fix Mark Price, Order futures (#533)

* fix Mark Price

* fix Order futures

* fix Mark Price, Order futures (remove commenting code)

v2/futures/mark_price.go

@@ -45,11 +45,14 @@ func (s *PremiumIndexService) Do(ctx context.Context, opts ...RequestOption) (re
 
 // PremiumIndex define premium index of mark price
 type PremiumIndex struct {
- Symbol string `json:"symbol"`
- MarkPrice string `json:"markPrice"`
- LastFundingRate string `json:"lastFundingRate"`
- NextFundingTime int64 `json:"nextFundingTime"`
- Time int64 `json:"time"`
+ Symbol string `json:"symbol"`
+ MarkPrice string `json:"markPrice"`
+ IndexPrice string `json:"indexPrice"`
+ EstimatedSettlePrice string `json:"estimatedSettlePrice"`
+ LastFundingRate string `json:"lastFundingRate"`
+ NextFundingTime int64 `json:"nextFundingTime"`
+ InterestRate string `json:"interestRate"`
+ Time int64 `json:"time"`
 }
 
 // FundingRateService get funding rate

v2/futures/mark_price_test.go

@@ -18,8 +18,11 @@ func (s *premiumIndexServiceTestSuite) TestGetPremiumIndex() {
  data := []byte(`[{
  "symbol": "BTCUSDT",
  "markPrice": "11012.80409769",
+ "indexPrice": "11781.80495970",
+ "estimatedSettlePrice": "11781.80495970",
  "lastFundingRate": "-0.03750000",
  "nextFundingTime": 1562569200000,
+ "interestRate": "0.00010000",
  "time": 1562566020000
  }]`)
  s.mockDo(data, nil)
@@ -36,11 +39,14 @@ func (s *premiumIndexServiceTestSuite) TestGetPremiumIndex() {
  res, err := s.client.NewPremiumIndexService().Symbol(symbol).Do(newContext())
  s.r().NoError(err)
  e := []*PremiumIndex{&PremiumIndex{
- Symbol: symbol,
- MarkPrice: "11012.80409769",
- LastFundingRate: "-0.03750000",
- NextFundingTime: int64(1562569200000),
- Time: int64(1562566020000),
+ Symbol: symbol,
+ MarkPrice: "11012.80409769",
+ IndexPrice: "11781.80495970",
+ EstimatedSettlePrice: "11781.80495970",
+ LastFundingRate: "-0.03750000",
+ NextFundingTime: int64(1562569200000),
+ InterestRate: "0.00010000",
+ Time: int64(1562566020000),
  },
  }
  s.assertPremiumIndexEqual(e, res)
@@ -50,8 +56,11 @@ func (s *premiumIndexServiceTestSuite) assertPremiumIndexEqual(e, a []*PremiumIn
  r := s.r()
  r.Equal(e[0].Symbol, a[0].Symbol, "Symbol")
  r.Equal(e[0].MarkPrice, a[0].MarkPrice, "MarkPrice")
+ r.Equal(e[0].IndexPrice, a[0].IndexPrice, "IndexPrice")
+ r.Equal(e[0].EstimatedSettlePrice, a[0].EstimatedSettlePrice, "EstimatedSettlePrice")
  r.Equal(e[0].LastFundingRate, a[0].LastFundingRate, "LastFundingRate")
  r.Equal(e[0].NextFundingTime, a[0].NextFundingTime, "NextFundingTime")
+ r.Equal(e[0].InterestRate, a[0].InterestRate, "InterestRate")
  r.Equal(e[0].Time, a[0].Time, "Time")
 }
 

v2/futures/order_service.go

@@ -204,29 +204,34 @@ func (s *CreateOrderService) Do(ctx context.Context, opts ...RequestOption) (res
 
