binance: implement query trade for binance margin trading

pkg/exchange/binance/binanceapi/get_margin_trades_request.go

@@ -0,0 +1,24 @@
+package binanceapi
+
+import (
+	"time"
+
+	"github.com/c9s/requestgen"
+)
+
+//go:generate requestgen -method GET -url "/sapi/v1/margin/myTrades" -type GetMarginTradesRequest -responseType []Trade
+type GetMarginTradesRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	isIsolated bool       `param:"isIsolated"`
+	symbol     string     `param:"symbol"`
+	orderID    *uint64    `param:"orderId"`
+	startTime  *time.Time `param:"startTime,milliseconds"`
+	endTime    *time.Time `param:"endTime,milliseconds"`
+	fromID     *uint64    `param:"fromId"`
+	limit      *uint64    `param:"limit"`
+}
+
+func (c *RestClient) NewGetMarginTradesRequest() *GetMarginTradesRequest {
+	return &GetMarginTradesRequest{client: c}
+}

pkg/exchange/binance/exchange.go

@@ -745,20 +745,46 @@ func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) ([]
 		return nil, errors.New("binance: symbol parameter is a mandatory parameter for querying order trades")
 	}
 
-	remoteTrades, err := e.client.NewListTradesService().Symbol(q.Symbol).OrderId(orderID).Do(ctx)
-	if err != nil {
-		return nil, err
-	}
-
 	var trades []types.Trade
-	for _, t := range remoteTrades {
-		localTrade, err := toGlobalTrade(*t, e.IsMargin)
+
+	if e.IsMargin {
+		req := e.client2.NewGetMarginTradesRequest()
+		req.Symbol(q.Symbol).OrderID(uint64(orderID))
+
+		if e.IsIsolatedMargin {
+			req.IsIsolated(true)
+		}
+
+		remoteTrades, err := req.Do(ctx)
 		if err != nil {
-			log.WithError(err).Errorf("binance: can not convert trade: %+v", t)
-			continue
+			return nil, err
 		}
 
-		trades = append(trades, *localTrade)
+		for _, t := range remoteTrades {
+			localTrade, err := toGlobalTrade(t, e.IsMargin)
+			if err != nil {
+				log.WithError(err).Errorf("binance: unable to convert margin trade: %+v", t)
+				continue
+			}
+
+			trades = append(trades, *localTrade)
+		}
+
+	} else {
+		remoteTrades, err := e.client.NewListTradesService().Symbol(q.Symbol).OrderId(orderID).Do(ctx)
+		if err != nil {
+			return nil, err
+		}
+
+		for _, t := range remoteTrades {
+			localTrade, err := toGlobalTrade(*t, e.IsMargin)
+			if err != nil {
+				log.WithError(err).Errorf("binance: unable to convert trade: %+v", t)
+				continue
+			}
+
+			trades = append(trades, *localTrade)
+		}
 	}
 
 	trades = types.SortTradesAscending(trades)