[#11] Adding futures support for "orders/table" and "orders/done" ope…

…rations.

README.md

@@ -9,8 +9,8 @@ By using the `BINANCE()` formula in your spreadsheet, you can get data fetched f
 * Last [24h stats](#operation-stats24h-public)
 * Total [account assets](#operation-account-private) from Binance wallets (SPOT + CROSS + ISOLATED + FUTURES + SUB-ACCOUNTS)
 * All current [open orders](#operation-ordersopen-private) (SPOT + CROSS + ISOLATED + FUTURES)
-* Latest [done/finished orders](#operation-ordersdone-private) (SPOT + CROSS + ISOLATED for now)
-* Historical [orders table](#operation-orderstable-private) (SPOT + CROSS + ISOLATED for now)
+* Latest [done/finished orders](#operation-ordersdone-private) (SPOT + CROSS + ISOLATED + FUTURES)
+* Historical [orders table](#operation-orderstable-private) (SPOT + CROSS + ISOLATED + FUTURES)
 * Last data [update time](#operation-last_update-public) and current [add-on version](#operation-version-public) being used
 * ..and many more to come!
 
@@ -159,7 +159,7 @@ Some operations are **private**, meaning they **do require a Binance API key** t
 * `=BINANCE("orders/open", A1:A3, "headers: false, ticker: BTC")` Optionally you can give more options like not returning table headers and filtering by multiple symbols against `BTC` ticker (none by default).
 
 ### Operation: `"orders/table"` (private)
-`=BINANCE("orders/table", MySheet!A1:A3)` will **transform** the current sheet into a **"table"** in where ALL historic done/finished orders will be periodically polled and stored for each given symbol from Binance (SPOT + CROSS + ISOLATED for now).
+`=BINANCE("orders/table", MySheet!A1:A3)` will **transform** the current sheet into a **"table"** in where ALL historic done/finished orders will be periodically polled and stored for each given symbol from Binance (SPOT + CROSS + ISOLATED + FUTURES).
 * This formula **must always** be placed at `A1` in any new blank sheet into your spreadsheet.
 * A single value like `"BTC"` or a range of values is **required**. Values must be simple symbols like `MySheet!A1="BTC"`, `MySheet!A2="ETH"` and `MySheet!A3="LTC"`.
 * Be patient! It will adjust sheet's cols/rows and initialize a table header for you.
@@ -169,7 +169,7 @@ Some operations are **private**, meaning they **do require a Binance API key** t
 * `=BINANCE("orders/table", "BTC, ETH", "ticker: BUSD, unchanged: false")` Optionally you can skip unchanged assets check to always force to fetch for new orders.
  * **WARNING:** The `unchanged` mechanism exists to try to optimize the number of requests needed to fetch orders from large ranges with many pairs. 
  You _could_ manually disable it if your range is _small_ with just a few trading pairs (5 at most). 
- If you disable it and the range is not small, you could start having problems with `418` responses from Binance API.. so use it with caution!
+ If you disable it and the range is not small, you could start having problems with `418` responses from Binance API or execution timeouts.. so use it with caution!
  * Note the usage of the string `"BTC, ETH"` instead of a range as a 2nd parameter.
 * `=BINANCE("orders/table", "BTCBUSD, ETHBTC", "ticker: range")` Optionally you set `range` as **ticker** and provide **full pairs** as 2nd parameter, but only recommended for a few pairs.
  * **WARNING:** Using like this will **void the optimization** for unchanged assets.. so use it with caution!

misc/wallet.gs

@@ -7,6 +7,7 @@ function BinWallet(OPTIONS) {
 
  return {
  isEnabled,
+ getAssets,
  getSpotAssets,
  getCrossAssets,
  getIsolatedAssets,

tasks/do-orders-table.gs

@@ -6,7 +6,7 @@ function BinDoOrdersTable() {
  const header_size = 3; // How many rows the header will have
  const max_items = 1000; // How many items to be fetched on each run
  const delay = 500; // Delay between API calls in milliseconds
- let retry_assets = {}; // Ugly global index of assets to be retried in the next poll run
+ let update_assets = {}; // Ugly global index of assets to be updated for the next poll run
 
