Binance: margin trading

xchange-binance/src/main/java/org/knowm/xchange/binance/BinanceAdapters.java

@@ -16,6 +16,7 @@
 import org.knowm.xchange.binance.dto.trade.BinanceOrder;
 import org.knowm.xchange.binance.dto.trade.OrderSide;
 import org.knowm.xchange.binance.dto.trade.OrderStatus;
+import org.knowm.xchange.binance.dto.trade.margin.MarginAccountType;
 import org.knowm.xchange.binance.service.BinanceTradeService.BinanceOrderFlags;
 import org.knowm.xchange.currency.Currency;
 import org.knowm.xchange.currency.CurrencyPair;
@@ -97,12 +98,26 @@ public static CurrencyPair convert(String symbol) {
 
   public static long id(String id) {
     try {
-      return Long.valueOf(id);
+      // hyphen could optionally be added to order id to specify margin account type
+      int hyphenIndex = id.indexOf('-');
+      if (hyphenIndex > 0)
+        id = id.substring(0, hyphenIndex);
+
+      return Long.parseLong(id);
     } catch (Throwable e) {
       throw new IllegalArgumentException("Binance id must be a valid long number.", e);
     }
   }
 
+  public static String placedOrderId(long orderId, MarginAccountType marginAccountType) {
+    return orderId + (marginAccountType != null ? "-" + marginAccountType.name() : "");
+  }
+
+  public static MarginAccountType getMarginAccountTypeFromOrderId(String orderId) {
+    int hyphenIndex = orderId.indexOf('-');
+    return hyphenIndex > 0 ? MarginAccountType.valueOf(orderId.substring(hyphenIndex + 1)) : null;
+  }
+
   public static Order.OrderStatus adaptOrderStatus(OrderStatus orderStatus) {
     switch (orderStatus) {
       case NEW:
@@ -146,7 +161,7 @@ public static CurrencyPair adaptSymbol(String symbol) {
     }
   }
 
-  public static Order adaptOrder(BinanceOrder order) {
+  public static Order adaptOrder(BinanceOrder order, MarginAccountType marginAccountType) {
     OrderType type = convert(order.side);
     CurrencyPair currencyPair = adaptSymbol(order.symbol);
     Order.Builder builder;
@@ -161,7 +176,7 @@ public static Order adaptOrder(BinanceOrder order) {
     builder
         .orderStatus(adaptOrderStatus(order.status))
         .originalAmount(order.origQty)
-        .id(Long.toString(order.orderId))
+        .id(BinanceAdapters.placedOrderId(order.orderId, marginAccountType))
         .timestamp(order.getTime())
         .cumulativeAmount(order.executedQty);
     if (order.executedQty.signum() != 0 && order.cummulativeQuoteQty.signum() != 0) {

xchange-binance/src/main/java/org/knowm/xchange/binance/BinanceAuthenticated.java

@@ -25,15 +25,8 @@
 import org.knowm.xchange.binance.dto.account.TransferHistory;
 import org.knowm.xchange.binance.dto.account.TransferSubUserHistory;
 import org.knowm.xchange.binance.dto.account.WithdrawResponse;
-import org.knowm.xchange.binance.dto.trade.BinanceCancelledOrder;
-import org.knowm.xchange.binance.dto.trade.BinanceDustLog;
-import org.knowm.xchange.binance.dto.trade.BinanceListenKey;
-import org.knowm.xchange.binance.dto.trade.BinanceNewOrder;
-import org.knowm.xchange.binance.dto.trade.BinanceOrder;
-import org.knowm.xchange.binance.dto.trade.BinanceTrade;
-import org.knowm.xchange.binance.dto.trade.OrderSide;
-import org.knowm.xchange.binance.dto.trade.OrderType;
-import org.knowm.xchange.binance.dto.trade.TimeInForce;
+import org.knowm.xchange.binance.dto.trade.*;
+import org.knowm.xchange.binance.dto.trade.margin.*;
 import si.mazi.rescu.ParamsDigest;
 import si.mazi.rescu.SynchronizedValueFactory;
 
