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Stabilize Binance exchange, Fix getPortfolio function in Binance (ask…
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…mike#1401)

* Fix a few unlikely issues with empty trade iterations (Binance)

* Fix getProtfolio function in Binance

* Fixing getPortfolio in binance

* Fix getTicker

* Add timestamp to newOrder query

Normally the binance api module adds this automatically for requests that require it, but it is not on newOrder. Probably an oversight, but an easy workaround on our side.

* Clean up markets, correct min amounts

* Staged the wrong file :S

* Rounding amount and price accoring to their designated precision

* Fix nasty copy and paste error
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@cmroche @askmike
cmroche authored and askmike committed Dec 5, 2017
1 parent 4586a78 commit 30f7e32
Showing 1 changed file with 88 additions and 112 deletions.
200 changes: 88 additions & 112 deletions exchanges/binance.js
View file
Original file line number Diff line number Diff line change
Expand Up @@ -122,13 +122,15 @@ Trader.prototype.getPortfolio = function(callback) {
return this.retry(this.getPortfolio, args, err);
}

var assetAmount = parseFloat(_.first(data.balances, function(item) {
var findAsset = function(item) {
return item.asset === this.asset;
}).free);
}
var assetAmount = parseFloat(_.find(data.balances, _.bind(findAsset, this)).free);

var currencyAmount = parseFloat(_.first(data.balances, function(item) {
var findCurrency = function(item) {
return item.asset === this.currency;
}).free);
}
var currencyAmount = parseFloat(_.find(data.balances, _.bind(findCurrency, this)).free);

if (!_.isNumber(assetAmount) || _.isNaN(assetAmount)) {
log.error(
Expand Down Expand Up @@ -178,9 +180,10 @@ Trader.prototype.getTicker = function(callback) {
JSON.stringify(err)
);

var result = _first(data, function(ticker) {
var findSymbol = function(ticker) {
return ticker.symbol === this.pair;
});
}
var result = _.find(data, _.bind(findSymbol, this));

var ticker = {
ask: parseFloat(result.askPrice),
Expand All @@ -198,12 +201,37 @@ Trader.prototype.getTicker = function(callback) {
);
};

// ---------
// YOU LEFT OFF HERE
// ---------
// Effectively counts the number of decimal places, so 0.001 or 0.234 results in 3
Trader.prototype.getPrecision = function(tickSize) {
if (!isFinite(tickSize)) return 0;
var e = 1, p = 0;
while (Math.round(tickSize * e) / e !== tickSize) { e *= 10; p++; }
return p;
};

Trader.prototype.roundAmount = function(amount, tickSize) {
var precision = 100000000;
var t = this.getPrecision(tickSize);

if(Number.isInteger(t))
precision = Math.pow(10, t);

amount *= precision;
amount = Math.floor(amount);
amount /= precision;
return amount;
};

Trader.prototype.addOrder = function(tradeType, amount, price, callback) {
var args = _.toArray(arguments);

var findMarket = function(market) {
return market.pair[0] === this.currency && market.pair[1] === this.asset
}
var market = _.find(Trader.getCapabilities().markets, _.bind(findMarket, this));
amount = this.roundAmount(amount, market.minimalOrder.amount);
price = this.roundAmount(price, market.precision);

log.debug(
'[binance.js] (addOrder)',
tradeType.toUpperCase(),
Expand All @@ -216,7 +244,7 @@ Trader.prototype.addOrder = function(tradeType, amount, price, callback) {

var setOrder = function(err, data) {
log.debug(
'[binance.js] entering "getTicker" callback after api call, err:',
'[binance.js] entering "setOrder" callback after api call, err:',
err,
' data:',
data
Expand All @@ -243,6 +271,7 @@ Trader.prototype.addOrder = function(tradeType, amount, price, callback) {
timeInForce: 'GTC', // Good to cancel (I think, not really covered in docs, but is default)
quantity: amount,
price: price,
timestamp: new Date().getTime()
},
_.bind(setOrder, this)
);
Expand Down Expand Up @@ -379,207 +408,154 @@ Trader.getCapabilities = function() {
'ZEC',
],
markets: [
// https://www.binance.com/exchange/public/product

