mm/libxc: Coinbase

Co-authored-by: Brian Stafford <[email protected]>

client/mm/exchange_adaptor.go

@@ -1877,8 +1877,9 @@ func (u *unifiedExchangeAdaptor) confirmWithdrawal(ctx context.Context, id strin
 	withdrawal.txMtx.RUnlock()
 
 	if txID == "" {
+		var amt uint64
 		var err error
-		_, txID, err = u.CEX.ConfirmWithdrawal(ctx, id, withdrawal.assetID)
+		amt, txID, err = u.CEX.ConfirmWithdrawal(ctx, id, withdrawal.assetID)
 		if errors.Is(err, libxc.ErrWithdrawalPending) {
 			return false
 		}
@@ -1888,6 +1889,7 @@ func (u *unifiedExchangeAdaptor) confirmWithdrawal(ctx context.Context, id strin
 		}
 
 		withdrawal.txMtx.Lock()
+		withdrawal.amtWithdrawn = amt
 		withdrawal.txID = txID
 		withdrawal.txMtx.Unlock()
 	}
@@ -1944,7 +1946,7 @@ func (u *unifiedExchangeAdaptor) withdraw(ctx context.Context, assetID uint32, a
 	}
 
 	u.balancesMtx.Lock()
-	withdrawalID, err := u.CEX.Withdraw(ctx, assetID, amount, addr)
+	withdrawalID, amtWithdrawn, err := u.CEX.Withdraw(ctx, assetID, amount, addr)
 	if err != nil {
 		u.balancesMtx.Unlock()
 		return err
@@ -1960,7 +1962,7 @@ func (u *unifiedExchangeAdaptor) withdraw(ctx context.Context, assetID uint32, a
 		eventLogID:   u.eventLogID.Add(1),
 		timestamp:    time.Now().Unix(),
 		assetID:      assetID,
-		amtWithdrawn: amount,
+		amtWithdrawn: amtWithdrawn,
 		withdrawalID: withdrawalID,
 	}
 	u.pendingWithdrawals[withdrawalID] = withdrawal

client/mm/libxc/binance.go

@@ -908,18 +908,62 @@ func (bnc *binance) ConfirmWithdrawal(ctx context.Context, withdrawalID string,
 	return uint64(amt), status.TxID, nil
 }
 
+func floatToScaledUint(f float64) (uint64, int) {
+	str := strconv.FormatFloat(f, 'f', -1, 64)
+	parts := strings.Split(str, ".")
+	scaledStr := parts[0]
+	decimalPlaces := 0
+	if len(parts) == 2 {
+		scaledStr += parts[1]
+		decimalPlaces = len(parts[1])
+	}
+	scaledValue, _ := strconv.ParseUint(scaledStr, 10, 64)
+	return scaledValue, decimalPlaces
+}
+
+func scaledUintToString(u uint64, decimalPlaces int) string {
+	numStr := strconv.FormatUint(u, 10)
+	if decimalPlaces == 0 {
+		return numStr
+	}
+	length := len(numStr)
+	if decimalPlaces > length {
+		leadingZeros := decimalPlaces - length
+		return "0." + fmt.Sprintf("%0*d%s", leadingZeros, 0, numStr)
+	} else if decimalPlaces == length {
+		return "0." + numStr
+	} else {
+		return numStr[:length-decimalPlaces] + "." + numStr[length-decimalPlaces:]
+	}
+}
+
+func steppedAmount(amt float64, stepSize float64) float64 {
+	steppedAmountStr := steppedAmountStr(amt, stepSize)
+	steppedAmount, _ := strconv.ParseFloat(steppedAmountStr, 64)
+	return steppedAmount
+}
+
+func steppedAmountStr(amt float64, stepSize float64) string {
+	steps := uint64(math.Round(amt / stepSize))
+	if steps == 0 {
+		steps = 1
+	}
+	scaled, prec := floatToScaledUint(stepSize)
+	return scaledUintToString(steps*scaled, prec)
+}
+
 // Withdraw withdraws funds from the CEX to a certain address. onComplete
 // is called with the actual amount withdrawn (amt - fees) and the
 // transaction ID of the withdrawal.
-func (bnc *binance) Withdraw(ctx context.Context, assetID uint32, qty uint64, address string) (string, error) {
+func (bnc *binance) Withdraw(ctx context.Context, assetID uint32, qty uint64, address string) (string, uint64, error) {
 	assetCfg, err := bncAssetCfg(assetID)
 	if err != nil {
-		return "", fmt.Errorf("error getting symbol data for %d: %w", assetID, err)
+		return "", 0, fmt.Errorf("error getting symbol data for %d: %w", assetID, err)
 	}
 
 	precision, err := bnc.assetPrecision(assetCfg.coin)
 	if err != nil {
-		return "", fmt.Errorf("error getting precision for %s: %w", assetCfg.coin, err)
+		return "", 0, fmt.Errorf("error getting precision for %s: %w", assetCfg.coin, err)
 	}
 
 	amt := float64(qty) / float64(assetCfg.conversionFactor)
@@ -934,10 +978,10 @@ func (bnc *binance) Withdraw(ctx context.Context, assetID uint32, qty uint64, ad
 	}{}
 	err = bnc.postAPI(ctx, "/sapi/v1/capital/withdraw/apply", nil, v, true, true, &withdrawResp)
 	if err != nil {
-		return "", err
+		return "", 0, err
 	}
 
-	return withdrawResp.ID, nil
+	return withdrawResp.ID, qty, nil
 }
 
 // GetDepositAddress returns a deposit address for an asset.
@@ -1984,28 +2028,30 @@ func (bnc *binance) book(baseID, quoteID uint32) (*binanceOrderBook, error) {
 	return book, nil
 }
 
+func convertSide(side []*obEntry, sell bool, baseFactor, quoteFactor uint64) []*core.MiniOrder {
+	ords := make([]*core.MiniOrder, len(side))
+	for i, e := range side {
+		ords[i] = &core.MiniOrder{
+			Qty:       float64(e.qty) / float64(baseFactor),
+			QtyAtomic: e.qty,
+			Rate:      calc.ConventionalRateAlt(e.rate, baseFactor, quoteFactor),
+			MsgRate:   e.rate,
+			Sell:      sell,
+		}
+	}
+	return ords
+}
+
 func (bnc *binance) Book(baseID, quoteID uint32) (buys, sells []*core.MiniOrder, _ error) {
 	book, err := bnc.book(baseID, quoteID)
 	if err != nil {
 		return nil, nil, err
 	}
 	bids, asks := book.book.snap()
-	bFactor := float64(book.baseConversionFactor)
-	convertSide := func(side []*obEntry, sell bool) []*core.MiniOrder {
-		ords := make([]*core.MiniOrder, len(side))
-		for i, e := range side {
-			ords[i] = &core.MiniOrder{
-				Qty:       float64(e.qty) / bFactor,
-				QtyAtomic: e.qty,
-				Rate:      calc.ConventionalRateAlt(e.rate, book.baseConversionFactor, book.quoteConversionFactor),
-				MsgRate:   e.rate,
-				Sell:      sell,
-			}
-		}
-		return ords
-	}
-	buys = convertSide(bids, false)
-	sells = convertSide(asks, true)
+	bFactor := book.baseConversionFactor
+	qFactor := book.quoteConversionFactor
+	buys = convertSide(bids, false, bFactor, qFactor)
+	sells = convertSide(asks, true, bFactor, qFactor)
 	return
 }