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Create Margin OCO (#346)
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* Add Margin OCO creation

* Add Margin OCO cancellation

* Test Margin OCO creation

* fix createOCO method LimitIcebergQuantity

* Test Margin OCO cancellation
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@guillaumearnould
guillaumearnould committed Feb 13, 2022
1 parent 51456f9 commit 87a7976
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Showing 4 changed files with 681 additions and 7 deletions.
10 changes: 10 additions & 0 deletions v2/client.go
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Expand Up @@ -546,6 +546,16 @@ func (c *Client) NewCancelMarginOrderService() *CancelMarginOrderService {
return &CancelMarginOrderService{c: c}
}

// NewCreateMarginOCOService init creating margin order service
func (c *Client) NewCreateMarginOCOService() *CreateMarginOCOService {
return &CreateMarginOCOService{c: c}
}

// NewCancelMarginOCOService init cancel order service
func (c *Client) NewCancelMarginOCOService() *CancelMarginOCOService {
return &CancelMarginOCOService{c: c}
}

// NewGetMarginOrderService init get order service
func (c *Client) NewGetMarginOrderService() *GetMarginOrderService {
return &GetMarginOrderService{c: c}
Expand Down
319 changes: 315 additions & 4 deletions v2/margin_order_service.go
View file
Expand Up @@ -168,7 +168,7 @@ type CancelMarginOrderService struct {
orderID *int64
origClientOrderID *string
newClientOrderID *string
isIsolated bool
isIsolated *bool
}

// Symbol set symbol
Expand All @@ -179,7 +179,7 @@ func (s *CancelMarginOrderService) Symbol(symbol string) *CancelMarginOrderServi

// IsIsolated set isIsolated
func (s *CancelMarginOrderService) IsIsolated(isIsolated bool) *CancelMarginOrderService {
s.isIsolated = isIsolated
s.isIsolated = &isIsolated
return s
}

Expand Down Expand Up @@ -218,8 +218,12 @@ func (s *CancelMarginOrderService) Do(ctx context.Context, opts ...RequestOption
if s.newClientOrderID != nil {
r.setFormParam("newClientOrderId", *s.newClientOrderID)
}
if s.isIsolated {
r.setFormParam("isIsolated", "TRUE")
if s.isIsolated != nil {
if *s.isIsolated {
r.setFormParam("isIsolated", "TRUE")
} else {
r.setFormParam("isIsolated", "FALSE")
}
}

data, err := s.c.callAPI(ctx, r, opts...)
Expand Down Expand Up @@ -441,3 +445,310 @@ type CancelMarginOrderResponse struct {
Type OrderType `json:"type"`
Side SideType `json:"side"`
}

// CreateMarginOCOService create a new OCO for a margin account
type CreateMarginOCOService struct {
c *Client
symbol string
isIsolated *bool
listClientOrderID *string
side SideType
quantity *string
limitClientOrderID *string
price *string
limitIcebergQty *string
stopClientOrderID *string
stopPrice *string
stopLimitPrice *string
stopIcebergQty *string
stopLimitTimeInForce *TimeInForceType
newOrderRespType *NewOrderRespType
sideEffectType *SideEffectType
}

// Symbol set symbol
func (s *CreateMarginOCOService) Symbol(symbol string) *CreateMarginOCOService {
s.symbol = symbol
return s
}

// IsIsolated set isIsolated
func (s *CreateMarginOCOService) IsIsolated(isIsolated bool) *CreateMarginOCOService {
s.isIsolated = &isIsolated
return s
}

// Side set side
func (s *CreateMarginOCOService) Side(side SideType) *CreateMarginOCOService {
s.side = side
return s
}

// Quantity set quantity
func (s *CreateMarginOCOService) Quantity(quantity string) *CreateMarginOCOService {
s.quantity = &quantity
return s
}

// ListClientOrderID set listClientOrderID
func (s *CreateMarginOCOService) ListClientOrderID(listClientOrderID string) *CreateMarginOCOService {
s.listClientOrderID = &listClientOrderID
return s
}

// LimitClientOrderID set limitClientOrderID
func (s *CreateMarginOCOService) LimitClientOrderID(limitClientOrderID string) *CreateMarginOCOService {
s.limitClientOrderID = &limitClientOrderID
return s
}

// Price set price
func (s *CreateMarginOCOService) Price(price string) *CreateMarginOCOService {
s.price = &price
return s
}

