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io.runon.cryptocurrency.exchanges.binance.account.BinanceFuturesAccount Maven / Gradle / Ivy
package io.runon.cryptocurrency.exchanges.binance.account;
import com.binance.client.RequestOptions;
import com.binance.client.SyncRequestClient;
import com.binance.client.model.enums.NewOrderRespType;
import com.binance.client.model.enums.OrderSide;
import com.binance.client.model.enums.OrderType;
import com.binance.client.model.market.ExchangeInfoEntry;
import com.binance.client.model.market.ExchangeInformation;
import com.binance.client.model.trade.AccountInformation;
import com.binance.client.model.trade.Order;
import com.binance.client.model.trade.Position;
import io.runon.cryptocurrency.exchanges.binance.BinanceExchange;
import io.runon.cryptocurrency.exchanges.binance.BinanceFuturesApis;
import io.runon.trading.Trade;
import io.runon.trading.account.FuturesPosition;
import io.runon.trading.account.FuturesTradeAccount;
import io.runon.trading.exception.MinOrderException;
import io.runon.trading.exception.SymbolNotFoundException;
import io.runon.trading.order.LimitOrder;
import io.runon.trading.order.LimitOrderTrade;
import io.runon.trading.order.MarketOrderTrade;
import io.runon.trading.order.MarketOrderTradeData;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
/**
* 바이낸스 선물 계좌
* (지정가 주문은 예정)
* @author macle
*/
public class BinanceFuturesAccount implements FuturesTradeAccount, LimitOrder {
private final SyncRequestClient syncRequestClient;
private final String id;
private final BigDecimal fee = new BigDecimal("0.0004");
//계좌에서 인지한가격, 알고있는 가격, 실제가격가 슬리피지가 생길 수 있는가격을 저장
private final Map symbolPriceMap = new HashMap<>();
private final Object symbolPriceLock = new Object();
public void setPrice(String symbol, BigDecimal price){
synchronized (symbolPriceLock){
symbolPriceMap.put(symbol, price);
}
}
public BigDecimal getPrice(String symbol){
synchronized (symbolPriceLock){
return symbolPriceMap.get(symbol);
}
}
private String market = "USDT";
public BinanceFuturesAccount(String apiKey, String secretKey){
RequestOptions options = new RequestOptions();
syncRequestClient = SyncRequestClient.create(apiKey, secretKey, options);
id = "binance_futures";
}
public BinanceFuturesAccount(String id, String apiKey, String secretKey){
RequestOptions options = new RequestOptions();
syncRequestClient = SyncRequestClient.create(apiKey, secretKey, options);
this.id = id;
}
public BinanceFuturesAccount(SyncRequestClient syncRequestClient){
this.syncRequestClient = syncRequestClient;
id = "binance_futures";
}
public BinanceFuturesAccount(String id, SyncRequestClient syncRequestClient){
this.syncRequestClient = syncRequestClient;
this.id = id;
}
@Override
public FuturesPosition getPosition(String symbol) {
return BinanceFuturesApis.getPosition(symbol, syncRequestClient.getAccountInformation());
}
public void setMarket(String market) {
this.market = market;
}
@Override
public String getId() {
return id;
}
@Override
public BigDecimal getAssets() {
AccountInformation accountInformation = syncRequestClient.getAccountInformation();
return BinanceFuturesApis.getUsdtAsset(accountInformation);
}
@Override
public BigDecimal getCash() {
AccountInformation accountInformation = syncRequestClient.getAccountInformation();
return BinanceFuturesApis.getUsdtCash(accountInformation);
}
public SyncRequestClient getSyncRequestClient() {
return syncRequestClient;
}
public AccountInformation getAccountInformation(){
return syncRequestClient.getAccountInformation();
}
@Override
public void setLeverage(String symbol, BigDecimal leverage) {
syncRequestClient.changeInitialLeverage(symbol, leverage.intValue());
}
@Override
public BigDecimal getLeverage(String symbol) {
FuturesPosition futuresPosition = getPosition(symbol);
return futuresPosition.getLeverage();
}
@Override
public BigDecimal getAvailableBuyPrice(String symbol) {
BigDecimal price = getCash();
FuturesPosition futuresPosition = getPosition(symbol);
if(futuresPosition != null && futuresPosition.getPosition() == io.runon.trading.strategy.Position.SHORT){
//실제 구매가 다 안되는 경우를 발견해서 금액을 줄임
price = price.add(futuresPosition.getTradingPrice().multiply(new BigDecimal("0.9")));
}
return price.subtract(price.multiply(fee));
}
@Override
public BigDecimal getAvailableSellPrice(String symbol) {
BigDecimal price = getCash();
FuturesPosition futuresPosition = getPosition(symbol);
if(futuresPosition != null && futuresPosition.getPosition() == io.runon.trading.strategy.Position.LONG){
//실제 구매가 다 안되는 경우를 발견해서 금액을 줄임
price = price.add(futuresPosition.getTradingPrice().multiply(new BigDecimal("0.9")));
