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Remove CustomOrderRequset to let custom order api easier to use
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liumiao committed Apr 5, 2024
1 parent 4cf4fb2 commit a996ee8
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Showing 4 changed files with 130 additions and 154 deletions.
274 changes: 125 additions & 149 deletions src/futures/account.rs
View file
Original file line number Diff line number Diff line change
Expand Up @@ -112,7 +112,7 @@ impl Display for TimeInForce {
}
}

struct OrderRequest {
pub struct OrderRequest {
pub symbol: String,
pub side: OrderSide,
pub position_side: Option<PositionSide>,
Expand All @@ -129,21 +129,119 @@ struct OrderRequest {
pub price_protect: Option<f64>,
}

pub struct CustomOrderRequest {
pub symbol: String,
pub side: OrderSide,
pub position_side: Option<PositionSide>,
pub order_type: OrderType,
pub time_in_force: Option<TimeInForce>,
pub qty: Option<f64>,
pub reduce_only: Option<bool>,
pub price: Option<f64>,
pub stop_price: Option<f64>,
pub close_position: Option<bool>,
pub activation_price: Option<f64>,
pub callback_rate: Option<f64>,
pub working_type: Option<WorkingType>,
pub price_protect: Option<f64>,
impl OrderRequest {
pub fn limit_buy(
symbol: impl Into<String>, qty: impl Into<f64>, price: f64, time_in_force: TimeInForce,
) -> Self {
Self {
symbol: symbol.into(),
side: OrderSide::Buy,
position_side: None,
order_type: OrderType::Limit,
time_in_force: Some(time_in_force),
qty: Some(qty.into()),
reduce_only: None,
price: Some(price),
stop_price: None,
close_position: None,
activation_price: None,
callback_rate: None,
working_type: None,
price_protect: None,
}
}
pub fn limit_sell(
symbol: impl Into<String>, qty: impl Into<f64>, price: f64, time_in_force: TimeInForce,
) -> Self {
Self {
symbol: symbol.into(),
side: OrderSide::Sell,
position_side: None,
order_type: OrderType::Limit,
time_in_force: Some(time_in_force),
qty: Some(qty.into()),
reduce_only: None,
price: Some(price),
stop_price: None,
close_position: None,
activation_price: None,
callback_rate: None,
working_type: None,
price_protect: None,
}
}
pub fn market_buy(symbol: impl Into<String>, qty: impl Into<f64>) -> Self {
Self {
symbol: symbol.into(),
side: OrderSide::Buy,
position_side: None,
order_type: OrderType::Market,
time_in_force: None,
qty: Some(qty.into()),
reduce_only: None,
price: None,
stop_price: None,
close_position: None,
activation_price: None,
callback_rate: None,
working_type: None,
price_protect: None,
}
}
pub fn market_sell(symbol: impl Into<String>, qty: impl Into<f64>) -> Self {
Self {
symbol: symbol.into(),
side: OrderSide::Sell,
position_side: None,
order_type: OrderType::Market,
time_in_force: None,
qty: Some(qty.into()),
reduce_only: None,
price: None,
stop_price: None,
close_position: None,
activation_price: None,
callback_rate: None,
working_type: None,
price_protect: None,
}
}
pub fn stop_market_close_buy(symbol: impl Into<String>, stop_price: impl Into<f64>) -> Self {
Self {
symbol: symbol.into(),
side: OrderSide::Buy,
position_side: None,
order_type: OrderType::StopMarket,
time_in_force: None,
qty: None,
reduce_only: None,
price: None,
stop_price: Some(stop_price.into()),
close_position: Some(true),
activation_price: None,
callback_rate: None,
working_type: None,
price_protect: None,
}
}
pub fn stop_market_close_sell(symbol: impl Into<String>, stop_price: impl Into<f64>) -> Self {
Self {
symbol: symbol.into(),
side: OrderSide::Sell,
position_side: None,
order_type: OrderType::StopMarket,
time_in_force: None,
qty: None,
reduce_only: None,
price: None,
stop_price: Some(stop_price.into()),
close_position: Some(true),
activation_price: None,
callback_rate: None,
working_type: None,
price_protect: None,
}
}
}

