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binance_account.cpp
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/*
Author: tensaix2j
Date : 2017/10/15
C++ library for Binance API.
*/
#include "binance.h"
#include "binance_logger.h"
#include "binance_utils.h"
#include <fstream>
#include <wordexp.h>
using namespace binance;
using namespace std;
const string binance::Account::default_api_key_path = "$HOME/.bitrader/key";
const string binance::Account::default_secret_key_path = "$HOME/.bitrader/secret";
binance::Account::Account(const binance::Server& server_, const string api_key_, const string secret_key_) :
hostname(server_.getHostname()), server(server_), api_key(api_key_), secret_key(secret_key_)
{
if (api_key == "")
{
wordexp_t p;
char** w;
wordexp(default_api_key_path.c_str(), &p, 0);
w = p.we_wordv;
ifstream binanceapi(w[0]);
if (binanceapi.is_open())
{
binanceapi >> api_key;
binanceapi.close();
}
wordfree(&p);
}
if (secret_key == "")
{
wordexp_t p;
char** w;
wordexp(default_secret_key_path.c_str(), &p, 0);
w = p.we_wordv;
ifstream binanceapi(w[0]);
if (binanceapi.is_open())
{
binanceapi >> secret_key;
binanceapi.close();
}
wordfree(&p);
}
}
bool binance::Account::keysAreSet() const
{
return ((api_key != "") && (secret_key != ""));
}
// Get current account information. (SIGNED)
//
// GET /api/v3/account
//
// Parameters:
// Name Type Mandatory Description
// recvWindow LONG NO
// timestamp LONG YES
//
binanceError_t binance::Account::getInfo(Json::Value &json_result, long recvWindow)
{
binanceError_t status = binanceSuccess;
Logger::write_log("<get_account>");
if (api_key.size() == 0 || secret_key.size() == 0)
status = binanceErrorMissingAccountKeys;
else
{
string url(hostname);
url += "/api/v3/account?";
string action = "GET";
string querystring("timestamp=");
querystring.append(to_string(get_current_ms_epoch()));
if (recvWindow > 0)
{
querystring.append("&recvWindow=");
querystring.append(to_string(recvWindow));
}
string signature = hmac_sha256(secret_key.c_str(), querystring.c_str());
querystring.append("&signature=");
querystring.append(signature);
url.append(querystring);
vector <string> extra_http_header;
string header_chunk("X-MBX-APIKEY: ");
header_chunk.append(api_key);
extra_http_header.push_back(header_chunk);
Logger::write_log("<get_account> url = |%s|", url.c_str());
string post_data = "";
string str_result;
Server::getCurlWithHeader(str_result, url, extra_http_header, post_data, action);
if (str_result.size() == 0)
status = binanceErrorEmptyServerResponse;
else
{
try
{
Json::Reader reader;
json_result.clear();
reader.parse(str_result, json_result);
CHECK_SERVER_ERR(json_result);
}
catch (exception &e)
{
Logger::write_log("<get_account> Error ! %s", e.what());
status = binanceErrorParsingServerResponse;
}
}
}
Logger::write_log("<get_account> Done.\n");
return status;
}
// Recent trades list
//
// GET /api/v3/trades
// Get recent trades (up to last 500).
//
// Name Type Mandatory Description
// symbol STRING YES
// limit INT NO Default 500; max 500.
