Uh oh!
There was an error while loading. Please reload this page.
- Notifications
You must be signed in to change notification settings - Fork 2
Expand file tree
/
Copy pathMarginTest.java
More file actions
Latest commit
151 lines (133 loc) · 7.56 KB
/
Copy pathMarginTest.java
File metadata and controls
151 lines (133 loc) · 7.56 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
packageio.gate.apidemo;
importio.gate.gateapi.ApiClient;
importio.gate.gateapi.ApiException;
importio.gate.gateapi.GateApiException;
importio.gate.gateapi.api.MarginApi;
importio.gate.gateapi.api.SpotApi;
importio.gate.gateapi.api.WalletApi;
importio.gate.gateapi.models.*;
importjava.math.BigDecimal;
importjava.math.MathContext;
importjava.math.RoundingMode;
importjava.util.Comparator;
importjava.util.List;
classMarginTest {
privatefinalRunConfigconfig;
MarginTest(RunConfigconfig) {
this.config = config;
}
publicvoidrun() throwsApiException {
StringcurrencyPair = "BTC_USDT";
Stringcurrency = currencyPair.split("_")[1];
// Initialize API client
ApiClientclient = newApiClient();
client.setApiKeySecret(this.config.getApiKey(), this.config.getApiSecret());
// Setting basePath is optional. It defaults to https://api.gateio.ws/api/v4
client.setBasePath(this.config.getHostUsed());
SpotApispotApi = newSpotApi(client);
MarginApimarginApi = newMarginApi(client);
WalletApiwalletApi = newWalletApi(client);
// Retrieve currency pair last price
List<Ticker> tickers = spotApi.listTickers().currencyPair(currencyPair).execute();
asserttickers.size() == 1;
StringlastPrice = tickers.get(0).getLast();
assertlastPrice != null;
System.out.printf("Currency pair %s last price: %s\n", currencyPair, lastPrice);
List<MarginCurrencyPair> pairs = marginApi.listMarginCurrencyPairs();
MarginCurrencyPairpair = pairs.stream().filter(x -> currencyPair.equals(x.getId())).findFirst().get();
BigDecimalloanAmount = (pair.getMinQuoteAmount() == null) ? BigDecimal.ZERO : newBigDecimal(pair.getMinQuoteAmount());
MathContextmc = newMathContext(8, RoundingMode.UP);
if (pair.getMinBaseAmount() != null) {
BigDecimalminLoanAmount = newBigDecimal(pair.getMinBaseAmount()).multiply(newBigDecimal(lastPrice), mc);
if (loanAmount.compareTo(minLoanAmount) < 0) {
loanAmount = minLoanAmount;
}
}
System.out.printf("minimum loan amount in currency pair %s: %s %s\n", currencyPair, loanAmount.toPlainString(), currency);
// example to lend
List<FundingAccount> fundingAccounts = marginApi.listFundingAccounts().currency(currency).execute();
BigDecimallendAmount = loanAmount.add(BigDecimal.valueOf(Math.random()), mc);
if (fundingAccounts.size() == 1 && newBigDecimal(fundingAccounts.get(0).getAvailable()).compareTo(lendAmount) >= 0) {
// lend with maximum rate
LoanlendingLoan = newLoan().amount(lendAmount.toPlainString())
.autoRenew(false)
.days(10)
.currency(currency)
.rate("0.002")
.side(Loan.SideEnum.LEND);
LoancreatedLoan = marginApi.createLoan(lendingLoan);
System.out.printf("Place a lending loan %s with currency %s, rate %s, amount %s\n", createdLoan.getId(),
createdLoan.getCurrency(), createdLoan.getRate(), createdLoan.getAmount());
LoanloanResult = marginApi.getLoan(createdLoan.getId(), Loan.SideEnum.LEND.getValue());
if (Loan.StatusEnum.LOANED.equals(loanResult.getStatus())) {
