Add modify batch orders feature #647

khanbekov · khanbekov · commit d9999dc7254d · 2024-12-06T22:49:40.000+03:00
Implementation of order batches modification and test for it. Presented in the official api of binance: https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Modify-Multiple-Orders
diff --git a/v2/futures/client.go b/v2/futures/client.go
@@ -480,6 +480,11 @@ func (c *Client) NewCreateBatchOrdersService() *CreateBatchOrdersService {
 	return &CreateBatchOrdersService{c: c}
 }
 
+// NewModifyBatchOrdersService init modifying batch order service
+func (c *Client) NewModifyBatchOrdersService() *ModifyBatchOrdersService {
+	return &ModifyBatchOrdersService{c: c}
+}
+
 // NewGetOrderService init get order service
 func (c *Client) NewGetOrderService() *GetOrderService {
 	return &GetOrderService{c: c}
diff --git a/v2/futures/order_service.go b/v2/futures/order_service.go
@@ -1086,3 +1086,121 @@ func (s *CreateBatchOrdersService) Do(ctx context.Context, opts ...RequestOption
 
 	return batchCreateOrdersResponse, nil
 }
+
+// ModifyBatchOrdersService handles batch modification of orders
+type ModifyBatchOrdersService struct {
+	c      *Client
+	orders []*ModifyOrderService
+}
+
+// CreateBatchOrdersResponse contains the response from CreateBatchOrders operation
+type ModifyBatchOrdersResponse struct {
+	// Total number of messages in the response
+	N int
+	// List of orders which were modified successfully which can have a length between 0 and N
+	Orders []*Order
+	// List of errors of length N, where each item corresponds to a nil value if
+	// the order from that specific index was placed succeessfully OR an non-nil *APIError if there was an error with
+	// the order at that index
+	Errors []error
+}
+
+func newModifyBatchOrdersResponse(n int) *ModifyBatchOrdersResponse {
+	return &ModifyBatchOrdersResponse{
+		N:      n,
+		Errors: make([]error, n),
+	}
+}
+
+// OrderList set the list of ModifyOrderService to be used in the ModifyBatchOrders operation
+func (s *ModifyBatchOrdersService) OrderList(orders []*ModifyOrderService) *ModifyBatchOrdersService {
+	s.orders = orders
+	return s
+}
+
+// Do sends a request to modify a batch of orders.
+// It constructs the necessary parameters for each order and marshals them into a JSON payload.
+// The function returns a ModifyBatchOrdersResponse, which contains the results of the modification attempt.
+func (s *ModifyBatchOrdersService) Do(ctx context.Context, opts ...RequestOption) (res *ModifyBatchOrdersResponse, err error) {
+	// Create a new request with method PUT and the appropriate endpoint.
+	r := &request{
+		method:   http.MethodPut,
+		endpoint: "/fapi/v1/batchOrders",
+		secType:  secTypeSigned,
+	}
+
+	orders := []params{}
+	// Iterate through the orders to construct parameters for each order.
+	for _, order := range s.orders {
+		m := params{
+			"symbol":   order.symbol,
+			"side":     order.side,
+			"quantity": order.quantity,
+			"price":    order.price,
+		}
+
+		// Convert orderID to string to avoid API error with code -1102.
+		if order.orderID != nil {
+			m["orderId"] = strconv.FormatInt(*order.orderID, 10)
+		}
+		if order.origClientOrderID != nil {
+			m["origClientOrderId"] = *order.origClientOrderID
+		}
+		if order.priceMatch != nil {
+			m["priceMatch"] = *order.priceMatch
+		}
+
+		orders = append(orders, m)
+	}
+
+	// Marshal the orders into a JSON payload.
+	b, err := json.Marshal(orders)
+	if err != nil {
+		return &ModifyBatchOrdersResponse{}, err
+	}
+
+	// Set the marshaled orders as form parameters.
+	m := params{
+		"batchOrders": string(b),
+	}
+	r.setFormParams(m)
+
+	// Call the API with the constructed request.
+	data, _, err := s.c.callAPI(ctx, r, opts...)
+	if err != nil {
+		return &ModifyBatchOrdersResponse{}, err
+	}
+
+	rawMessages := make([]*json.RawMessage, 0)
