wip

Binance.Net/Clients/UsdFuturesApi/BinanceSocketClientUsdFuturesApi.cs

@@ -6,6 +6,7 @@
 using Binance.Net.Objects;
 using Binance.Net.Objects.Internal;
 using Binance.Net.Objects.Models;
+using Binance.Net.Objects.Models.Futures;
 using Binance.Net.Objects.Models.Futures.Socket;
 using Binance.Net.Objects.Models.Spot.Socket;
 using Binance.Net.Objects.Options;
@@ -32,6 +33,10 @@ internal partial class BinanceSocketClientUsdFuturesApi : SocketApiClient, IBina
         #region fields
         private static readonly MessagePath _idPath = MessagePath.Get().Property("id");
         private static readonly MessagePath _streamPath = MessagePath.Get().Property("stream");
+
+        internal BinanceFuturesUsdtExchangeInfo? _exchangeInfo;
+        internal DateTime? _lastExchangeInfoUpdate;
+        internal readonly string _brokerId;
         #endregion
 
         /// <inheritdoc />
@@ -53,6 +58,8 @@ internal BinanceSocketClientUsdFuturesApi(ILogger logger, BinanceSocketOptions o
             ExchangeData = new BinanceSocketClientUsdFuturesApiExchangeData(logger, this);
             Trading = new BinanceSocketClientUsdFuturesApiTrading(logger, this);
 
+            _brokerId = !string.IsNullOrEmpty(options.UsdFuturesOptions.BrokerId) ? options.UsdFuturesOptions.BrokerId! : "x-d63tKbx3";
+
             // When sending more than 4000 bytes the server responds very delayed (somehow connected to the websocket keep alive interval on framework level)
             // See https://dev.binance.vision/t/socket-live-subscribing-server-delay/9645/2
             // To prevent issues we keep below this
@@ -137,7 +144,6 @@ internal async Task<CallResult<BinanceResponse<T>>> QueryAsync<T>(string url, st
             return result;
         }
 
-
         /// <inheritdoc />
         protected override Query? GetAuthenticationRequest(SocketConnection connection) => null;
     }

Binance.Net/Clients/UsdFuturesApi/BinanceSocketClientUsdFuturesApiAccount.cs

@@ -1,6 +1,8 @@
 using Binance.Net.Clients.SpotApi;
 using Binance.Net.Interfaces.Clients.UsdFuturesApi;
+using Binance.Net.Objects;
 using Binance.Net.Objects.Models;
+using Binance.Net.Objects.Models.Futures;
 using Binance.Net.Objects.Models.Futures.Socket;
 using Binance.Net.Objects.Sockets;
 using CryptoExchange.Net.Objects.Sockets;
@@ -23,6 +25,32 @@ internal BinanceSocketClientUsdFuturesApiAccount(ILogger logger, BinanceSocketCl
 
         #region Queries
 
+
+        #region Future Account Balance
+
+        /// <inheritdoc />
+        public async Task<CallResult<BinanceResponse<IEnumerable<BinanceUsdFuturesAccountBalance>>>> GetBalancesAsync(long? receiveWindow = null, CancellationToken ct = default)
+        {
+            var parameters = new ParameterCollection();
+            parameters.AddOptionalParameter("recvWindow", receiveWindow?.ToString(CultureInfo.InvariantCulture));
+
+            return await _client.QueryAsync<IEnumerable<BinanceUsdFuturesAccountBalance>>(_client.ClientOptions.Environment.UsdFuturesSocketApiAddress!.AppendPath("ws-fapi/v1"), $"v2/account.balance", parameters, true, true, weight: 5, ct: ct).ConfigureAwait(false);
+        }
+
+        #endregion
+
+        #region Get Account Info
+
+        /// <inheritdoc />
+        public async Task<CallResult<BinanceResponse<BinanceFuturesAccountInfoV3>>> GetAccountInfoAsync(long? receiveWindow = null, CancellationToken ct = default)
+        {
+            var parameters = new ParameterCollection();
+            parameters.AddOptionalParameter("recvWindow", receiveWindow?.ToString(CultureInfo.InvariantCulture));
+            return await _client.QueryAsync<BinanceFuturesAccountInfoV3>(_client.ClientOptions.Environment.UsdFuturesSocketApiAddress!.AppendPath("ws-fapi/v1"), $"v2/account.status", parameters, true, true, weight: 5, ct: ct).ConfigureAwait(false);            
+        }
+
+        #endregion
+
         #endregion
 