pub struct IncomeRequest {
Expand Down Expand Up @@ -208,22 +306,7 @@ impl FuturesAccount {
&self, symbol: impl Into<String>, qty: impl Into<f64>, price: f64,
time_in_force: TimeInForce,
) -> Result<Transaction> {
let buy = OrderRequest {
symbol: symbol.into(),
side: OrderSide::Buy,
position_side: None,
order_type: OrderType::Limit,
time_in_force: Some(time_in_force),
qty: Some(qty.into()),
reduce_only: None,
price: Some(price),
stop_price: None,
close_position: None,
activation_price: None,
callback_rate: None,
working_type: None,
price_protect: None,
};
let buy = OrderRequest::limit_buy(symbol, qty, price, time_in_force);
let order = self.build_order(buy);
let request = build_signed_request(order, self.recv_window)?;
self.client
Expand All @@ -234,22 +317,7 @@ impl FuturesAccount {
&self, symbol: impl Into<String>, qty: impl Into<f64>, price: f64,
time_in_force: TimeInForce,
) -> Result<Transaction> {
let sell = OrderRequest {
symbol: symbol.into(),
side: OrderSide::Sell,
position_side: None,
order_type: OrderType::Limit,
time_in_force: Some(time_in_force),
qty: Some(qty.into()),
reduce_only: None,
price: Some(price),
stop_price: None,
close_position: None,
activation_price: None,
callback_rate: None,
working_type: None,
price_protect: None,
};
let sell = OrderRequest::limit_sell(symbol, qty, price, time_in_force);
let order = self.build_order(sell);
let request = build_signed_request(order, self.recv_window)?;
self.client
Expand All @@ -262,22 +330,7 @@ impl FuturesAccount {
S: Into<String>,
F: Into<f64>,
{
let buy = OrderRequest {
symbol: symbol.into(),
side: OrderSide::Buy,
position_side: None,
order_type: OrderType::Market,
time_in_force: None,
qty: Some(qty.into()),
reduce_only: None,
price: None,
stop_price: None,
close_position: None,
activation_price: None,
callback_rate: None,
working_type: None,
price_protect: None,
};
let buy = OrderRequest::market_buy(symbol, qty);
let order = self.build_order(buy);
let request = build_signed_request(order, self.recv_window)?;
self.client
Expand All @@ -290,22 +343,7 @@ impl FuturesAccount {
S: Into<String>,
F: Into<f64>,
{
let sell = OrderRequest {
symbol: symbol.into(),
side: OrderSide::Sell,
position_side: None,
order_type: OrderType::Market,
time_in_force: None,
qty: Some(qty.into()),
reduce_only: None,
price: None,
stop_price: None,
close_position: None,
activation_price: None,
callback_rate: None,
working_type: None,
price_protect: None,
};
let sell = OrderRequest::market_sell(symbol, qty);
let order = self.build_order(sell);
let request = build_signed_request(order, self.recv_window)?;
self.client
Expand Down Expand Up @@ -346,22 +384,7 @@ impl FuturesAccount {
S: Into<String>,
F: Into<f64>,
{
let sell = OrderRequest {
symbol: symbol.into(),
side: OrderSide::Buy,
position_side: None,
order_type: OrderType::StopMarket,
time_in_force: None,
qty: None,
reduce_only: None,
price: None,
stop_price: Some(stop_price.into()),
close_position: Some(true),
activation_price: None,
callback_rate: None,
working_type: None,
price_protect: None,
};
let sell = OrderRequest::stop_market_close_buy(symbol, stop_price);
let order = self.build_order(sell);
let request = build_signed_request(order, self.recv_window)?;
self.client
Expand All @@ -374,78 +397,31 @@ impl FuturesAccount {
S: Into<String>,
F: Into<f64>,
{
let sell = OrderRequest {
symbol: symbol.into(),
side: OrderSide::Sell,
position_side: None,
order_type: OrderType::StopMarket,
time_in_force: None,
qty: None,
reduce_only: None,
price: None,
stop_price: Some(stop_price.into()),
close_position: Some(true),
activation_price: None,
callback_rate: None,
working_type: None,
price_protect: None,
};
let sell = OrderRequest::stop_market_close_sell(symbol, stop_price);
let order = self.build_order(sell);
let request = build_signed_request(order, self.recv_window)?;
self.client
.post_signed(API::Futures(Futures::Order), request)
}