+	// Unmarshal the response into raw JSON messages.
+	err = json.Unmarshal(data, &rawMessages)
+	if err != nil {
+		return &ModifyBatchOrdersResponse{}, err
+	}
+
+	// Create a response object to hold the results.
+	batchModifyOrdersResponse := newModifyBatchOrdersResponse(len(rawMessages))
+	for i, j := range rawMessages {
+		// Check if the response contains an API error.
+		e := new(common.APIError)
+		if err := json.Unmarshal(*j, e); err != nil {
+			return nil, err
+		}
+
+		// If there's an error code or message, record it and continue.
+		if e.Code > 0 || e.Message != "" {
+			batchModifyOrdersResponse.Errors[i] = e
+			continue
+		}
+
+		// Otherwise, unmarshal the order information.
+		o := new(Order)
+		if err := json.Unmarshal(*j, o); err != nil {
+			return nil, err
+		}
+
+		batchModifyOrdersResponse.Orders = append(batchModifyOrdersResponse.Orders, o)
+	}
+
+	return batchModifyOrdersResponse, nil
+}
diff --git a/v2/futures/order_service_test.go b/v2/futures/order_service_test.go
@@ -823,3 +823,107 @@ func (s *orderServiceTestSuite) TestCreateBatchOrders() {
 	}
 	r.EqualValues(e, res)
 }
+
+func (s *orderServiceTestSuite) TestModifyBatchOrders() {
+	data := []byte(`[
+	{
+			"orderId": 42042723,
+			"symbol": "BTCUSDT",
+			"status": "NEW",
+			"clientOrderId": "Ne7DEEvLvv8b8egTqrZceu",
+			"price": "99995.00",
+			"avgPrice": "0.00",
+			"origQty": "1",
+			"executedQty": "0",
+			"cumQty": "0",
+			"cumQuote": "0.00",
+			"timeInForce": "GTC",
+			"type": "LIMIT",
+			"reduceOnly": false,
+			"closePosition": false,
+			"side": "BUY",
+			"positionSide": "BOTH",
+			"stopPrice": "0.00",
+			"workingType": "CONTRACT_PRICE",
+			"priceProtect": false,
+			"origType": "LIMIT",
+			"priceMatch": "NONE",
+			"selfTradePreventionMode": "NONE",
+			"goodTillDate": 0,
+			"updateTime": 1733500988978
+		},
+		{
+			"code": -1102, 
+			"msg": "Mandatory parameter 'price' was not sent, was empty/null, or malformed."
+		}
+	]`)
+	s.mockDo(data, nil)
+	defer s.assertDo()
+
+	orders := []*CreateOrderService{
+		s.client.NewCreateOrderService().
+			Symbol("BTCUSDT").
+			Side(SideTypeBuy).
+			Type(OrderTypeLimit).
+			Quantity("1").
+			Price("99995.00").
+			TimeInForce(TimeInForceTypeGTC),
+		s.client.NewCreateOrderService().
+			Symbol("BTCUSDT").
+			Side(SideTypeSell).
+			Type(OrderTypeLimit).
+			Quantity("1").
+			Price("-100005.00").
+			TimeInForce(TimeInForceTypeGTC),
+	}
+
+	res, err := s.client.NewCreateBatchOrdersService().OrderList(orders).Do(context.Background())
+
+	r := s.r()
+	r.NoError(err)
+
+	r.Equal(1, len(res.Orders))
+
+	e := &Order{
+		Symbol:                  "BTCUSDT",
+		OrderID:                 42042723,
+		ClientOrderID:           "Ne7DEEvLvv8b8egTqrZceu",
+		Price:                   "99995.00",
+		ReduceOnly:              false,
+		OrigQuantity:            "1",
+		ExecutedQuantity:        "0",
+		CumQuantity:             "0",
+		CumQuote:                "0.00",
+		Status:                  "NEW",
+		TimeInForce:             "GTC",
+		Type:                    "LIMIT",
+		Side:                    "BUY",
+		StopPrice:               "0.00",
+		Time:                    0,
+		UpdateTime:              1733500988978,
+		WorkingType:             "CONTRACT_PRICE",
+		ActivatePrice:           "",
+		PriceRate:               "",
+		AvgPrice:                "0.00",
+		OrigType:                "LIMIT",
+		PositionSide:            "BOTH",
+		PriceProtect:            false,
+		ClosePosition:           false,
+		PriceMatch:              "NONE",
+		SelfTradePreventionMode: "NONE",
+		GoodTillDate:            0,
+	}
+	s.assertOrderEqual(e, res.Orders[0])
+
+	r.Equal(
+		[]error{
+			nil,
+			&common.APIError{
+				Code:     -1102,
+				Message:  "Mandatory parameter 'price' was not sent, was empty/null, or malformed.",
+				Response: nil,
+			},
+		},
+		res.Errors)
+
+}