//Tradeable againt BTC
{
pair: ['BTC', 'BCC'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
},
{
pair: ['BTC', 'BCG'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
minimalOrder: { amount: 0.001, unit: 'asset' },
precision: 0.000001,
},
{
pair: ['BTC', 'BNB'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
minimalOrder: { amount: 1, unit: 'asset' },
precision: 0.00000001,
},
{
pair: ['BTC', 'DASH'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
minimalOrder: { amount: 0.001, unit: 'asset' },
precision: 0.000001,
},
{
pair: ['BTC', 'ETH'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
minimalOrder: { amount: 0.001, unit: 'asset' },
precision: 0.000001,
},
{
pair: ['BTC', 'ETC'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
precision: 0.000001,
},
{
pair: ['BTC', 'EOS'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
minimalOrder: { amount: 1.0, unit: 'asset' },
precision: 0.00000001,
},
{
pair: ['BTC', 'NEO'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
precision: 0.000001,
},
{
pair: ['BTC', 'OMG'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
precision: 0.000001,
},
{
pair: ['BTC', 'POWR'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
precision: 0.00000001,
},
{
pair: ['BTC', 'QTUM'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
precision: 0.000001,
},
{
pair: ['BTC', 'ZEC'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
minimalOrder: { amount: 0.001, unit: 'asset' },
precision: 0.000001,
},

//Tradeable againt BNB
{
pair: ['BTC', 'BCC'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
pair: ['BNB', 'BCC'],
minimalOrder: { amount: 0.00001, unit: 'asset' },
precision: 0.01,
},
{
pair: ['BTC', 'NEO'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
pair: ['BNB', 'NEO'],
minimalOrder: { amount: 0.001, unit: 'asset' },
precision: 0.001,
},

//Tradeable againt ETH
{
pair: ['ETH', 'BTC'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
},
{
pair: ['ETH', 'BCC'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
},
{
pair: ['ETH', 'BCG'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
minimalOrder: { amount: 0.001, unit: 'asset' },
precision: 0.00001,
},
{
pair: ['ETH', 'BNB'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
minimalOrder: { amount: 1.0, unit: 'asset' },
precision: 0.00000001,
},
{
pair: ['ETH', 'DASH'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
minimalOrder: { amount: 0.001, unit: 'asset' },
precision: 0.00001,
},
{
pair: ['ETH', 'ETC'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
precision: 0.000001,
},
{
pair: ['ETH', 'EOS'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
precision: 0.000001,
},
{
pair: ['ETH', 'NEO'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
precision: 0.000001,
},
{
pair: ['ETH', 'OMG'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
precision: 0.000001,
},
{
pair: ['ETH', 'POWR'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
minimalOrder: { amount: 1, unit: 'asset' },
precision: 0.00000001,
},
{
pair: ['ETH', 'QTUM'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
precision: 0.000001,
},
{
pair: ['ETH', 'ZEC'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
minimalOrder: { amount: 0.001, unit: 'asset' },
precision: 00001,
},

//Tradeable againt USDT
{
pair: ['USDT', 'BTC'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
minimalOrder: { amount: 0.000001, unit: 'asset' },
precision: 0.01,
},
{
pair: ['USDT', 'BCC'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
},
{
pair: ['USDT', 'BCG'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
minimalOrder: { amount: 0.00001, unit: 'asset' },
precision: 0.01,
},
{
pair: ['USDT', 'BNB'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
},
{
pair: ['USDT', 'DASH'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
precision: 0.01,
},
{
pair: ['USDT', 'ETH'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
},
{
pair: ['USDT', 'ETC'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
},
{
pair: ['USDT', 'EOS'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
minimalOrder: { amount: 0.00001, unit: 'asset' },
precision: 0.01,
},
{
pair: ['USDT', 'NEO'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
},
{
pair: ['USDT', 'OMG'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
},
{
pair: ['USDT', 'POWR'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
},
{
pair: ['USDT', 'QTUM'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
},
{
pair: ['USDT', 'ZEC'],
minimalOrder: { amount: 0.01, unit: 'asset' },
precision: 8,
minimalOrder: { amount: 0.001, unit: 'asset' },
precision: 0.01,
},
],
requires: ['key', 'secret'],
Expand Down

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