         #region Streams

Binance.Net/Clients/UsdFuturesApi/BinanceSocketClientUsdFuturesApiTrading.cs

@@ -1,4 +1,7 @@
-using Binance.Net.Interfaces.Clients.UsdFuturesApi;
+using Binance.Net.Enums;
+using Binance.Net.Interfaces.Clients.UsdFuturesApi;
+using Binance.Net.Objects;
+using Binance.Net.Objects.Models.Futures;
 using System;
 using System.Collections.Generic;
 using System.Text;
@@ -18,6 +21,152 @@ internal BinanceSocketClientUsdFuturesApiTrading(ILogger logger, BinanceSocketCl
 
         #region Queries
 
+        #region Place Order
+
+        /// <inheritdoc />
+        public async Task<CallResult<BinanceResponse<BinanceUsdFuturesOrder>>> PlaceOrderAsync(string symbol,
+            Enums.OrderSide side,
+            FuturesOrderType type,
+            decimal? quantity,
+            decimal? price = null,
+            Enums.PositionSide? positionSide = null,
+            TimeInForce? timeInForce = null,
+            bool? reduceOnly = null,
+            string? newClientOrderId = null,
+            decimal? stopPrice = null,
+            decimal? activationPrice = null,
+            decimal? callbackRate = null,
+            WorkingType? workingType = null,
+            bool? closePosition = null,
+            OrderResponseType? orderResponseType = null,
+            bool? priceProtect = null,
+            PriceMatch? priceMatch = null,
+            SelfTradePreventionMode? selfTradePreventionMode = null,
+            DateTime? goodTillDate = null,
+            int? receiveWindow = null,
+            CancellationToken ct = default)
+        {
+            if (closePosition == true && positionSide != null)
+            {
+                if (positionSide == Enums.PositionSide.Short && side == Enums.OrderSide.Sell)
+                    throw new ArgumentException("Can't close short position with order side sell");
+                if (positionSide == Enums.PositionSide.Long && side == Enums.OrderSide.Buy)
+                    throw new ArgumentException("Can't close long position with order side buy");
+            }
+
+            if (orderResponseType == OrderResponseType.Full)
+                throw new ArgumentException("OrderResponseType.Full is not supported in Futures");
+
+            string clientOrderId = newClientOrderId ?? ExchangeHelpers.AppendRandomString(_client._brokerId, 32);
+
+            var parameters = new ParameterCollection();
+            parameters.AddParameter("symbol", symbol);
+            parameters.AddEnum("side", side);
+            parameters.AddEnum("type", type);
+            parameters.AddOptionalParameter("quantity", quantity?.ToString(CultureInfo.InvariantCulture));
+            parameters.AddOptionalParameter("newClientOrderId", clientOrderId);
+            parameters.AddOptionalParameter("price", price?.ToString(CultureInfo.InvariantCulture));
+            parameters.AddOptionalEnum("timeInForce", timeInForce);
+            parameters.AddOptionalEnum("positionSide", positionSide);
+            parameters.AddOptionalParameter("stopPrice", stopPrice?.ToString(CultureInfo.InvariantCulture));
+            parameters.AddOptionalParameter("activationPrice", activationPrice?.ToString(CultureInfo.InvariantCulture));
+            parameters.AddOptionalParameter("callbackRate", callbackRate?.ToString(CultureInfo.InvariantCulture));
+            parameters.AddOptionalEnum("workingType", workingType);
+            parameters.AddOptionalParameter("reduceOnly", reduceOnly?.ToString().ToLower());
+            parameters.AddOptionalParameter("closePosition", closePosition?.ToString().ToLower());
+            parameters.AddOptionalEnum("newOrderRespType", orderResponseType);
+            parameters.AddOptionalParameter("priceProtect", priceProtect?.ToString().ToUpper());
+            parameters.AddOptionalEnum("priceMatch", priceMatch);
+            parameters.AddOptionalEnum("selfTradePreventionMode", selfTradePreventionMode);
+            parameters.AddOptionalMilliseconds("goodTillDate", goodTillDate);
+            parameters.AddOptionalParameter("recvWindow", receiveWindow?.ToString(CultureInfo.InvariantCulture));
+
+            return await _client.QueryAsync<BinanceUsdFuturesOrder>(_client.ClientOptions.Environment.UsdFuturesSocketApiAddress!.AppendPath("ws-fapi/v1"), $"order.place", parameters, true, true, weight: 0, ct: ct).ConfigureAwait(false);
+        }
+
+        #endregion
+
+        #region Edit Order
+
+        /// <inheritdoc />