//
binanceError_t binance::Account::getTrades(Json::Value &json_result, const char *symbol, int limit)
{
binanceError_t status = binanceSuccess;
Logger::write_log("<get_trades>");
if (api_key.size() == 0 || secret_key.size() == 0)
status = binanceErrorMissingAccountKeys;
else
{
string url(hostname);
url += "/api/v3/trades?";
string querystring("symbol=");
querystring.append(symbol);
querystring.append("&limit=");
querystring.append(to_string(limit));
url.append(querystring);
vector <string> extra_http_header;
string header_chunk("X-MBX-APIKEY: ");
header_chunk.append(api_key);
extra_http_header.push_back(header_chunk);
Logger::write_log("<get_trades> url = |%s|", url.c_str());
string action = "GET";
string post_data = "";
string str_result;
Server::getCurlWithHeader(str_result, url, extra_http_header, post_data, action);
if (str_result.size() == 0)
status = binanceErrorEmptyServerResponse;
else
{
try
{
Json::Reader reader;
json_result.clear();
reader.parse(str_result, json_result);
CHECK_SERVER_ERR(json_result);
}
catch (exception &e)
{
Logger::write_log("<get_trades> Error ! %s", e.what());
status = binanceErrorParsingServerResponse;
}
}
Logger::write_log("<get_trades> Done.");
}
return status;
}
// Get trades for a specific account and symbol. (SIGNED)
//
// GET /api/v3/myTrades
// Name Type Mandatory Description
// symbol STRING YES
// limit INT NO Default 500; max 500.
// fromId LONG NO TradeId to fetch from. Default gets most recent trades.
// recvWindow LONG NO
// timestamp LONG YES
//
binanceError_t binance::Account::getTradesSigned(Json::Value &json_result, const char *symbol, long fromId, long recvWindow, int limit)
{
binanceError_t status = binanceSuccess;
Logger::write_log("<get_myTrades>");
if (api_key.size() == 0 || secret_key.size() == 0)
status = binanceErrorMissingAccountKeys;
else
{
string url(hostname);
url += "/api/v3/myTrades?";
string querystring("symbol=");
querystring.append(symbol);
if (fromId != -1)
{
querystring.append("&fromId=");
querystring.append(to_string(fromId));
}
if (recvWindow > 0)
{
querystring.append("&recvWindow=");
querystring.append(to_string(recvWindow));
}
querystring.append("&limit=");
querystring.append(to_string(limit));
querystring.append("×tamp=");
querystring.append(to_string(get_current_ms_epoch()));
string signature = hmac_sha256(secret_key.c_str(), querystring.c_str());
querystring.append("&signature=");
querystring.append(signature);
url.append(querystring);
vector <string> extra_http_header;
string header_chunk("X-MBX-APIKEY: ");
header_chunk.append(api_key);
extra_http_header.push_back(header_chunk);
Logger::write_log("<get_myTrades> url = |%s|", url.c_str());
string action = "GET";
string post_data = "";
string str_result;
Server::getCurlWithHeader(str_result, url, extra_http_header, post_data, action);
if (str_result.size() == 0)
status = binanceErrorEmptyServerResponse;
else
{
try
{
Json::Reader reader;
json_result.clear();
reader.parse(str_result, json_result);
CHECK_SERVER_ERR(json_result);
}
catch (exception &e)
{
Logger::write_log("<get_myTrades> Error ! %s", e.what());
}
}
}
Logger::write_log("<get_myTrades> Done.\n");
return status;
}
// Old trade lookup (MARKET_DATA)
//
// GET /api/v3/historicalTrades
//
// Name Type Mandatory Description
// symbol STRING YES
// limit INT NO Default 500; max 500.
// fromId LONG NO TradeId to fetch from. Default gets most recent trades.