// Custom order for for professional traders
pub fn custom_order(&self, order_request: CustomOrderRequest) -> Result<Transaction> {
let order = OrderRequest {
symbol: order_request.symbol,
side: order_request.side,
position_side: order_request.position_side,
order_type: order_request.order_type,
time_in_force: order_request.time_in_force,
qty: order_request.qty,
reduce_only: order_request.reduce_only,
price: order_request.price,
stop_price: order_request.stop_price,
close_position: order_request.close_position,
activation_price: order_request.activation_price,
callback_rate: order_request.callback_rate,
working_type: order_request.working_type,
price_protect: order_request.price_protect,
};
// Custom order for professional traders
pub fn custom_order(&self, order: OrderRequest) -> Result<Transaction> {
let order = self.build_order(order);
let request = build_signed_request(order, self.recv_window)?;
self.client
.post_signed(API::Futures(Futures::Order), request)
}

// Custom order for for professional traders
// Custom batch orders for professional traders
pub fn custom_batch_orders(
&self, order_requests: Vec<CustomOrderRequest>,
&self, order_requests: Vec<OrderRequest>,
) -> Result<Vec<TransactionOrError>> {
if order_requests.is_empty() {
return Ok(Vec::new());
}
let mut parameters = BTreeMap::new();
let mut orders = Vec::new();
for order_request in order_requests {
let order = OrderRequest {
symbol: order_request.symbol,
side: order_request.side,
position_side: order_request.position_side,
order_type: order_request.order_type,
time_in_force: order_request.time_in_force,
qty: order_request.qty,
reduce_only: order_request.reduce_only,
price: order_request.price,
stop_price: order_request.stop_price,
close_position: order_request.close_position,
activation_price: order_request.activation_price,
callback_rate: order_request.callback_rate,
working_type: order_request.working_type,
price_protect: order_request.price_protect,
};
for order in order_requests {
let order = self.build_order(order);
orders.push(order);
}
Expand Down
4 changes: 2 additions & 2 deletions src/futures/websockets.rs
View file
Original file line number Diff line number Diff line change
Expand Up @@ -199,14 +199,14 @@ impl<'a> FuturesWebSockets<'a> {
match message {
Message::Text(msg) => {
if let Err(e) = self.handle_msg(&msg) {
bail!(format!("Error on handling stream message: {}", e));
bail!("Error on handling stream message: {}", e);
}
}
Message::Ping(payload) => {
socket.0.write(Message::Pong(payload)).unwrap();
}
Message::Pong(_) | Message::Binary(_) | Message::Frame(_) => (),
Message::Close(e) => bail!(format!("Disconnected {:?}", e)),
Message::Close(e) => bail!("Disconnected {:?}", e),
}
}
}
Expand Down
4 changes: 2 additions & 2 deletions src/websockets.rs
View file
Original file line number Diff line number Diff line change
Expand Up @@ -157,14 +157,14 @@ impl<'a> WebSockets<'a> {
match message {
Message::Text(msg) => {
if let Err(e) = self.handle_msg(&msg) {
bail!(format!("Error on handling stream message: {}", e));
bail!("Error on handling stream message: {}", e);
}
}
Message::Ping(payload) => {
socket.0.write(Message::Pong(payload)).unwrap();
}
Message::Pong(_) | Message::Binary(_) | Message::Frame(_) => (),
Message::Close(e) => bail!(format!("Disconnected {:?}", e)),
Message::Close(e) => bail!("Disconnected {:?}", e),
}
}
}
Expand Down
2 changes: 1 addition & 1 deletion tests/futures_account_tests.rs
View file
Original file line number Diff line number Diff line change
Expand Up @@ -197,7 +197,7 @@ mod tests {
.set_recv_window(1234);
let account: FuturesAccount = Binance::new_with_config(None, None, &config);
let _ = env_logger::try_init();
let custom_order = CustomOrderRequest {
let custom_order = OrderRequest {
symbol: "SRMUSDT".into(),
side: OrderSide::Sell,
position_side: None,
Expand Down

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