// LimitIcebergQuantity set limitIcebergQuantity
func (s *CreateMarginOCOService) LimitIcebergQuantity(limitIcebergQty string) *CreateMarginOCOService {
s.limitIcebergQty = &limitIcebergQty
return s
}

// StopClientOrderID set stopClientOrderID
func (s *CreateMarginOCOService) StopClientOrderID(stopClientOrderID string) *CreateMarginOCOService {
s.stopClientOrderID = &stopClientOrderID
return s
}

// StopPrice set stop price
func (s *CreateMarginOCOService) StopPrice(stopPrice string) *CreateMarginOCOService {
s.stopPrice = &stopPrice
return s
}

// StopLimitPrice set stop limit price
func (s *CreateMarginOCOService) StopLimitPrice(stopLimitPrice string) *CreateMarginOCOService {
s.stopLimitPrice = &stopLimitPrice
return s
}

// StopIcebergQty set stop limit price
func (s *CreateMarginOCOService) StopIcebergQty(stopIcebergQty string) *CreateMarginOCOService {
s.stopIcebergQty = &stopIcebergQty
return s
}

// StopLimitTimeInForce set stopLimitTimeInForce
func (s *CreateMarginOCOService) StopLimitTimeInForce(stopLimitTimeInForce TimeInForceType) *CreateMarginOCOService {
s.stopLimitTimeInForce = &stopLimitTimeInForce
return s
}

// NewOrderRespType set icebergQuantity
func (s *CreateMarginOCOService) NewOrderRespType(newOrderRespType NewOrderRespType) *CreateMarginOCOService {
s.newOrderRespType = &newOrderRespType
return s
}

// SideEffectType set sideEffectType
func (s *CreateMarginOCOService) SideEffectType(sideEffectType SideEffectType) *CreateMarginOCOService {
s.sideEffectType = &sideEffectType
return s
}

func (s *CreateMarginOCOService) createOrder(ctx context.Context, opts ...RequestOption) (data []byte, err error) {
r := &request{
method: http.MethodPost,
endpoint: "/sapi/v1/margin/order/oco",
secType: secTypeSigned,
}
m := params{
"symbol": s.symbol,
"side": s.side,
"quantity": *s.quantity,
"price": *s.price,
"stopPrice": *s.stopPrice,
}

if s.isIsolated != nil {
if *s.isIsolated {
m["isIsolated"] = "TRUE"
} else {
m["isIsolated"] = "FALSE"
}
}
if s.listClientOrderID != nil {
m["listClientOrderId"] = *s.listClientOrderID
}
if s.limitClientOrderID != nil {
m["limitClientOrderId"] = *s.limitClientOrderID
}
if s.limitIcebergQty != nil {
m["limitIcebergQty"] = *s.limitIcebergQty
}
if s.stopClientOrderID != nil {
m["stopClientOrderId"] = *s.stopClientOrderID
}
if s.stopLimitPrice != nil {
m["stopLimitPrice"] = *s.stopLimitPrice
}
if s.stopIcebergQty != nil {
m["stopIcebergQty"] = *s.stopIcebergQty
}
if s.stopLimitTimeInForce != nil {
m["stopLimitTimeInForce"] = *s.stopLimitTimeInForce
}
if s.newOrderRespType != nil {
m["newOrderRespType"] = *s.newOrderRespType
}
if s.sideEffectType != nil {
m["sideEffectType"] = *s.sideEffectType
}
r.setFormParams(m)
data, err = s.c.callAPI(ctx, r, opts...)
if err != nil {
return []byte{}, err
}
return data, nil
}

// Do send request
func (s *CreateMarginOCOService) Do(ctx context.Context, opts ...RequestOption) (res *CreateMarginOCOResponse, err error) {
data, err := s.createOrder(ctx, opts...)
if err != nil {
return nil, err
}
res = new(CreateMarginOCOResponse)
err = json.Unmarshal(data, res)
if err != nil {
return nil, err
}
return res, nil
}