//
binanceError_t binance::Account::getHistoricalTrades(Json::Value &json_result, const char *symbol, long fromId, int limit)
{
binanceError_t status = binanceSuccess;
Logger::write_log("<get_historicalTrades>");
if (api_key.size() == 0 || secret_key.size() == 0)
status = binanceErrorMissingAccountKeys;
else
{
string url(hostname);
url += "/api/v3/historicalTrades?";
string querystring("symbol=");
querystring.append(symbol);
if (fromId != -1)
{
querystring.append("&fromId=");
querystring.append(to_string(fromId));
}
querystring.append("&limit=");
querystring.append(to_string(limit));
url.append(querystring);
vector <string> extra_http_header;
string header_chunk("X-MBX-APIKEY: ");
header_chunk.append(api_key);
extra_http_header.push_back(header_chunk);
Logger::write_log("<get_historicalTrades> url = |%s|", url.c_str());
string action = "GET";
string post_data = "";
string str_result;
Server::getCurlWithHeader(str_result, url, extra_http_header, post_data, action);
if (str_result.size() == 0)
status = binanceErrorEmptyServerResponse;
else
{
try
{
Json::Reader reader;
json_result.clear();
reader.parse(str_result, json_result);
CHECK_SERVER_ERR(json_result);
}
catch (exception &e)
{
Logger::write_log("<get_historicalTrades> Error ! %s", e.what());
status = binanceErrorParsingServerResponse;
}
}
Logger::write_log("<get_historicalTrades> Done.");
}
return status;
}
// Open Orders (SIGNED)
//
// GET /api/v3/openOrders
//
// Name Type Mandatory Description
// symbol STRING YES
// recvWindow LONG NO
// timestamp LONG YES
//
binanceError_t binance::Account::getOpenOrders(Json::Value &json_result, long recvWindow)
{
binanceError_t status = binanceSuccess;
Logger::write_log("<get_openOrders>");
if (api_key.size() == 0 || secret_key.size() == 0)
status = binanceErrorMissingAccountKeys;
else
{
string url(hostname);
url += "/api/v3/openOrders?";
string querystring("");
querystring.append("timestamp=");
querystring.append(to_string(get_current_ms_epoch()));
string signature = hmac_sha256(secret_key.c_str(), querystring.c_str());
querystring.append("&signature=");
querystring.append(signature);
if (recvWindow > 0)
{
querystring.append("&recvWindow=");
querystring.append(to_string(recvWindow));
}
url.append(querystring);
vector <string> extra_http_header;
string header_chunk("X-MBX-APIKEY: ");
header_chunk.append(api_key);
extra_http_header.push_back(header_chunk);
string action = "GET";
string post_data ="";
Logger::write_log("<get_openOrders> url = |%s|", url.c_str());
string str_result;
Server::getCurlWithHeader(str_result, url, extra_http_header, post_data, action);
if (str_result.size() == 0)
status = binanceErrorEmptyServerResponse;
else
{
try
{
Json::Reader reader;
json_result.clear();
reader.parse(str_result, json_result);
CHECK_SERVER_ERR(json_result);
}
catch (exception &e)
{
Logger::write_log("<get_openOrders> Error ! %s", e.what());
}
}
}
Logger::write_log("<get_openOrders> Done.\n");
return status;
}
// Open Orders (SIGNED)
//
// GET /api/v3/openOrders
//
// Name Type Mandatory Description
// symbol STRING YES
// recvWindow LONG NO
// timestamp LONG YES
//
binanceError_t binance::Account::getOpenOrders(Json::Value &json_result, const char *symbol, long recvWindow)
{
binanceError_t status = binanceSuccess;
Logger::write_log("<get_openOrders>");
if (api_key.size() == 0 || secret_key.size() == 0)
status = binanceErrorMissingAccountKeys;
else
{
string url(hostname);
url += "/api/v3/openOrders?";
string querystring("symbol=");
querystring.append(symbol);
if (recvWindow > 0)
{
querystring.append("&recvWindow=");
querystring.append(to_string(recvWindow));
}
querystring.append("×tamp=");
querystring.append(to_string(get_current_ms_epoch()));
string signature = hmac_sha256(secret_key.c_str(), querystring.c_str());
querystring.append("&signature=");
querystring.append(signature);
url.append(querystring);
vector <string> extra_http_header;
string header_chunk("X-MBX-APIKEY: ");
header_chunk.append(api_key);
extra_http_header.push_back(header_chunk);
string action = "GET";
string post_data ="";
Logger::write_log("<get_openOrders> url = |%s|", url.c_str());
string str_result;
Server::getCurlWithHeader(str_result, url, extra_http_header, post_data, action);
if (str_result.size() == 0)
status = binanceErrorEmptyServerResponse;
else
{
try
{
Json::Reader reader;
json_result.clear();
reader.parse(str_result, json_result);
CHECK_SERVER_ERR(json_result);
}
catch (exception &e)
{
Logger::write_log("<get_openOrders> Error ! %s", e.what());
}
}
}
Logger::write_log("<get_openOrders> Done.\n");
return status;
}
// All Orders (SIGNED)
//
// GET /api/v3/allOrders
//
// Name Type Mandatory Description
// symbol STRING YES
// orderId LONG NO
// limit INT NO Default 500; max 500.