+        public async Task<CallResult<BinanceResponse<BinanceUsdFuturesOrder>>> EditOrderAsync(string symbol, OrderSide side, decimal quantity, decimal price, long? orderId = null, string? origClientOrderId = null, long? receiveWindow = null, CancellationToken ct = default)
+        {
+            if (!orderId.HasValue && string.IsNullOrEmpty(origClientOrderId))
+                throw new ArgumentException("Either orderId or origClientOrderId must be sent");
+
+            var parameters = new ParameterCollection
+            {
+                { "symbol", symbol },
+                { "side", EnumConverter.GetString(side) },
+                { "quantity", quantity.ToString(CultureInfo.InvariantCulture) },
+                { "price", price.ToString(CultureInfo.InvariantCulture) },
+            };
+            parameters.AddOptionalParameter("orderId", orderId?.ToString(CultureInfo.InvariantCulture));
+            parameters.AddOptionalParameter("origClientOrderId", origClientOrderId);
+            parameters.AddOptionalParameter("recvWindow", receiveWindow?.ToString(CultureInfo.InvariantCulture));
+
+            return await _client.QueryAsync<BinanceUsdFuturesOrder>(_client.ClientOptions.Environment.UsdFuturesSocketApiAddress!.AppendPath("ws-fapi/v1"), $"order.modify", parameters, true, true, weight: 1, ct: ct).ConfigureAwait(false);
+
+        }
+
+        #endregion
+
+        #region Cancel Order
+
+        /// <inheritdoc />
+        public async Task<CallResult<BinanceResponse<BinanceUsdFuturesOrder>>> CancelOrderAsync(string symbol, long? orderId = null, string? origClientOrderId = null, long? receiveWindow = null, CancellationToken ct = default)
+        {
+            if (!orderId.HasValue && string.IsNullOrEmpty(origClientOrderId))
+                throw new ArgumentException("Either orderId or origClientOrderId must be sent");
+
+            var parameters = new ParameterCollection
+            {
+                { "symbol", symbol }
+            };
+            parameters.AddOptionalParameter("orderId", orderId?.ToString(CultureInfo.InvariantCulture));
+            parameters.AddOptionalParameter("origClientOrderId", origClientOrderId);
+            parameters.AddOptionalParameter("recvWindow", receiveWindow?.ToString(CultureInfo.InvariantCulture));
+
+            return await _client.QueryAsync<BinanceUsdFuturesOrder>(_client.ClientOptions.Environment.UsdFuturesSocketApiAddress!.AppendPath("ws-fapi/v1"), $"order.cancel", parameters, true, true, weight: 1, ct: ct).ConfigureAwait(false);
+        }
+
+        #endregion
+
+        #region Get Order
+
+        /// <inheritdoc />
+        public async Task<CallResult<BinanceResponse<BinanceUsdFuturesOrder>>> GetOrderAsync(string symbol, long? orderId = null, string? origClientOrderId = null, long? receiveWindow = null, CancellationToken ct = default)
+        {
+            if (orderId == null && origClientOrderId == null)
+                throw new ArgumentException("Either orderId or origClientOrderId must be sent");
+
+            var parameters = new ParameterCollection
+            {
+                { "symbol", symbol }
+            };
+            parameters.AddOptionalParameter("orderId", orderId?.ToString(CultureInfo.InvariantCulture));
+            parameters.AddOptionalParameter("origClientOrderId", origClientOrderId);
+            parameters.AddOptionalParameter("recvWindow", receiveWindow?.ToString(CultureInfo.InvariantCulture));
+
+            return await _client.QueryAsync<BinanceUsdFuturesOrder>(_client.ClientOptions.Environment.UsdFuturesSocketApiAddress!.AppendPath("ws-fapi/v1"), $"order.status", parameters, true, true, weight: 1, ct: ct).ConfigureAwait(false);
+        }
+
+        #endregion
+
+        #region Get Positions
+
+        /// <inheritdoc />
+        public async Task<CallResult<BinanceResponse<IEnumerable<BinancePositionV3>>>> GetPositionsAsync(string? symbol = null, long? receiveWindow = null, CancellationToken ct = default)
+        {
+            var parameters = new ParameterCollection();
+            parameters.AddOptional("symbol", symbol);
+            parameters.AddOptionalParameter("recvWindow", receiveWindow?.ToString(CultureInfo.InvariantCulture));
+
+            return await _client.QueryAsync<IEnumerable<BinancePositionV3>>(_client.ClientOptions.Environment.UsdFuturesSocketApiAddress!.AppendPath("ws-fapi/v1"), $"v2/account.position", parameters, true, true, weight: 5, ct: ct).ConfigureAwait(false);
+        }
+
+        #endregion
+
         #endregion
 