@@ -557,4 +550,215 @@ BinanceListenKey startUserDataStream(@HeaderParam(X_MBX_APIKEY) String apiKey)
   Map<?, ?> closeUserDataStream(
       @HeaderParam(X_MBX_APIKEY) String apiKey, @PathParam("listenKey") String listenKey)
       throws IOException, BinanceException;
+
+  /**
+   * Send in a new margin order
+   *
+   * @param symbol
+   * @param marginAccountType
+   * @param side
+   * @param type
+   * @param timeInForce
+   * @param quantity
+   * @param price optional, must be provided for limit orders only
+   * @param newClientOrderId optional, a unique id for the order. Automatically generated if not
+   *     sent.
+   * @param stopPrice optional, used with stop orders
+   * @param icebergQty optional, used with iceberg orders
+   * @param newOrderRespType optional, MARKET and LIMIT order types default to FULL, all other
+   *     orders default to ACK
+   * @param recvWindow optional
+   * @param timestamp
+   * @return
+   * @throws IOException
+   * @throws BinanceException
+   */
+  @POST
+  @Path("sapi/v1/margin/order")
+  BinanceNewMarginOrder newMarginOrder(
+          @FormParam("symbol") String symbol,
+          @FormParam("isIsolated") MarginAccountType marginAccountType,
+          @FormParam("side") OrderSide side,
+          @FormParam("type") OrderType type,
+          @FormParam("timeInForce") TimeInForce timeInForce,
+          @FormParam("quantity") BigDecimal quantity,
+          @FormParam("price") BigDecimal price,
+          @FormParam("newClientOrderId") String newClientOrderId,
+          @FormParam("stopPrice") BigDecimal stopPrice,
+          @FormParam("icebergQty") BigDecimal icebergQty,
+          @FormParam("newOrderRespType") BinanceNewOrder.NewOrderResponseType newOrderRespType,
+          @FormParam("sideEffectType") MarginSideEffectType sideEffectType,
+          @FormParam("recvWindow") Long recvWindow,
+          @FormParam("timestamp") SynchronizedValueFactory<Long> timestamp,
+          @HeaderParam(X_MBX_APIKEY) String apiKey,
+          @QueryParam(SIGNATURE) ParamsDigest signature)
+          throws IOException, BinanceException;
+
+  /**
+   * Check a margin order's status.<br>
+   * Either orderId or origClientOrderId must be sent.
+   *
+   * @param symbol
+   * @param marginAccountType
+   * @param orderId optional
+   * @param origClientOrderId optional
+   * @param recvWindow optional
+   * @param timestamp
+   * @param apiKey
+   * @param signature
+   * @return
+   * @throws IOException
+   * @throws BinanceException
+   */
+  @GET
+  @Path("sapi/v1/margin/order")
+  BinanceMarginOrder marginOrderStatus(
+          @QueryParam("symbol") String symbol,
+          @QueryParam("isIsolated") MarginAccountType marginAccountType,
+          @QueryParam("orderId") long orderId,
+          @QueryParam("origClientOrderId") String origClientOrderId,
+          @QueryParam("recvWindow") Long recvWindow,
+          @QueryParam("timestamp") SynchronizedValueFactory<Long> timestamp,
+          @HeaderParam(X_MBX_APIKEY) String apiKey,
+          @QueryParam(SIGNATURE) ParamsDigest signature)
+          throws IOException, BinanceException;
+
+  /**
+   * Cancel an active margin order.
+   *
+   * @param symbol
+   * @param marginAccountType
+   * @param orderId optional
+   * @param origClientOrderId optional
+   * @param newClientOrderId optional, used to uniquely identify this cancel. Automatically
+   *     generated by default.
+   * @param recvWindow optional
+   * @param timestamp
+   * @param apiKey
+   * @param signature
+   * @return
+   * @throws IOException
+   * @throws BinanceException
+   */
+  @DELETE
+  @Path("sapi/v1/margin/order")
+  BinanceCancelledMarginOrder cancelMarginOrder(
+          @QueryParam("symbol") String symbol,
+          @QueryParam("isIsolated") MarginAccountType marginAccountType,
+          @QueryParam("orderId") long orderId,