// recvWindow LONG NO
// timestamp LONG YES
//
binanceError_t binance::Account::getAllOrders(Json::Value &json_result, const char *symbol,
long orderId, int limit, long recvWindow)
{
binanceError_t status = binanceSuccess;
Logger::write_log("<get_allOrders>");
if (api_key.size() == 0 || secret_key.size() == 0)
status = binanceErrorMissingAccountKeys;
else
{
string url(hostname);
url += "/api/v3/allOrders?";
string querystring("symbol=");
querystring.append(symbol);
if (orderId > 0)
{
querystring.append("&orderId=");
querystring.append(to_string(orderId));
}
if (limit > 0)
{
querystring.append("&limit=");
querystring.append(to_string(limit));
}
if (recvWindow > 0)
{
querystring.append("&recvWindow=");
querystring.append(to_string(recvWindow));
}
querystring.append("×tamp=");
querystring.append(to_string(get_current_ms_epoch()));
string signature = hmac_sha256(secret_key.c_str(), querystring.c_str());
querystring.append("&signature=");
querystring.append(signature);
url.append(querystring);
vector <string> extra_http_header;
string header_chunk("X-MBX-APIKEY: ");
header_chunk.append(api_key);
extra_http_header.push_back(header_chunk);
string action = "GET";
string post_data ="";
Logger::write_log("<get_allOrders> url = |%s|", url.c_str());
string str_result;
Server::getCurlWithHeader(str_result, url, extra_http_header, post_data, action);
if (str_result.size() == 0)
status = binanceErrorEmptyServerResponse;
else
{
try
{
Json::Reader reader;
json_result.clear();
reader.parse(str_result, json_result);
CHECK_SERVER_ERR(json_result);
}
catch (exception &e)
{
Logger::write_log("<get_allOrders> Error ! %s", e.what());
}
}
}
Logger::write_log("<get_allOrders> Done.\n");
return status;
}
// Send order (SIGNED)
//
// POST /api/v3/order
//
// Name Type Mandatory Description
// symbol STRING YES
// side ENUM YES
// type ENUM YES
// timeInForce ENUM YES
// quantity DECIMAL YES
// price DECIMAL YES
// newClientOrderId STRING NO A unique id for the order. Automatically generated by default.
// stopPrice DECIMAL NO Used with STOP orders
// icebergQty DECIMAL NO Used with icebergOrders
// recvWindow LONG NO
// timestamp LONG YES
//
binanceError_t binance::Account::sendOrder(Json::Value &json_result, const char *symbol,
const char *side, const char *type, const char *timeInForce, double quantity, double price,
const char *newClientOrderId, double stopPrice, double icebergQty, long recvWindow)
{
binanceError_t status = binanceSuccess;
Logger::write_log("<send_order>");
if (api_key.size() == 0 || secret_key.size() == 0)
status = binanceErrorMissingAccountKeys;
else
{
string url(hostname);
url += "/api/v3/order?";
string action = "POST";
string post_data("symbol=");
post_data.append(symbol);
post_data.append("&side=");
post_data.append(side);
post_data.append("&type=");
post_data.append(type);
if (strlen(timeInForce) > 0)
{
post_data.append("&timeInForce=");
post_data.append(timeInForce);
}
post_data.append("&quantity=");
post_data.append(toString(quantity));
if (price > 0.0)
{
post_data.append("&price=");
post_data.append(toString(price));
}
if (strlen(newClientOrderId) > 0)
{
post_data.append("&newClientOrderId=");
post_data.append(newClientOrderId);
}
if (stopPrice > 0.0)
{
post_data.append("&stopPrice=");
post_data.append(toString(stopPrice));
}
if (icebergQty > 0.0)
{
post_data.append("&icebergQty=");
post_data.append(toString(icebergQty));
}
if (recvWindow > 0)
{
post_data.append("&recvWindow=");
post_data.append(to_string(recvWindow));
}
post_data.append("×tamp=");
post_data.append(to_string(get_current_ms_epoch()));