 // CreateOrderResponse define create order response
 type CreateOrderResponse struct {
- Symbol string `json:"symbol"`
- OrderID int64 `json:"orderId"`
- ClientOrderID string `json:"clientOrderId"`
- Price string `json:"price"`
- OrigQuantity string `json:"origQty"`
- ExecutedQuantity string `json:"executedQty"`
- CumQuote string `json:"cumQuote"`
- ReduceOnly bool `json:"reduceOnly"`
- Status OrderStatusType `json:"status"`
- StopPrice string `json:"stopPrice"`
- TimeInForce TimeInForceType `json:"timeInForce"`
- Type OrderType `json:"type"`
- Side SideType `json:"side"`
- UpdateTime int64 `json:"updateTime"`
- WorkingType WorkingType `json:"workingType"`
- ActivatePrice string `json:"activatePrice"`
- PriceRate string `json:"priceRate"`
- AvgPrice string `json:"avgPrice"`
- PositionSide PositionSideType `json:"positionSide"`
- ClosePosition bool `json:"closePosition"`
- PriceProtect bool `json:"priceProtect"`
- RateLimitOrder10s string `json:"rateLimitOrder10s,omitempty"`
- RateLimitOrder1m string `json:"rateLimitOrder1m,omitempty"`
+ Symbol string `json:"symbol"` //
+ OrderID int64 `json:"orderId"` //
+ ClientOrderID string `json:"clientOrderId"` //
+ Price string `json:"price"` //
+ OrigQuantity string `json:"origQty"` //
+ ExecutedQuantity string `json:"executedQty"` //
+ CumQuote string `json:"cumQuote"` //
+ ReduceOnly bool `json:"reduceOnly"` //
+ Status OrderStatusType `json:"status"` //
+ StopPrice string `json:"stopPrice"` // please ignore when order type is TRAILING_STOP_MARKET
+ TimeInForce TimeInForceType `json:"timeInForce"` //
+ Type OrderType `json:"type"` //
+ Side SideType `json:"side"` //
+ UpdateTime int64 `json:"updateTime"` // update time
+ WorkingType WorkingType `json:"workingType"` //
+ ActivatePrice string `json:"activatePrice"` // activation price, only return with TRAILING_STOP_MARKET order
+ PriceRate string `json:"priceRate"` // callback rate, only return with TRAILING_STOP_MARKET order
+ AvgPrice string `json:"avgPrice"` //
+ PositionSide PositionSideType `json:"positionSide"` //
+ ClosePosition bool `json:"closePosition"` // if Close-All
+ PriceProtect bool `json:"priceProtect"` // if conditional order trigger is protected
+ PriceMatch string `json:"priceMatch"` // price match mode
+ SelfTradePreventionMode string `json:"selfTradePreventionMode"` // self trading preventation mode
+ GoodTillDate int64 `json:"goodTillDate"` // order pre-set auto cancel time for TIF GTD order
+ CumQty string `json:"cumQty"` //
+ OrigType OrderType `json:"origType"` //
+ RateLimitOrder10s string `json:"rateLimitOrder10s,omitempty"` //
+ RateLimitOrder1m string `json:"rateLimitOrder1m,omitempty"` //
 }
 
 // ListOpenOrdersService list opened orders
@@ -368,30 +373,33 @@ func (s *GetOrderService) Do(ctx context.Context, opts ...RequestOption) (res *O
 
 // Order define order info
 type Order struct {
- Symbol string `json:"symbol"`
- OrderID int64 `json:"orderId"`
- ClientOrderID string `json:"clientOrderId"`
- Price string `json:"price"`
- ReduceOnly bool `json:"reduceOnly"`
- OrigQuantity string `json:"origQty"`
- ExecutedQuantity string `json:"executedQty"`
- CumQuantity string `json:"cumQty"`
- CumQuote string `json:"cumQuote"`
- Status OrderStatusType `json:"status"`
- TimeInForce TimeInForceType `json:"timeInForce"`
- Type OrderType `json:"type"`
- Side SideType `json:"side"`
- StopPrice string `json:"stopPrice"`
- Time int64 `json:"time"`
- UpdateTime int64 `json:"updateTime"`
- WorkingType WorkingType `json:"workingType"`
- ActivatePrice string `json:"activatePrice"`
- PriceRate string `json:"priceRate"`
- AvgPrice string `json:"avgPrice"`
- OrigType string `json:"origType"`
- PositionSide PositionSideType `json:"positionSide"`
- PriceProtect bool `json:"priceProtect"`
- ClosePosition bool `json:"closePosition"`
+ Symbol string `json:"symbol"`
+ OrderID int64 `json:"orderId"`
+ ClientOrderID string `json:"clientOrderId"`
+ Price string `json:"price"`
+ ReduceOnly bool `json:"reduceOnly"`
+ OrigQuantity string `json:"origQty"`
+ ExecutedQuantity string `json:"executedQty"`
+ CumQuantity string `json:"cumQty"`
+ CumQuote string `json:"cumQuote"`
+ Status OrderStatusType `json:"status"`
+ TimeInForce TimeInForceType `json:"timeInForce"`
+ Type OrderType `json:"type"`
+ Side SideType `json:"side"`
+ StopPrice string `json:"stopPrice"`
+ Time int64 `json:"time"`
+ UpdateTime int64 `json:"updateTime"`
+ WorkingType WorkingType `json:"workingType"`
+ ActivatePrice string `json:"activatePrice"`
+ PriceRate string `json:"priceRate"`
+ AvgPrice string `json:"avgPrice"`
+ OrigType OrderType `json:"origType"`
+ PositionSide PositionSideType `json:"positionSide"`
+ PriceProtect bool `json:"priceProtect"`
+ ClosePosition bool `json:"closePosition"`
+ PriceMatch string `json:"priceMatch"`
+ SelfTradePreventionMode string `json:"selfTradePreventionMode"`
+ GoodTillDate int64 `json:"goodTillDate"`
 }
 
