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Create Margin OCO #346

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merged 5 commits into from Feb 13, 2022
Merged

Create Margin OCO #346

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b1bd458
Add Margin OCO creation
guillaumearnould Feb 9, 2022
14f5025
Add Margin OCO cancellation
guillaumearnould Feb 10, 2022
3a1f8a6
Test Margin OCO creation
guillaumearnould Feb 10, 2022
a54edec
fix createOCO method LimitIcebergQuantity
guillaumearnould Feb 10, 2022
d87ec14
Test Margin OCO cancellation
guillaumearnould Feb 11, 2022
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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
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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"`
}