string signature = hmac_sha256(secret_key.c_str(), post_data.c_str());
post_data.append("&signature=");
post_data.append(signature);
vector <string> extra_http_header;
string header_chunk("X-MBX-APIKEY: ");
header_chunk.append(api_key);
extra_http_header.push_back(header_chunk);
Logger::write_log("<send_order> url = |%s|, post_data = |%s|", url.c_str(), post_data.c_str());
string str_result;
Server::getCurlWithHeader(str_result, url, extra_http_header, post_data, action);
if (str_result.size() == 0)
status = binanceErrorEmptyServerResponse;
else
{
try
{
Json::Reader reader;
json_result.clear();
reader.parse(str_result, json_result);
CHECK_SERVER_ERR(json_result);
}
catch (exception &e)
{
Logger::write_log("<send_order> Error ! %s", e.what());
}
}
}
Logger::write_log("<send_order> Done.\n");
return status;
}
// Send test order (SIGNED)
//
// POST /api/v3/order/test
//
// Name Type Mandatory Description
// symbol STRING YES
// side ENUM YES
// type ENUM YES
// timeInForce ENUM YES
// quantity DECIMAL YES
// price DECIMAL YES
// newClientOrderId STRING NO A unique id for the order. Automatically generated by default.
// stopPrice DECIMAL NO Used with STOP orders
// icebergQty DECIMAL NO Used with icebergOrders
// recvWindow LONG NO
// timestamp LONG YES
//
binanceError_t binance::Account::sendTestOrder(Json::Value &json_result, const char *symbol,
const char *side, const char *type, const char *timeInForce, double quantity, double price,
const char *newClientOrderId, double stopPrice, double icebergQty, long recvWindow)
{
binanceError_t status = binanceSuccess;
Logger::write_log("<send_order>");
if (api_key.size() == 0 || secret_key.size() == 0)
status = binanceErrorMissingAccountKeys;
else
{
string url(hostname);
url += "/api/v3/order/test?";
string action = "POST";
string post_data("symbol=");
post_data.append(symbol);
post_data.append("&side=");
post_data.append(side);
post_data.append("&type=");
post_data.append(type);
if (strlen(timeInForce) > 0)
{
post_data.append("&timeInForce=");
post_data.append(timeInForce);
}
post_data.append("&quantity=");
post_data.append(toString(quantity));
if (price > 0.0)
{
post_data.append("&price=");
post_data.append(toString(price));
}
if (strlen(newClientOrderId) > 0)
{
post_data.append("&newClientOrderId=");
post_data.append(newClientOrderId);
}
if (stopPrice > 0.0)
{
post_data.append("&stopPrice=");
post_data.append(toString(stopPrice));
}
if (icebergQty > 0.0)
{
post_data.append("&icebergQty=");
post_data.append(toString(icebergQty));
}
if (recvWindow > 0)
{
post_data.append("&recvWindow=");
post_data.append(to_string(recvWindow));
}
post_data.append("×tamp=");
post_data.append(to_string(get_current_ms_epoch()));
string signature = hmac_sha256(secret_key.c_str(), post_data.c_str());
post_data.append("&signature=");
post_data.append(signature);
vector <string> extra_http_header;
string header_chunk("X-MBX-APIKEY: ");
header_chunk.append(api_key);
extra_http_header.push_back(header_chunk);
Logger::write_log("<send_order> url = |%s|, post_data = |%s|", url.c_str(), post_data.c_str());
string str_result;
Server::getCurlWithHeader(str_result, url, extra_http_header, post_data, action);
if (str_result.size() == 0)
status = binanceErrorEmptyServerResponse;
else
{
try
{
Json::Reader reader;
json_result.clear();
reader.parse(str_result, json_result);
CHECK_SERVER_ERR(json_result);
}
catch (exception &e)
{
Logger::write_log("<send_order> Error ! %s", e.what());
}
}
}
Logger::write_log("<send_order> Done.\n");
return status;
}
// Get order (SIGNED)
//
// GET /api/v3/order
//