         #region Streams

Binance.Net/Interfaces/Clients/UsdFuturesApi/IBinanceRestClientUsdFuturesApiAccount.cs

@@ -140,7 +140,7 @@ Task<WebCallResult<IEnumerable<BinanceFuturesQuantileEstimation>>> GetPositionAd
         /// <param name="ct">Cancellation token</param>
         Task<WebCallResult<BinanceFuturesAccountInfoV3>> GetAccountInfoV3Async(long? receiveWindow = null, CancellationToken ct = default);
 
-        /// <summary>.
+        /// <summary>
         /// Gets account balances
         /// <para><a href="https://binance-docs.github.io/apidocs/futures/en/#futures-account-balance-v2-user_data" /></para>
         /// </summary>
@@ -149,7 +149,7 @@ Task<WebCallResult<IEnumerable<BinanceFuturesQuantileEstimation>>> GetPositionAd
         /// <returns>The account information</returns>
         Task<WebCallResult<IEnumerable<BinanceUsdFuturesAccountBalance>>> GetBalancesAsync(long? receiveWindow = null, CancellationToken ct = default);
 
-        /// <summary>.
+        /// <summary>
         /// Get user's Multi-Assets mode (Multi-Assets Mode or Single-Asset Mode) on Every symbol
         /// <para><a href="https://binance-docs.github.io/apidocs/futures/en/#get-current-multi-assets-mode-user_data" /></para>
         /// </summary>
@@ -158,7 +158,7 @@ Task<WebCallResult<IEnumerable<BinanceFuturesQuantileEstimation>>> GetPositionAd
         /// <returns>Multi asset mode</returns>
         Task<WebCallResult<BinanceFuturesMultiAssetMode>> GetMultiAssetsModeAsync(long? receiveWindow = null, CancellationToken ct = default);
 
-        /// <summary>.
+        /// <summary>
         /// Set user's Multi-Assets mode (Multi-Assets Mode or Single-Asset Mode) on Every symbol
         /// <para><a href="https://binance-docs.github.io/apidocs/futures/en/#change-multi-assets-mode-trade" /></para>
         /// </summary>

Binance.Net/Interfaces/Clients/UsdFuturesApi/IBinanceSocketClientUsdFuturesApiAccount.cs

