Usdm support

NAMESPACE

@@ -61,6 +61,10 @@ export(usdm_v1_premium_index)
 export(usdm_v1_time)
 export(usdm_v2_account)
 export(usdm_v2_position_risks)
+export(usdm_v1_trades)
+export(usdm_um_trades)
+export(usdm_um_new_order)
+export(usdm_um_open_orders)
 importFrom(assertive,assert_is_numeric)
 importFrom(data.table,"%chin%")
 importFrom(data.table,":=")

R/binance.R

@@ -1,7 +1,7 @@
 BINANCE <- list(
     BASE = list(
         SPOT = 'https://api.binance.com',
-        USDM = 'https://fapi.binance.com'
+        USDM = 'https://papi.binance.com'
     ),
     SPOT = list(
         TIMEINFORCE = c('GTC', 'IOC', 'FOK'),
@@ -15,7 +15,7 @@ BINANCE <- list(
                    "MAX_NUM_ORDERS", "MAX_NUM_ALGO_ORDERS",
                    "MIN_NOTIONAL", "PERCENT_PRICE"),
         TIMEINFORCE = c('GTC', 'IOC', 'FOK', 'GTX'),
-        POSITION_SIDE = c('LONG', 'SHORT'),
+        POSITION_SIDE = c('BOTH', 'LONG', 'SHORT'),
         TYPE = c('LIMIT', 'MARKET',
                  'STOP', 'STOP_MARKET',
                  'TAKE_PROFIT', 'TAKE_PROFIT_MARKET',
@@ -798,24 +798,24 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
               quantity <= filters[filterType == 'LOT_SIZE', maxQty])
     # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
     quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
-    stopifnot(abs(quot - round(quot)) < 1e-10)
+    stopifnot(abs(quot - round(quot)) < 1)
 
     if (type == 'MARKET') {
         stopifnot(quantity >= filters[filterType == 'MARKET_LOT_SIZE', minQty],
                   quantity <= filters[filterType == 'MARKET_LOT_SIZE', maxQty])
         # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
         quot <- (quantity - filters[filterType == 'MARKET_LOT_SIZE', minQty]) / filters[filterType == 'MARKET_LOT_SIZE', stepSize]
-        stopifnot(abs(quot - round(quot)) < 1e-10)
+        stopifnot(abs(quot - round(quot)) < 1)
 
-        if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyToMarket])) {
-            if (filters[filterType == 'MIN_NOTIONAL', avgPriceMins] == 0) {
+        if (isTRUE(filters[filterType == 'NOTIONAL', applyToMarket])) {
+            if (filters[filterType == 'NOTIONAL', avgPriceMins] == 0) {
                 ref_price <- binance_ticker_price(symbol)$price
             } else {
                 ref_price <- binance_avg_price(symbol)
-                stopifnot(ref_price$mins == filters[filterType == 'MIN_NOTIONAL', avgPriceMins])
+                stopifnot(ref_price$mins == filters[filterType == 'NOTIONAL', avgPriceMins])
                 ref_price <- ref_price$price
             }
-            stopifnot(ref_price * quantity >= filters[filterType == 'MIN_NOTIONAL', minNotional])
+            stopifnot(ref_price * quantity >= filters[filterType == 'NOTIONAL', minNotional])
         }
     }
 
@@ -830,19 +830,19 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
             stopifnot(abs(quot - round(quot)) < 1e-10)
         }
 
-        if (filters[filterType == 'PERCENT_PRICE', avgPriceMins] == 0) {
+if (filters[filterType == 'NOTIONAL', avgPriceMins] == 0) {
             ref_price <- binance_ticker_price(symbol)$price
         } else {
             ref_price <- binance_avg_price(symbol)
-            stopifnot(ref_price$mins == filters[filterType == 'PERCENT_PRICE', avgPriceMins])
+stopifnot(ref_price$mins == filters[filterType == 'NOTIONAL', avgPriceMins])
             ref_price <- ref_price$price
         }
         stopifnot(
-            price >= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierDown],
-            price <= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierUp]
+            price >= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierDown'],
+            price <= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierUp']
         )
 