List<LoanRecord> records = marginApi.listLoanRecords(loanResult.getId()).execute();
for (LoanRecordr : records) {
System.out.printf("Loan %s is borrowed with record ID %s, amount %s, current status: %s\n", r.getLoanId(), r.getId(),
r.getAmount(), r.getStatus());
}
} else {
marginApi.cancelLoan(createdLoan.getId(), currency);
System.out.printf("Lending loan %s is cancelled\n", createdLoan.getId());
}
}
assertpair.getLeverage() != null;
BigDecimalmargin = loanAmount.divide(newBigDecimal(pair.getLeverage() - 1), mc);
List<MarginAccount> accounts = marginApi.listMarginAccounts().currencyPair(currencyPair).execute();
assertaccounts.size() == 1;
Stringavailable = accounts.get(0).getQuote().getAvailable();
assertavailable != null;
System.out.printf("Available margin balance of currency %s in currency pair %s: %s\n", currency, currencyPair, available);
if (margin.compareTo(newBigDecimal(available)) > 0) {
// transfer to margin account
Transfertransfer = newTransfer();
transfer.setCurrencyPair(currencyPair);
transfer.setCurrency(currency);
transfer.setAmount(margin.subtract(newBigDecimal(available)).toPlainString());
transfer.setFrom(Transfer.FromEnum.SPOT);
transfer.setTo(Transfer.ToEnum.MARGIN);
walletApi.transfer(transfer);
System.out.printf("Transferred %s %s to margin account\n", transfer.getAmount(), transfer.getCurrency());
}
// find minimum rate available
finalBigDecimalminAmount = loanAmount;
FundingBookItemminRateItem = marginApi.listFundingBook(currency)
.stream()
.filter(x -> x.getRate() != null && minAmount.compareTo(newBigDecimal(x.getAmount())) < 0)
.min(Comparator.comparing(x -> newBigDecimal(x.getRate())))
.get();
// borrow with minimum loan rate
BigDecimalborrowAmount = loanAmount.add(BigDecimal.valueOf(Math.random()), mc);
Loanloan = newLoan();
loan.side(Loan.SideEnum.BORROW);
loan.setCurrency(currency);
loan.setRate(minRateItem.getRate());
loan.setAmount(borrowAmount.toPlainString());
loan.setDays(minRateItem.getDays());
loan.setCurrencyPair(currencyPair);
Loanborrowed = marginApi.createLoan(loan);
System.out.printf("Borrowed %s %s in currency pair %s with rate %s, id %s\n", borrowed.getAmount(), borrowed.getCurrency(),
borrowed.getCurrencyPair(), borrowed.getRate(), borrowed.getId());
assertborrowed.getStatus() == Loan.StatusEnum.LOANED;
// create margin order
StringorderAmount = spotApi.getCurrencyPair(currencyPair).getMinQuoteAmount();
Orderorder = newOrder();
order.setAccount(Order.AccountEnum.MARGIN);
order.setCurrencyPair(currencyPair);
order.setType(Order.TypeEnum.LIMIT);
order.setPrice(lastPrice);
order.setAutoBorrow(false);
order.setAmount(orderAmount == null ? "1" : orderAmount);
order.setSide(Order.SideEnum.SELL);
try {
OrdercreatedOrder = spotApi.createOrder(order);
System.out.printf("order created with id %s, status %s\n", createdOrder.getId(), createdOrder.getStatus());
} catch (GateApiExceptionex) {
System.err.printf("failed to create margin order: %s\n", ex);
}
RepayRequestrepayRequest = newRepayRequest().mode(RepayRequest.ModeEnum.ALL).currency(currency).currencyPair(currencyPair);
marginApi.repayLoan(borrowed.getId(), repayRequest);
for (Repaymentr : marginApi.listLoanRepayments(borrowed.getId())) {
System.out.printf("loan %s repaid %s with interest %s\n", borrowed.getId(), r.getPrincipal(), r.getInterest());
}
}
}