@@ -1,5 +1,7 @@
 using Binance.Net.Enums;
+using Binance.Net.Objects;
 using Binance.Net.Objects.Models;
+using Binance.Net.Objects.Models.Futures;
 using Binance.Net.Objects.Models.Futures.Socket;
 using Binance.Net.Objects.Models.Spot.Socket;
 using CryptoExchange.Net.Objects.Sockets;
@@ -11,6 +13,23 @@ namespace Binance.Net.Interfaces.Clients.UsdFuturesApi
     /// </summary>
     public interface IBinanceSocketClientUsdFuturesApiAccount
     {
+        /// <summary>
+        /// Gets account balances
+        /// <para><a href="https://binance-docs.github.io/apidocs/futures/en/#futures-account-balance-v2-user_data" /></para>
+        /// </summary>
+        /// <param name="receiveWindow">The receive window for which this request is active. When the request takes longer than this to complete the server will reject the request</param>
+        /// <param name="ct">Cancellation token</param>
+        /// <returns>The account information</returns>
+        Task<CallResult<BinanceResponse<IEnumerable<BinanceUsdFuturesAccountBalance>>>> GetBalancesAsync(long? receiveWindow = null, CancellationToken ct = default);
+
+        /// <summary>
+        /// Get account information, including position and balances
+        /// <para><a href="https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Account-Information-V3" /></para>
+        /// </summary>
+        /// <param name="receiveWindow">The receive window for which this request is active. When the request takes longer than this to complete the server will reject the request</param>
+        /// <param name="ct">Cancellation token</param>
+        Task<CallResult<BinanceResponse<BinanceFuturesAccountInfoV3>>> GetAccountInfoAsync(long? receiveWindow = null, CancellationToken ct = default);
+
         /// <summary>
         /// Subscribes to the account update stream. Prior to using this, the <see cref="IBinanceRestClientUsdFuturesApiAccount.StartUserStreamAsync(CancellationToken)">restClient.UsdFuturesApi.Account.StartUserStreamAsync</see> method should be called to start the stream and obtaining a listen key.
         /// <para><a href="https://binance-docs.github.io/apidocs/futures/en/#user-data-streams" /></para>

Binance.Net/Interfaces/Clients/UsdFuturesApi/IBinanceSocketClientUsdFuturesApiExchangeData.cs

@@ -14,14 +14,47 @@ namespace Binance.Net.Interfaces.Clients.UsdFuturesApi
     /// </summary>
     public interface IBinanceSocketClientUsdFuturesApiExchangeData
     {
+        /// <summary>
+        /// Gets the order book for the provided symbol
+        /// <para><a href="https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api" /></para>
+        /// </summary>
+        /// <param name="symbol">The symbol to get the order book for, for example `ETHUSDT`</param>
+        /// <param name="limit">Max number of results</param>
+        /// <param name="ct">Cancellation token</param>
         Task<CallResult<BinanceResponse<BinanceFuturesOrderBook>>> GetOrderBookAsync(string symbol, int? limit = null, CancellationToken ct = default);
 
+        /// <summary>
+        /// Gets the price of a symbol
+        /// <para><a href="https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api/Symbol-Price-Ticker" /></para>
+        /// </summary>
+        /// <param name="symbol">The symbol to get the price for, for example `ETHUSDT`</param>
+        /// <param name="ct">Cancellation token</param>
+        /// <returns>Price of symbol</returns>
         Task<CallResult<BinanceResponse<BinancePrice>>> GetPriceAsync(string symbol, CancellationToken ct = default);
 
+        /// <summary>
+        /// Gets the price of all symbols
+        /// <para><a href="https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api/Symbol-Price-Ticker" /></para>
+        /// </summary>
+        /// <param name="ct">Cancellation token</param>
+        /// <returns>Price of symbol</returns>
         Task<CallResult<BinanceResponse<IEnumerable<BinancePrice>>>> GetPricesAsync(CancellationToken ct = default);
 
+        /// <summary>
+        /// Gets the best price/quantity on the order book for a symbol.
+        /// <para><a href="https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api/Symbol-Order-Book-Ticker" /></para>
+        /// </summary>
+        /// <param name="symbol">Symbol to get book price for, for example `ETHUSDT`</param>
+        /// <param name="ct">Cancellation token</param>
+        /// <returns>List of book prices</returns>
         Task<CallResult<BinanceResponse<BinanceBookPrice>>> GetBookPriceAsync(string symbol, CancellationToken ct = default);
 
+        /// <summary>
+        /// Gets the best price/quantity on the order book for all symbols.
+        /// <para><a href="https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api/Symbol-Order-Book-Ticker" /></para>
+        /// </summary>
+        /// <param name="ct">Cancellation token</param>
+        /// <returns>List of book prices</returns>
         Task<CallResult<BinanceResponse<IEnumerable<BinanceBookPrice>>>> GetBookPricesAsync(CancellationToken ct = default);
 
         /// <summary>