[futures] lever field type from int change to float64

nntaoli · nntaoli · commit ed525ea9eab1 · 2020-07-22T14:43:37.000+08:00
diff --git a/FutureRestAPI.go b/FutureRestAPI.go
@@ -49,7 +49,7 @@ type FutureRestAPI interface {
 	 * @param openType   1:开多   2:开空   3:平多   4:平空
 	 * @param matchPrice  是否为对手价 0:不是    1:是   ,当取值为1时,price无效
 	 */
-	PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice, leverRate int) (string, error)
+	PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice int, leverRate float64) (string, error)
 
 	LimitFuturesOrder(currencyPair CurrencyPair, contractType, price, amount string, openType int, opt ...LimitOrderOptionalParameter) (*FutureOrder, error)
 
diff --git a/Models.go b/Models.go
@@ -119,7 +119,7 @@ type APIConfig struct {
 	ApiPassphrase string //for okex.com v3 api
 	ClientId      string //for bitstamp.net , huobi.pro
 
-	Lever int //杠杆倍数 , for future
+	Lever float64 //杠杆倍数 , for future
 }
 
 type Kline struct {
@@ -163,7 +163,7 @@ type FutureOrder struct {
 	Currency     CurrencyPair
 	OrderType    int     //ORDINARY=0 POST_ONLY=1 FOK= 2 IOC= 3
 	OType        int     //1：开多 2：开空 3：平多 4： 平空
-	LeverRate    int     //倍数
+	LeverRate    float64 //倍数
 	Fee          float64 //手续费
 	ContractName string
 	FinishedTime int64 // finished timestamp
@@ -180,7 +180,7 @@ type FuturePosition struct {
 	BuyPriceCost   float64
 	BuyProfitReal  float64
 	CreateDate     int64
-	LeverRate      int
+	LeverRate      float64
 	SellAmount     float64
 	SellAvailable  float64
 	SellPriceAvg   float64
@@ -228,7 +228,6 @@ type RepaymentParameter struct {
 	BorrowId string
 }
 
-
 type TransferParameter struct {
 	Currency       string  `json:"currency"`
 	From           int     `json:"from"`
@@ -248,7 +247,6 @@ type WithdrawParameter struct {
 	Fee         string  `json:"fee"`
 }
 
-
 type DepositWithdrawHistory struct {
 	WithdrawalId string    `json:"withdrawal_id,omitempty"`
 	Currency     string    `json:"currency"`
diff --git a/binance/BinanceSwap.go b/binance/BinanceSwap.go
@@ -289,7 +289,7 @@ func (bs *BinanceSwap) Transfer(currency Currency, transferType int, amount floa
 	return ToInt64(respmap["tranId"]), nil
 }
 
-func (bs *BinanceSwap) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice, leverRate int) (string, error) {
+func (bs *BinanceSwap) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice int, leverRate float64) (string, error) {
 	fOrder, err := bs.PlaceFutureOrder2(currencyPair, contractType, price, amount, openType, matchPrice, leverRate)
 	return fOrder.OrderID2, err
 }
@@ -304,7 +304,7 @@ func (bs *BinanceSwap) PlaceFutureOrder(currencyPair CurrencyPair, contractType,
  * @param openType   1:开多   2:开空   3:平多   4:平空
  * @param matchPrice  是否为对手价 0:不是    1:是   ,当取值为1时,price无效
  */
-func (bs *BinanceSwap) PlaceFutureOrder2(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice, leverRate int) (*FutureOrder, error) {
+func (bs *BinanceSwap) PlaceFutureOrder2(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice int, leverRate float64) (*FutureOrder, error) {
 	fOrder := &FutureOrder{
 		Currency:     currencyPair,
 		ClientOid:    GenerateOrderClientId(32),
@@ -490,7 +490,7 @@ func (bs *BinanceSwap) GetFuturePosition(currencyPair CurrencyPair, contractType
 			continue
 		}
 		p := FuturePosition{
-			LeverRate:      ToInt(cont["leverage"]),
+			LeverRate:      ToFloat64(cont["leverage"]),
 			Symbol:         currencyPair,
 			ForceLiquPrice: ToFloat64(cont["liquidationPrice"]),
 		}
diff --git a/coinbene/CoinbeneSwap.go b/coinbene/CoinbeneSwap.go
@@ -21,7 +21,7 @@ type baseResp struct {
 type CoinbeneOrder struct {
 	OrderId        string    `json:"orderId"`
 	Direction      string    `json:"direction"`
-	Leverage       int       `json:"leverage,string"`
+	Leverage       float64   `json:"leverage,string"`
 	Symbol         string    `json:"symbol"`
 	OrderType      string    `json:"orderType"`
 	Quantity       float64   `json:"quantity,string"`
@@ -163,7 +163,7 @@ func (swap *CoinbeneSwap) GetFutureUserinfo(currencyPair ...CurrencyPair) (*Futu
 	return acc, nil
 }
 