+          @QueryParam("origClientOrderId") String origClientOrderId,
+          @QueryParam("newClientOrderId") String newClientOrderId,
+          @QueryParam("recvWindow") Long recvWindow,
+          @QueryParam("timestamp") SynchronizedValueFactory<Long> timestamp,
+          @HeaderParam(X_MBX_APIKEY) String apiKey,
+          @QueryParam(SIGNATURE) ParamsDigest signature)
+          throws IOException, BinanceException;
+
+  /**
+   * Cancels all active margin orders on a symbol. This includes OCO orders.
+   *
+   * @param symbol
+   * @param marginAccountType
+   * @param recvWindow optional
+   * @param timestamp
+   * @return
+   * @throws IOException
+   * @throws BinanceException
+   */
+  @DELETE
+  @Path("sapi/v1/margin/openOrders")
+  List<BinanceCancelledMarginOrder> cancelAllOpenMarginOrders(
+          @QueryParam("symbol") String symbol,
+          @QueryParam("isIsolated") MarginAccountType marginAccountType,
+          @QueryParam("recvWindow") Long recvWindow,
+          @QueryParam("timestamp") SynchronizedValueFactory<Long> timestamp,
+          @HeaderParam(X_MBX_APIKEY) String apiKey,
+          @QueryParam(SIGNATURE) ParamsDigest signature)
+          throws IOException, BinanceException;
+
+  /**
+   * Returns a listen key for margin websocket login.
+   *
+   * @param apiKey the api key
+   * @return
+   * @throws BinanceException
+   * @throws IOException
+   */
+  @POST
+  @Path("/sapi/v1/userDataStream")
+  BinanceListenKey startMarginUserDataStream(@HeaderParam(X_MBX_APIKEY) String apiKey)
+          throws IOException, BinanceException;
+
+  /**
+   * Keeps the authenticated margin websocket session alive.
+   *
+   * @param apiKey the api key
+   * @param listenKey the api secret
+   * @return
+   * @throws BinanceException
+   * @throws IOException
+   */
+  @PUT
+  @Path("/sapi/v1/userDataStream?listenKey={listenKey}")
+  Map<?, ?> keepAliveMarginUserDataStream(
+          @HeaderParam(X_MBX_APIKEY) String apiKey, @PathParam("listenKey") String listenKey)
+          throws IOException, BinanceException;
+
+  /**
+   * Closes the authenticated margin connection.
+   *
+   * @param apiKey the api key
+   * @param listenKey the api secret
+   * @return
+   * @throws BinanceException
+   * @throws IOException
+   */
+  @DELETE
+  @Path("/sapi/v1/userDataStream?listenKey={listenKey}")
+  Map<?, ?> closeMarginUserDataStream(
+          @HeaderParam(X_MBX_APIKEY) String apiKey, @PathParam("listenKey") String listenKey)
+          throws IOException, BinanceException;
+
+  /**
+   * Returns a listen key for isolated margin websocket login.
+   *
+   * @param apiKey the api key
+   * @return
+   * @throws BinanceException
+   * @throws IOException
+   */
+  @POST
+  @Path("/sapi/v1/userDataStream/isolated")
+  BinanceListenKey startIsolatedMarginUserDataStream(@HeaderParam(X_MBX_APIKEY) String apiKey)
+          throws IOException, BinanceException;
+
+  /**
+   * Keeps the authenticated isolated margin websocket session alive.
+   *
+   * @param apiKey the api key
+   * @param listenKey the api secret
+   * @return
+   * @throws BinanceException
+   * @throws IOException
+   */
+  @PUT
+  @Path("/sapi/v1/userDataStream/isolated?listenKey={listenKey}")
+  Map<?, ?> keepAliveIsolatedMarginUserDataStream(
+          @HeaderParam(X_MBX_APIKEY) String apiKey, @PathParam("listenKey") String listenKey)
+          throws IOException, BinanceException;
+
+  /**
+   * Closes the authenticated isolated margin connection.
+   *
+   * @param apiKey the api key
+   * @param listenKey the api secret
+   * @return
+   * @throws BinanceException
+   * @throws IOException
+   */
+  @DELETE
+  @Path("/sapi/v1/userDataStream/isolated?listenKey={listenKey}")
+  Map<?, ?> closeIsolatedMarginUserDataStream(
+          @HeaderParam(X_MBX_APIKEY) String apiKey, @PathParam("listenKey") String listenKey)
+          throws IOException, BinanceException;
 }