 // ListOrdersService all account orders; active, canceled, or filled

v2/futures/websocket_service.go

@@ -999,36 +999,40 @@ type WsPosition struct {
 
 // WsOrderTradeUpdate define order trade update
 type WsOrderTradeUpdate struct {
- Symbol string `json:"s"`
- ClientOrderID string `json:"c"`
- Side SideType `json:"S"`
- Type OrderType `json:"o"`
- TimeInForce TimeInForceType `json:"f"`
- OriginalQty string `json:"q"`
- OriginalPrice string `json:"p"`
- AveragePrice string `json:"ap"`
- StopPrice string `json:"sp"`
- ExecutionType OrderExecutionType `json:"x"`
- Status OrderStatusType `json:"X"`
- ID int64 `json:"i"`
- LastFilledQty string `json:"l"`
- AccumulatedFilledQty string `json:"z"`
- LastFilledPrice string `json:"L"`
- CommissionAsset string `json:"N"`
- Commission string `json:"n"`
- TradeTime int64 `json:"T"`
- TradeID int64 `json:"t"`
- BidsNotional string `json:"b"`
- AsksNotional string `json:"a"`
- IsMaker bool `json:"m"`
- IsReduceOnly bool `json:"R"`
- WorkingType WorkingType `json:"wt"`
- OriginalType OrderType `json:"ot"`
- PositionSide PositionSideType `json:"ps"`
- IsClosingPosition bool `json:"cp"`
- ActivationPrice string `json:"AP"`
- CallbackRate string `json:"cr"`
- RealizedPnL string `json:"rp"`
+ Symbol string `json:"s"` // Symbol
+ ClientOrderID string `json:"c"` // Client order ID
+ Side SideType `json:"S"` // Side
+ Type OrderType `json:"o"` // Order type
+ TimeInForce TimeInForceType `json:"f"` // Time in force
+ OriginalQty string `json:"q"` // Original quantity
+ OriginalPrice string `json:"p"` // Original price
+ AveragePrice string `json:"ap"` // Average price
+ StopPrice string `json:"sp"` // Stop price. Please ignore with TRAILING_STOP_MARKET order
+ ExecutionType OrderExecutionType `json:"x"` // Execution type
+ Status OrderStatusType `json:"X"` // Order status
+ ID int64 `json:"i"` // Order ID
+ LastFilledQty string `json:"l"` // Order Last Filled Quantity
+ AccumulatedFilledQty string `json:"z"` // Order Filled Accumulated Quantity
+ LastFilledPrice string `json:"L"` // Last Filled Price
+ CommissionAsset string `json:"N"` // Commission Asset, will not push if no commission
+ Commission string `json:"n"` // Commission, will not push if no commission
+ TradeTime int64 `json:"T"` // Order Trade Time
+ TradeID int64 `json:"t"` // Trade ID
+ BidsNotional string `json:"b"` // Bids Notional
+ AsksNotional string `json:"a"` // Asks Notional
+ IsMaker bool `json:"m"` // Is this trade the maker side?
+ IsReduceOnly bool `json:"R"` // Is this reduce only
+ WorkingType WorkingType `json:"wt"` // Stop Price Working Type
+ OriginalType OrderType `json:"ot"` // Original Order Type
+ PositionSide PositionSideType `json:"ps"` // Position Side
+ IsClosingPosition bool `json:"cp"` // If Close-All, pushed with conditional order
+ ActivationPrice string `json:"AP"` // Activation Price, only puhed with TRAILING_STOP_MARKET order
+ CallbackRate string `json:"cr"` // Callback Rate, only puhed with TRAILING_STOP_MARKET order
+ PriceProtect bool `json:"pP"` // If price protection is turned on
+ RealizedPnL string `json:"rp"` // Realized Profit of the trade
+ STP string `json:"V"` // STP mode
+ PriceMode string `json:"pm"` // Price match mode
+ GTD int64 `json:"gtd"` // TIF GTD order auto cancel time
 }
 
 // WsAccountConfigUpdate define account config update