+
+func (bn *BinanceClient) FetchSymbolsPrice() (map[string]float64, error) {
+	ctx := context.Background()
+	prices, err := bn.Futures.NewListPricesService().Do(ctx)
+	if err != nil {
+		return nil, err
+	}
+
+	priceMap := make(map[string]float64)
+	for _, p := range prices {
+		priceMap[p.Symbol] = utils.String2Float64(p.Price)
+	}
+
+	return priceMap, nil
+}
+
+func (bn *BinanceClient) BookTicker(symbol string) (bidPrice, askPrice string, err error) {
+	res, err := bn.Futures.NewListBookTickersService().Symbol(symbol).Do(context.Background())
+	if len(res) == 0 || err != nil {
+		return "", "", errors.New("BookTicker: No Data")
+	}
+
+	return res[0].BidPrice, res[0].AskPrice, nil
+}