-func (swap *CoinbeneSwap) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice, leverRate int) (string, error) {
+func (swap *CoinbeneSwap) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice int, leverRate float64) (string, error) {
 	var param struct {
 		Symbol     string `json:"symbol"`
 		Leverage   string `json:"leverage"`
@@ -229,7 +229,7 @@ func (swap *CoinbeneSwap) GetFuturePosition(currencyPair CurrencyPair, contractT
 		AvailableQuantity float64   `json:"availableQuantity,string"`
 		AveragePrice      float64   `json:"averagePrice,string"`
 		CreateTime        time.Time `json:"createTime"`
-		Leverage          int       `json:"leverage,string"`
+		Leverage          float64   `json:"leverage,string"`
 		LiquidationPrice  float64   `json:"liquidationPrice,string"`
 		RealisedPnl       float64   `json:"realisedPnl,string"`
 		UnrealisedPnl     float64   `json:"unrealisedPnl,string"`
diff --git a/huobi/Hbdm.go b/huobi/Hbdm.go
@@ -27,7 +27,7 @@ type OrderInfo struct {
 	OrderPriceType string  `json:"order_price_type"`
 	Direction      string  `json:"direction"`
 	Offset         string  `json:"offset"`
-	LeverRate      int     `json:"lever_rate"`
+	LeverRate      float64 `json:"lever_rate"`
 	OrderId        int64   `json:"order_id"`
 	ClientOrderId  int64   `json:"client_order_id"`
 	OrderSource    string  `json:"order_source"`
@@ -184,7 +184,7 @@ func (dm *Hbdm) GetFuturePosition(currencyPair CurrencyPair, contractType string
 		ProfitRate     float64 `json:"profit_rate"`
 		Profit         float64 `json:"profit"`
 		PositionMargin float64 `json:"position_margin"`
-		LeverRate      int     `json:"lever_rate"`
+		LeverRate      float64 `json:"lever_rate"`
 		Direction      string  `json:"direction"`
 	}
 
@@ -234,12 +234,12 @@ func (dm *Hbdm) GetFuturePosition(currencyPair CurrencyPair, contractType string
 	return positions, nil
 }
 
-func (dm *Hbdm) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice, leverRate int) (string, error) {
+func (dm *Hbdm) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice int, leverRate float64) (string, error) {
 	fOrder, err := dm.PlaceFutureOrder2(currencyPair, contractType, price, amount, openType, matchPrice, leverRate)
 	return fOrder.OrderID2, err
 }
 
-func (dm *Hbdm) PlaceFutureOrder2(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice, leverRate int, opt ...LimitOrderOptionalParameter) (*FutureOrder, error) {
+func (dm *Hbdm) PlaceFutureOrder2(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice int, leverRate float64, opt ...LimitOrderOptionalParameter) (*FutureOrder, error) {
 	var data struct {
 		OrderId  int64 `json:"order_id"`
 		COrderId int64 `json:"client_order_id"`
diff --git a/okex/OKExFuture.go b/okex/OKExFuture.go
@@ -399,7 +399,7 @@ func (ok *OKExFuture) PlaceFutureOrder2(matchPrice int, ord *FutureOrder) (*Futu
 	return ord, nil
 }
 
-func (ok *OKExFuture) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice, leverRate int) (string, error) {
+func (ok *OKExFuture) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice int, leverRate float64) (string, error) {
 	fOrder, err := ok.PlaceFutureOrder2(matchPrice, &FutureOrder{
 		Price:        ToFloat64(price),
 		Amount:       ToFloat64(amount),
@@ -473,7 +473,7 @@ func (ok *OKExFuture) GetFuturePosition(currencyPair CurrencyPair, contractType
 			LongPnlRatio         float64   `json:"long_pnl_ratio,string"`
 			LongUnrealisedPnl    float64   `json:"long_unrealised_pnl,string"`
 			RealisedPnl          float64   `json:"realised_pnl,string"`
-			Leverage             int       `json:"leverage,string"`
+			Leverage             float64   `json:"leverage,string"`
 			ShortQty             float64   `json:"short_qty,string"`
 			ShortAvailQty        float64   `json:"short_avail_qty,string"`
 			ShortAvgCost         float64   `json:"short_avg_cost,string"`
diff --git a/okex/OKExSwap.go b/okex/OKExSwap.go
@@ -281,7 +281,7 @@ type PlaceOrdersInfo struct {
 	OrderData    []*BasePlaceOrderInfo `json:"order_data"`
 }
 