-        stopifnot(price * quantity >= filters[filterType == 'MIN_NOTIONAL', minNotional])
+        stopifnot(price * quantity >= filters[filterType == 'NOTIONAL', minNotional])
 
         params$price = price
     }

R/usdm.R

@@ -10,7 +10,7 @@ usdm_query <- function(endpoint, ...) {
 #' @export
 #' @return "OK" string on success
 usdm_v1_ping <- function() {
-    res <- usdm_query("/fapi/v1/ping")
+    res <- usdm_query("/papi/v1/ping")
     if (is.list(res) & length(res) == 0) {
         res <- "OK"
     }
@@ -21,7 +21,7 @@ usdm_v1_ping <- function() {
 #' @export
 #' @return \code{POSIXct}
 usdm_v1_time <- function() {
-    res <- usdm_query("/fapi/v1/time")$serverTime
+    res <- usdm_query("/dapi/v1/time")$serverTime
     res <- as_timestamp(res / 1e3)
     res
 }
@@ -31,7 +31,7 @@ usdm_v1_time <- function() {
 #' @export
 #' @importFrom jsonlite fromJSON
 usdm_v1_exchange_info <- function() {
-    res <- usdm_query("/fapi/v1/exchangeInfo", content_as = "text")
+    res <- usdm_query("/papi/v1/exchangeInfo", content_as = "text")
     res <- fromJSON(res)
     res$serverTime <- as_timestamp(res$serverTime / 1e3)
     res$rateLimits <- as.data.table(res$rateLimits)
@@ -76,7 +76,7 @@ usdm_v1_premium_index <- function(symbol) {
         params$symbol <- symbol
     }
 
-    res <- usdm_query("/fapi/v1/premiumIndex", params = params)
+    res <- usdm_query("/dapi/v1/premiumIndex", params = params)
 
     if (missing(symbol)) {
         res <- rbindlist(res)
@@ -97,7 +97,7 @@ usdm_v1_premium_index <- function(symbol) {
     res[, time := as_timestamp(time)]
 }
 
-#' Open new order on the Binance USDM account
+#' Open new order on the Binance Coin-m account
 #'
 #' This function serves as a low level entry for order classes.
 #' Do not use it directly.
@@ -122,8 +122,8 @@ usdm_v1_new_order <- function(symbol,
         ...
     )
 
-    order <- usdm_query(
-        "/fapi/v1/order",
+    order <- usdm_query( 
+        "/papi/v1/cm/order",
         method = "POST",
         params = params,
         sign = TRUE
@@ -132,7 +132,42 @@ usdm_v1_new_order <- function(symbol,
     as.data.table(order)
 }
 
-#' Get all open orders of a symbol on USDM.
+#' Open new order on the Binance USDM account
+#'
+#' This function serves as a low level entry for order classes.
+#' Do not use it directly.
+#'
+#' @param symbol string
+#' @param side enum
+#' @param position_side enum
+#' @param type enum
+#' @param ... list
+#' @return data.table
+#' @export
+usdm_um_new_order <- function(symbol,
+                              side = BINANCE$SIDE,
+                              position_side = BINANCE$USDM$POSITION_SIDE,
+                              type = BINANCE$USDM$TYPE,
+                              ...) {
+    params <- list(
+        symbol = symbol,
+        side = match.arg(side),
+        positionSide = match.arg(position_side),
+        type = match.arg(type),
+        ...
+    )
+
+    order <- usdm_query( 
+        "/papi/v1/um/order",
+        method = "POST",
+        params = params,
+        sign = TRUE
+    )
+
+    as.data.table(order)
+}
+
+#' Get all open orders of a symbol on Coin-M.
 #'
 #' Get all open orders on a symbol. Careful when accessing this with no symbol.
 #' Weight: 1 for a single symbol; 40 when the symbol parameter is omitted.
@@ -148,14 +183,39 @@ usdm_v1_open_orders <- function(symbol) {
     }
 