xchange-binance/src/main/java/org/knowm/xchange/binance/BinanceExchange.java

@@ -24,6 +24,8 @@
 
 public class BinanceExchange extends BaseExchange {
   public static final String SPECIFIC_PARAM_USE_SANDBOX = "Use_Sandbox";
+  public static final String SPECIFIC_PARAM_INCLUDE_MARGIN_ACCOUNT_TYPE_IN_ORDER_ID =
+          "Include_Margin_Account_Type_In_OrderId";
 
   protected static ResilienceRegistries RESILIENCE_REGISTRIES;
 

xchange-binance/src/main/java/org/knowm/xchange/binance/dto/trade/BinanceCancelledOrder.java

@@ -2,7 +2,7 @@
 
 import com.fasterxml.jackson.annotation.JsonProperty;
 
-public final class BinanceCancelledOrder {
+public class BinanceCancelledOrder {
 
   public final String symbol;
   public final String origClientOrderId;

xchange-binance/src/main/java/org/knowm/xchange/binance/dto/trade/BinanceNewOrder.java

@@ -4,7 +4,7 @@
 import java.math.BigDecimal;
 import java.util.List;
 
-public final class BinanceNewOrder {
+public class BinanceNewOrder {
 
   /** Desired response type for BinanceNewOrder. */
   public enum NewOrderResponseType {

xchange-binance/src/main/java/org/knowm/xchange/binance/dto/trade/BinanceOrder.java

@@ -4,7 +4,7 @@
 import java.math.BigDecimal;
 import java.util.Date;
 
-public final class BinanceOrder {
+public class BinanceOrder {
 
   public final String symbol;
   public final long orderId;

xchange-binance/src/main/java/org/knowm/xchange/binance/dto/trade/margin/BinanceCancelledMarginOrder.java

@@ -0,0 +1,27 @@
+package org.knowm.xchange.binance.dto.trade.margin;
+
+import com.fasterxml.jackson.annotation.JsonProperty;
+import org.knowm.xchange.binance.dto.trade.BinanceCancelledOrder;
+
+public class BinanceCancelledMarginOrder extends BinanceCancelledOrder {
+    public final MarginAccountType marginAccountType;
+
+    public BinanceCancelledMarginOrder(
+            @JsonProperty("symbol") String symbol,
+            @JsonProperty("isIsolated") MarginAccountType marginAccountType,
+            @JsonProperty("origClientOrderId") String origClientOrderId,
+            @JsonProperty("orderId") long orderId,
+            @JsonProperty("clientOrderId") String clientOrderId,
+            @JsonProperty("price") String price,
+            @JsonProperty("origQty") String origQty,
+            @JsonProperty("executedQty") String executedQty,
+            @JsonProperty("cummulativeQuoteQty") String cummulativeQuoteQty,
+            @JsonProperty("status") String status,
+            @JsonProperty("timeInForce") String timeInForce,
+            @JsonProperty("type") String type,
+            @JsonProperty("side") String side) {
+        super(symbol, origClientOrderId, orderId, clientOrderId, price, origQty, executedQty, cummulativeQuoteQty, status, timeInForce, type, side);
+
+        this.marginAccountType = marginAccountType;
+    }
+}

xchange-binance/src/main/java/org/knowm/xchange/binance/dto/trade/margin/BinanceMarginOrder.java

@@ -0,0 +1,31 @@
+package org.knowm.xchange.binance.dto.trade.margin;
+
+import com.fasterxml.jackson.annotation.JsonProperty;
+import org.knowm.xchange.binance.dto.trade.*;
+
+import java.math.BigDecimal;
+
+public class BinanceMarginOrder extends BinanceOrder {
+    public final MarginAccountType marginAccountType;
+
+    public BinanceMarginOrder(
+            @JsonProperty("symbol") String symbol,
+            @JsonProperty("orderId") long orderId,
+            @JsonProperty("clientOrderId") String clientOrderId,
+            @JsonProperty("price") BigDecimal price,
+            @JsonProperty("origQty") BigDecimal origQty,
+            @JsonProperty("executedQty") BigDecimal executedQty,
+            @JsonProperty("cummulativeQuoteQty") BigDecimal cummulativeQuoteQty,
+            @JsonProperty("status") OrderStatus status,
+            @JsonProperty("timeInForce") TimeInForce timeInForce,
+            @JsonProperty("type") OrderType type,
+            @JsonProperty("side") OrderSide side,
+            @JsonProperty("stopPrice") BigDecimal stopPrice,
+            @JsonProperty("icebergQty") BigDecimal icebergQty,
+            @JsonProperty("isIsolated") MarginAccountType marginAccountType,
+            @JsonProperty("time") long time) {
+        super(symbol, orderId, clientOrderId, price, origQty, executedQty, cummulativeQuoteQty, status, timeInForce, type, side, stopPrice, icebergQty, time);
+
+        this.marginAccountType = marginAccountType;
+    }
+}