-func (ok *OKExSwap) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice, leverRate int) (string, error) {
+func (ok *OKExSwap) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice int, leverRate float64) (string, error) {
 	fOrder, err := ok.PlaceFutureOrder2(currencyPair, contractType, price, amount, openType, matchPrice)
 	return fOrder.OrderID2, err
 }
@@ -511,6 +511,8 @@ func (ok *OKExSwap) GetFuturePosition(currencyPair CurrencyPair, contractType st
 		positions[0].SellPriceAvg = sellPosition.AvgCost
 		positions[0].SellProfitReal = sellPosition.RealizedPnl
 		positions[0].SellPriceCost = sellPosition.SettlementPrice
+
+		positions[0].LeverRate = ToFloat64(sellPosition.Leverage)
 	}
 	return positions, nil
 }

Original file line number	Diff line number	Diff line change
`@@ -289,7 +289,7 @@ func (bs *BinanceSwap) Transfer(currency Currency, transferType int, amount floa`
`289`	`289`	`return ToInt64(respmap["tranId"]), nil`
`290`	`290`	`}`
`291`	`291`
`292`		`-func (bs *BinanceSwap) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice, leverRate int) (string, error) {`
	`292`	`+func (bs *BinanceSwap) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice int, leverRate float64) (string, error) {`
`293`	`293`	`fOrder, err := bs.PlaceFutureOrder2(currencyPair, contractType, price, amount, openType, matchPrice, leverRate)`
`294`	`294`	`return fOrder.OrderID2, err`
`295`	`295`	`}`
`@@ -304,7 +304,7 @@ func (bs *BinanceSwap) PlaceFutureOrder(currencyPair CurrencyPair, contractType,`
`304`	`304`	`* @param openType 1:开多 2:开空 3:平多 4:平空`
`305`	`305`	`* @param matchPrice 是否为对手价 0:不是 1:是 ,当取值为1时,price无效`
`306`	`306`	`*/`
`307`		`-func (bs BinanceSwap) PlaceFutureOrder2(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice, leverRate int) (FutureOrder, error) {`
	`307`	`+func (bs BinanceSwap) PlaceFutureOrder2(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice int, leverRate float64) (FutureOrder, error) {`
`308`	`308`	`fOrder := &FutureOrder{`
`309`	`309`	`Currency: currencyPair,`
`310`	`310`	`ClientOid: GenerateOrderClientId(32),`
`@@ -490,7 +490,7 @@ func (bs *BinanceSwap) GetFuturePosition(currencyPair CurrencyPair, contractType`
`490`	`490`	`continue`
`491`	`491`	`}`
`492`	`492`	`p := FuturePosition{`
`493`		`- LeverRate: ToInt(cont["leverage"]),`
	`493`	`+ LeverRate: ToFloat64(cont["leverage"]),`
`494`	`494`	`Symbol: currencyPair,`
`495`	`495`	`ForceLiquPrice: ToFloat64(cont["liquidationPrice"]),`
`496`	`496`	`}`
Original file line number	Diff line number	Diff line change
`@@ -281,7 +281,7 @@ type PlaceOrdersInfo struct {`
`281`	`281`	OrderData []*BasePlaceOrderInfo `json:"order_data"`
`282`	`282`	`}`
`283`	`283`
`284`		`-func (ok *OKExSwap) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice, leverRate int) (string, error) {`
	`284`	`+func (ok *OKExSwap) PlaceFutureOrder(currencyPair CurrencyPair, contractType, price, amount string, openType, matchPrice int, leverRate float64) (string, error) {`
`285`	`285`	`fOrder, err := ok.PlaceFutureOrder2(currencyPair, contractType, price, amount, openType, matchPrice)`
`286`	`286`	`return fOrder.OrderID2, err`
`287`	`287`	`}`
`@@ -511,6 +511,8 @@ func (ok *OKExSwap) GetFuturePosition(currencyPair CurrencyPair, contractType st`
`511`	`511`	`positions[0].SellPriceAvg = sellPosition.AvgCost`
`512`	`512`	`positions[0].SellProfitReal = sellPosition.RealizedPnl`
`513`	`513`	`positions[0].SellPriceCost = sellPosition.SettlementPrice`
	`514`	`+`
	`515`	`+ positions[0].LeverRate = ToFloat64(sellPosition.Leverage)`
`514`	`516`	`}`
`515`	`517`	`return positions, nil`
`516`	`518`	`}`