     order <- usdm_query(
-        "/fapi/v1/openOrders",
+        "/papi/v1/cm/openOrders",
+        params = params,
+        sign = TRUE
+    )
+
+    rbindlist(order)
+}
+
+#' Get all open orders of a symbol on USDM.
+#'
+#' Get all open orders on a symbol. Careful when accessing this with no symbol.
+#' Weight: 1 for a single symbol; 40 when the symbol parameter is omitted.
+#'
+#' @param symbol optional string
+#' @return data.table
+#' @export
+usdm_um_open_orders <- function(symbol) {
+    params <- list()
+
+    if (!missing(symbol)) {
+        params$symbol <- symbol
+    }
+
+    order <- usdm_query(
+        "/papi/v1/um/openOrders",
         params = params,
         sign = TRUE
     )
 
     rbindlist(order)
 }
 
+
 #' Get positions of a symbol or all symbols on USDM.
 #' @param symbol optional string
 #' @return data.table
@@ -169,13 +229,49 @@ usdm_v2_position_risks <- function(symbol) {
 
     rbindlist(
         usdm_query(
-            "/fapi/v2/positionRisk",
+            "/dapi/v2/positionRisk",
             params = params,
             sign = TRUE
         )
     )
 }
 
+#' Trade list (sp)
+#' @return data.table
+#' @export
+usdm_v1_trades <- function(symbol) {
+    params <- list()
+
+    if (!missing(symbol)) {
+        params$symbol <- symbol
+    }
+
+    rbindlist(
+        usdm_query(
+            "/papi/v1/cm/userTrades",
+            sign = TRUE
+        )
+    )
+}
+
+#' Trade list USDM (sp)
+#' @return data.table
+#' @export
+usdm_um_trades <- function(symbol) {
+    params <- list()
+
+    if (!missing(symbol)) {
+        params$symbol <- symbol
+    }
+
+    rbindlist(
+        usdm_query(
+            "/papi/v1/um/userTrades",
+            sign = TRUE
+        )
+    )
+}
+
 #' Convert columns of positions into numeric.
 #' @param positions data.table
 #' @return data.table
@@ -198,7 +294,7 @@ convert_position_risks <- function(positions) {
 #' @return list
 #' @export
 usdm_v2_account <- function() {
-    account <- usdm_query("/fapi/v2/account", sign = TRUE)
+    account <- usdm_query("/dapi/v2/account", sign = TRUE)
     account$assets <- rbindlist(account$assets)
     account$positions <- rbindlist(account$positions)
     account
@@ -216,7 +312,7 @@ usdm_v1_change_initial_leverage <- function(symbol, leverage) {
     )
 
     usdm_query(
-        "/fapi/v1/leverage",
+        "/dapi/v1/leverage",
         method = "POST",
         params = params,
         sign = TRUE
@@ -236,7 +332,7 @@ usdm_v1_change_margin_type <- function(symbol,
     )
 
     usdm_query(
-        "/fapi/v1/marginType",
+        "/dapi/v1/marginType",
         method = "POST",
         params = params,
         sign = TRUE
@@ -255,7 +351,7 @@ usdm_v1_cancel_order_by_id <- function(symbol, order_id) {
     )
 
     order <- usdm_query(
-        "/fapi/v1/order",
+        "/dapi/v1/order",
         method = "DELETE",
         params = params,
         sign = TRUE
@@ -276,7 +372,7 @@ usdm_v1_cancel_order_by_client_order_id <- function(symbol, client_order_id) {
     )
 
     order <- usdm_query(
-        "/fapi/v1/order",
+        "/dapi/v1/order",
         method = "DELETE",
         params = params,
         sign = TRUE