one/libs/binance/binance-spot.js

const BinanceKit = require('./binance-kit')
const HttpKit = require('../../kit/http-kit')
const TimeKit = require("../../kit/time-kit");
const HTTPRequest = require('request')
const assert = require("assert");

const isDev = process.env.USER === 'skyfffire'
const proxy = 'http://localhost:9080'

class BinanceSpot {
  static BASE_URL = 'https://api.binance.com'
  static TRADE_TYPE = {
    MARKET: 'MARKET'
  }
  static TRADE_SIDE = {
    BUY: 'buy',
    SELL: 'sell'
  }
  static PRICE = {
    MARKET: -1
  }
  static NETWORK = {
    BSC: 'BSC'
  }
  static BASE_TOKEN = {
    BUSD: 'BUSD'
  }
  static INTERVAL = {
    H1: '1h',
    H4: '4h'
  }
  
  constructor(apiKey, secretKey) {
    this.apiKey = apiKey
    this.secretKey = secretKey
  }

  static async realPrice(symbol='BNBBUSD', side=BinanceSpot.TRADE_SIDE.BUY) {
    const url = `${BinanceSpot.BASE_URL}/api/v3/depth?symbol=${symbol}&limit=${5}`

    const { data: rst } = await HttpKit.get(url)

    if (!rst || !rst.bids || !rst.asks || !rst.bids[0] || !rst.asks[0]) {
      return 0
    }

    if (side === BinanceSpot.TRADE_SIDE.SELL) {
      return parseFloat(rst.bids[0][0])
    } else {
      return parseFloat(rst.asks[0][0])
    }
  }

  static async klines(symbol='BNBBUSD', interval=BinanceSpot.INTERVAL.H1, limit=20) {
    const url = `${BinanceSpot.BASE_URL}/api/v3/klines?symbol=${symbol}&interval=${interval}&limit=${limit}`

    const { data: rst } = await HttpKit.get(url)

    return rst
  }

  static async exchangeInfo(symbols=['BNBBUSD', 'BTCBUSD']) {
    const url = `${BinanceSpot.BASE_URL}/api/v3/exchangeInfo?symbols=${BinanceKit.buildExchangeInfoSymbols(symbols)}`

    const { data: rst } = await HttpKit.get(url)
    return rst
  }

  async accountInfo() {
    const url = `${BinanceSpot.BASE_URL}/api/v3/account`
    let timestamp = new Date().getTime()
    let data = {
      timestamp: timestamp
    }
    let signature = BinanceKit.createSignature(this.secretKey, data)
    let finalQueryURL = BinanceKit.toFinalQueryURL(url, data, signature)
    let headers = {
      'X-MBX-APIKEY': this.apiKey
    }

    const { data: rst } = await HttpKit.get(finalQueryURL, headers)
    return rst
  }

  async withdraw(amount, coin=BinanceSpot.BASE_TOKEN.BUSD,
                 address='0xCfB3Cb29EeAE464ABD44E35d53e12c555705e824', network=BinanceSpot.NETWORK.BSC) {
    const url = `${BinanceSpot.BASE_URL}/sapi/v1/capital/withdraw/apply`
    let timestamp = new Date().getTime()
    let data = {
      timestamp: timestamp,
      coin: coin,
      address: address,
      amount: amount,
      network: network
    }

    let signature = BinanceKit.createSignature(this.secretKey, data)
    let finalQueryURL = BinanceKit.toFinalQueryURL(url, data, signature)
    let headers = {
      'X-MBX-APIKEY': this.apiKey
    }

    const { data: rst } = await HttpKit.post(finalQueryURL, data, headers)
    return rst
  }

  async takeOrder(symbol='BTCUSDT', price, side, quantity, quoteOrderQty, type=BinanceSpot.TRADE_TYPE.MARKET) {
    const url = `${BinanceSpot.BASE_URL}/api/v3/order`
    let timestamp = new Date().getTime()
    let data = {
      timestamp: timestamp,
      symbol: symbol,
      side: side,
      type: type,
      recvWindow: 60 * 1000
    }

    // 区分买卖情况应该分别传入什么数量
    if (side === BinanceSpot.TRADE_SIDE.BUY) data['quoteOrderQty'] = quoteOrderQty
    else if (side === BinanceSpot.TRADE_SIDE.SELL) data['quantity'] = quantity

    // MARKET状态不传入price
    if (type !== 'MARKET') data['price'] = price

    let signature = BinanceKit.createSignature(this.secretKey, data)
    let finalQueryURL = BinanceKit.toFinalQueryURL(url, data, signature)
    let headers = {
      'X-MBX-APIKEY': this.apiKey
    }

    const params = {
      url: finalQueryURL,
      method: 'POST',
      headers: headers,
      proxy: isDev ? proxy : undefined
    }

    let finish = false
    let rst = undefined

    HTTPRequest(params, function (error, response) {
      // 请求成功的处理逻辑
      if (!error) {
        rst = JSON.parse(response.body)
      } else {
        rst = error
      }

      finish = true
    })

    while (!finish) {
      await TimeKit.sleep(10)
    }

    return rst
  }

  async buy(pair, price, quoteOrderQty, type=BinanceSpot.TRADE_TYPE.MARKET) {
    return await this.takeOrder(
      pair,
      price,
      BinanceSpot.TRADE_SIDE.BUY,
      0,
      quoteOrderQty,
      type)
  }

  async sell(pair, price, quantity, type=BinanceSpot.TRADE_TYPE.MARKET) {
    return await this.takeOrder(
      pair,
      price,
      BinanceSpot.TRADE_SIDE.SELL,
      quantity,
      0,
      type)
  }

  async buyMarket(pair, quoteOrderQty) {
    const buyRst = await this.buy(pair, -1, quoteOrderQty)

    assert.notEqual(buyRst.executedQty, undefined, JSON.stringify(buyRst))

    const cummulativeQuoteQty = parseFloat(buyRst.cummulativeQuoteQty)
    // 计算扣除手续费后的实际成交数量
    let executedQty = 0
    for (const fill of buyRst.fills) {
      executedQty += parseFloat(fill.qty)
      // 扣除支付的手续费
      if (fill.commissionAsset !== 'BNB') executedQty -= parseFloat(fill.commission)
    }

    return {
      cummulativeQuoteQty: cummulativeQuoteQty,
      executedQty: executedQty,
      avgPrice: cummulativeQuoteQty / executedQty
    }
  }

  async sellMarket(pair, quantity) {
    const sellRst = await this.sell(pair, -1, quantity)

    assert.notEqual(sellRst.executedQty, undefined, JSON.stringify(sellRst))

    let cummulativeQuoteQty = parseFloat(sellRst.cummulativeQuoteQty)

    // 计算扣除手续费后的实际成交数量
    let executedQty = 0
    for (const fill of sellRst.fills) {
      executedQty += parseFloat(fill.qty)
      // 扣除支付的手续费
      if (fill.commissionAsset !== 'BNB') cummulativeQuoteQty -= parseFloat(fill.commission)
    }

    return {
      cummulativeQuoteQty: cummulativeQuoteQty,
      executedQty: executedQty,
      avgPrice: cummulativeQuoteQty / executedQty
    }
  }
}

module.exports = BinanceSpot