// CreateMarginOCOResponse define create order response
type CreateMarginOCOResponse struct {
OrderListID int64 `json:"orderListId"`
ContingencyType string `json:"contingencyType"`
ListStatusType string `json:"listStatusType"`
ListOrderStatus string `json:"listOrderStatus"`
ListClientOrderID string `json:"listClientOrderId"`
TransactionTime int64 `json:"transactionTime"`
Symbol string `json:"symbol"`
MarginBuyBorrowAmount string `json:"marginBuyBorrowAmount"`
MarginBuyBorrowAsset string `json:"marginBuyBorrowAsset"`
IsIsolated bool `json:"isIsolated"`
Orders []*MarginOCOOrder `json:"orders"`
OrderReports []*MarginOCOOrderReport `json:"orderReports"`
}

// MarginOCOOrder may be returned in an array of MarginOCOOrder in a CreateMarginOCOResponse
type MarginOCOOrder struct {
Symbol string `json:"symbol"`
OrderID int64 `json:"orderId"`
ClientOrderID string `json:"clientOrderId"`
}

// MarginOCOOrderReport may be returned in an array of MarginOCOOrderReport in a CreateMarginOCOResponse
type MarginOCOOrderReport struct {
Symbol string `json:"symbol"`
OrderID int64 `json:"orderId"`
OrderListID int64 `json:"orderListId"`
ClientOrderID string `json:"clientOrderId"`
TransactionTime int64 `json:"transactionTime"`
Price string `json:"price"`
OrigQuantity string `json:"origQty"`
ExecutedQuantity string `json:"executedQty"`
CummulativeQuoteQuantity string `json:"cummulativeQuoteQty"`
Status OrderStatusType `json:"status"`
TimeInForce TimeInForceType `json:"timeInForce"`
Type OrderType `json:"type"`
Side SideType `json:"side"`
StopPrice string `json:"stopPrice"`
}

// CancelMarginOCOService cancel an entire Order List for a margin account
type CancelMarginOCOService struct {
c *Client
symbol string
isIsolated *bool
listClientOrderID string
orderListID int64
newClientOrderID string
}

// Symbol set symbol
func (s *CancelMarginOCOService) Symbol(symbol string) *CancelMarginOCOService {
s.symbol = symbol
return s
}

// IsIsolated set isIsolated
func (s *CancelMarginOCOService) IsIsolated(isIsolated bool) *CancelMarginOCOService {
s.isIsolated = &isIsolated
return s
}

// ListClientOrderID sets listClientOrderId
func (s *CancelMarginOCOService) ListClientOrderID(listClientOrderID string) *CancelMarginOCOService {
s.listClientOrderID = listClientOrderID
return s
}

// OrderListID sets orderListId
func (s *CancelMarginOCOService) OrderListID(orderListID int64) *CancelMarginOCOService {
s.orderListID = orderListID
return s
}

// NewClientOrderID sets newClientOrderId
func (s *CancelMarginOCOService) NewClientOrderID(newClientOrderID string) *CancelMarginOCOService {
s.newClientOrderID = newClientOrderID
return s
}

// Do send request
func (s *CancelMarginOCOService) Do(ctx context.Context, opts ...RequestOption) (res *CancelMarginOCOResponse, err error) {
r := &request{
method: http.MethodDelete,
endpoint: "/sapi/v1/margin/orderList",
secType: secTypeSigned,
}
r.setFormParam("symbol", s.symbol)
if s.listClientOrderID != "" {
r.setFormParam("listClientOrderId", s.listClientOrderID)
}
if s.isIsolated != nil {
r.setFormParam("isIsolated", *s.isIsolated)
}
if s.orderListID != 0 {
r.setFormParam("orderListId", s.orderListID)
}
if s.newClientOrderID != "" {
r.setFormParam("newClientOrderId", s.newClientOrderID)
}
data, err := s.c.callAPI(ctx, r, opts...)
if err != nil {
return nil, err
}
res = new(CancelMarginOCOResponse)
err = json.Unmarshal(data, res)
if err != nil {
return nil, err
}
return res, nil
}

// CancelMarginOCOResponse define create cancelled oco response.
type CancelMarginOCOResponse struct {
OrderListID int64 `json:"orderListId"`
ContingencyType string `json:"contingencyType"`
ListStatusType string `json:"listStatusType"`
ListOrderStatus string `json:"listOrderStatus"`
ListClientOrderID string `json:"listClientOrderId"`
TransactionTime int64 `json:"transactionTime"`
Symbol string `json:"symbol"`
IsIsolated bool `json:"isIsolated"`
Orders []*MarginOCOOrder `json:"orders"`
OrderReports []*MarginOCOOrderReport `json:"orderReports"`
}

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