// Name Type Mandatory Description
// symbol STRING YES
// orderId LONG NO
// origClientOrderId STRING NO
// recvWindow LONG NO
// timestamp LONG YES
//
binanceError_t binance::Account::getOrder(Json::Value &json_result, const char *symbol,
long orderId, const char *origClientOrderId, long recvWindow)
{
binanceError_t status = binanceSuccess;
Logger::write_log("<get_order>");
if (api_key.size() == 0 || secret_key.size() == 0)
status = binanceErrorMissingAccountKeys;
else
{
string url(hostname);
url += "/api/v3/order?";
string action = "GET";
string querystring("symbol=");
querystring.append(symbol);
if (orderId > 0)
{
querystring.append("&orderId=");
querystring.append(to_string(orderId));
}
if (strlen(origClientOrderId) > 0)
{
querystring.append("&origClientOrderId=");
querystring.append(origClientOrderId);
}
if (recvWindow > 0)
{
querystring.append("&recvWindow=");
querystring.append(to_string(recvWindow));
}
querystring.append("×tamp=");
querystring.append(to_string(get_current_ms_epoch()));
string signature = hmac_sha256(secret_key.c_str(), querystring.c_str());
querystring.append("&signature=");
querystring.append(signature);
url.append(querystring);
vector <string> extra_http_header;
string header_chunk("X-MBX-APIKEY: ");
header_chunk.append(api_key);
extra_http_header.push_back(header_chunk);
string post_data = "";
Logger::write_log("<get_order> url = |%s|", url.c_str());
string str_result;
Server::getCurlWithHeader(str_result, url, extra_http_header, post_data, action);
if (str_result.size() == 0)
status = binanceErrorEmptyServerResponse;
else
{
try
{
Json::Reader reader;
json_result.clear();
reader.parse(str_result, json_result);
CHECK_SERVER_ERR(json_result);
}
catch (exception &e)
{
Logger::write_log("<get_order> Error ! %s", e.what());
}
}
}
Logger::write_log("<get_order> Done.\n");
return status;
}
// DELETE /api/v3/order
//
// cancel order (SIGNED)
//
// symbol STRING YES
// orderId LONG NO
// origClientOrderId STRING NO
// newClientOrderId STRING NO Used to uniquely identify this cancel. Automatically generated by default.
// recvWindow LONG NO
// timestamp LONG YES
//
binanceError_t binance::Account::cancelOrder(Json::Value &json_result, const char *symbol,
long orderId, const char *origClientOrderId, const char *newClientOrderId, long recvWindow)
{
binanceError_t status = binanceSuccess;
Logger::write_log("<send_order>");
if (api_key.size() == 0 || secret_key.size() == 0)
status = binanceErrorMissingAccountKeys;
else
{
string url(hostname);
url += "/api/v3/order?";
string action = "DELETE";
string post_data("symbol=");
post_data.append(symbol);
if (orderId > 0)
{
post_data.append("&orderId=");
post_data.append(to_string(orderId));
}
if (strlen(origClientOrderId) > 0)
{
post_data.append("&origClientOrderId=");
post_data.append(origClientOrderId);
}
if (strlen(newClientOrderId) > 0)
{
post_data.append("&newClientOrderId=");
post_data.append(newClientOrderId);
}
if (recvWindow > 0)
{
post_data.append("&recvWindow=");
post_data.append(to_string(recvWindow));
}
post_data.append("×tamp=");
post_data.append(to_string(get_current_ms_epoch()));
string signature = hmac_sha256(secret_key.c_str(), post_data.c_str());
post_data.append("&signature=");
post_data.append(signature);
vector <string> extra_http_header;
string header_chunk("X-MBX-APIKEY: ");
header_chunk.append(api_key);
extra_http_header.push_back(header_chunk);
Logger::write_log("<send_order> url = |%s|, post_data = |%s|", url.c_str(), post_data.c_str());
string str_result;
Server::getCurlWithHeader(str_result, url, extra_http_header, post_data, action);