}
return price.subtract(price.multiply(fee));
}
@Override
public MarketOrderTrade orderQuantity(String symbol, Trade.Type type, BigDecimal quantity) {
BigDecimal lastClosePrice;
synchronized (symbolPriceLock){
lastClosePrice = symbolPriceMap.get(symbol);
}
return orderQuantity(symbol, type, quantity, lastClosePrice);
}
public MarketOrderTrade orderQuantity(String symbol, Trade.Type type, BigDecimal quantity, BigDecimal lastClosePrice) {
symbol = BinanceExchange.getSymbolMarket(symbol, market);
long orderTime = System.currentTimeMillis();
Order order = syncRequestClient.postOrder(symbol, OrderSide.valueOf(type.toString()), null, OrderType.MARKET , null,
quantity.toString(), null, null, null, null, null, NewOrderRespType.RESULT);
long closeTime = System.currentTimeMillis();
BigDecimal leverage = getLeverage(symbol);
MarketOrderTradeData marketPriceOrderData = new MarketOrderTradeData();
marketPriceOrderData.setTradeType(type);
marketPriceOrderData.setQuantity(order.getExecutedQty());
marketPriceOrderData.setTradePrice(BinanceFuturesApis.getTradePrice(order,2));
marketPriceOrderData.setLastClosePrice(lastClosePrice);
marketPriceOrderData.setFee(marketPriceOrderData.getTradePrice().multiply(fee));
marketPriceOrderData.setOrderTime(orderTime);
marketPriceOrderData.setCloseTime(closeTime);
return marketPriceOrderData;
}
@Override
public MarketOrderTrade orderCash(String symbol, Trade.Type type, BigDecimal cash) {
symbol = BinanceExchange.getSymbolMarket(symbol, market);
ExchangeInformation exchangeInformation = syncRequestClient.getExchangeInformation();
List symbols = exchangeInformation.getSymbols();
ExchangeInfoEntry symbolEntry = null;
for (ExchangeInfoEntry entry : symbols) {
if(entry.getSymbol().equals(symbol)){
symbolEntry = entry;
break;
}
}
if(symbolEntry == null){
throw new SymbolNotFoundException(symbol);
}
Long quantityPrecision = symbolEntry.getQuantityPrecision();
BigDecimal currentPrice = syncRequestClient.getMarkPrice(symbol).get(0).getMarkPrice();
BigDecimal quantity = cash.divide(currentPrice, quantityPrecision.intValue(), RoundingMode.DOWN);
if(!(quantity.compareTo(BigDecimal.ZERO) > 0)){
BigDecimal dividedNum = new BigDecimal(1);
for (int i = 0; i < quantityPrecision; i++) {
dividedNum = dividedNum.multiply(new BigDecimal(10));
}
String message = "Binance Future [" + symbol + "] price '" + cash + "' is lower. min dollar is ["
+ currentPrice.divide(dividedNum, 2, RoundingMode.UP).stripTrailingZeros().toPlainString() +
"]";
throw new MinOrderException(message);
}
return orderQuantity(symbol, type, quantity, currentPrice);
}
@Override
public MarketOrderTrade closePosition(String symbol) {
BigDecimal lastClosePrice;
synchronized (symbolPriceLock){
lastClosePrice = symbolPriceMap.get(symbol);
}
AccountInformation accountInformation = syncRequestClient.getAccountInformation();
Position symbolPosition = BinanceFuturesApis.getBinancePosition(symbol, accountInformation);
BigDecimal quantity = symbolPosition.getPositionAmt();
if(quantity.compareTo(BigDecimal.ZERO) == 0){
return MarketOrderTrade.EMPTY_MARKET_ORDER;
}
OrderSide orderSide;
if(quantity.compareTo(BigDecimal.ZERO) > 0){
orderSide = OrderSide.SELL;
} else {
quantity = quantity.multiply(new BigDecimal(-1));
orderSide = OrderSide.BUY;
}
long orderTime = System.currentTimeMillis();
Order order = syncRequestClient.postOrder(symbol, orderSide, null, OrderType.MARKET , null,
quantity.toString(), null, "true", null, null, null, NewOrderRespType.RESULT);
long closeTime = System.currentTimeMillis();
MarketOrderTradeData marketPriceOrderData = new MarketOrderTradeData();
marketPriceOrderData.setTradeType(Trade.Type.valueOf(orderSide.toString()));
marketPriceOrderData.setQuantity(quantity);
marketPriceOrderData.setTradePrice(BinanceFuturesApis.getTradePrice(order,2));
marketPriceOrderData.setLastClosePrice(lastClosePrice);
marketPriceOrderData.setFee(marketPriceOrderData.getTradePrice().multiply(fee));
marketPriceOrderData.setOrderTime(orderTime);
marketPriceOrderData.setCloseTime(closeTime);
return marketPriceOrderData;
}
@Override
public LimitOrderTrade[] limitOrderQuantity(String symbol, Trade.Type type, BigDecimal quantity, BigDecimal limitPrice) {
return new LimitOrderTrade[0];
}
@Override
public LimitOrderTrade[] limitOrderCash(String symbol, Trade.Type type, BigDecimal cash, BigDecimal limitPrice) {
return new LimitOrderTrade[0];
}
@Override
public LimitOrderTrade[] limitOrderCash(String symbol, Trade.Type type, BigDecimal cash, BigDecimal beginPrice, BigDecimal endPrice, BigDecimal priceGap) {
return new LimitOrderTrade[0];
}
}