  /**
  * Returns this function tag (the one that's used for BINANCE function 1st parameter)
@@ -88,25 +88,19 @@ function BinDoOrdersTable() {
  function execute() {
  Logger.log("[BinDoOrdersTable] Running..");
 
- let assets = {};
  const sheets = _findSheets();
  const names = _sheetNames(sheets);
  Logger.log("[BinDoOrdersTable] Processing '"+names.length+"' sheets: "+JSON.stringify(names));
 
- if (sheets.length) { // Refresh and get wallet assets only if we have sheets to update!
- const bw = BinWallet();
- bw.refreshAssets(true); // Exclude sub-account assets!
- assets = {
- last: _getLastAssets(),
- current: bw.calculateAssets(true) // Exclude sub-account assets!
- };
+ if (sheets.length) { // Refresh wallet assets only if we have sheets to update!
+ BinWallet().refreshAssets(true); // Exclude sub-account assets!
  }
 
  sheets.map(function(sheet) { // Go through each sheet found
  try {
  _initSheet(sheet); // Ensure the sheet is initialized
- _fetchAndSave(assets, sheet); // Fetch data just for changed assets
- _updateLastAssets(assets.current); // Update the latest asset balances for next run
+ _fetchAndSave(sheet); // Fetch and save data for this sheet assets
+ _updateLastAssets(); // Update the latest asset balances for next run
  } catch (err) {
  _setStatus(sheet, "ERROR: "+err.message);
  console.error(err);
@@ -116,11 +110,10 @@ function BinDoOrdersTable() {
  Logger.log("[BinDoOrdersTable] Done!");
  }
 
- function _fetchAndSave(assets, sheet) {
+ function _fetchAndSave(sheet) {
  Logger.log("[BinDoOrdersTable] Processing sheet: "+sheet.getName());
  const [range_or_cell, options] = _parseFormula(sheet);
  const ticker_against = options["ticker"] || TICKER_AGAINST;
- const do_unchanged_check = BinUtils().parseBool(options["unchanged"], undefined);
  const range = BinUtils().getRangeOrCell(range_or_cell, sheet);
  if (!range.length) {
  throw new Error("A range with crypto symbols must be given!");
@@ -130,7 +123,8 @@ function BinDoOrdersTable() {
  const opts = {
  "no_cache_ok": true,
  "discard_40x": true, // Discard 40x errors for disabled wallets!
- "retries": Math.max(10, range.length)
+ "retries": Math.max(10, Math.min(100, range.length*5)),
+ "do_unchanged_check": BinUtils().parseBool(options["unchanged"], undefined)
  };
 
  // Fetch data for given symbols in range
@@ -141,10 +135,6 @@ function BinDoOrdersTable() {
  Logger.log("[BinDoOrdersTable] Max items cap! ["+numrows+"/"+max_items+"] => Skipping fetch for: "+symbol);
  return rows;
  }
- if (do_unchanged_check && _isUnchangedAsset(assets, asset)) { // Skip data fetch if the asset balance hasn't changed from last run!
- Logger.log("[BinDoOrdersTable] Skipping unchanged asset: "+asset);
- return rows;
- }
 
  const symbol_data = _fetch(numrows, sheet, asset, ticker_against, opts);
  Logger.log("[BinDoOrdersTable] Fetched "+symbol_data.length+" records for: "+symbol);
@@ -174,11 +164,13 @@ function BinDoOrdersTable() {
  * Returns true if the given asset was changed its "net" property from last run
  * If it's unchanged and returns false, it will skip fetching orders for it!
  */
- function _isUnchangedAsset({last, current}, asset) {
- if (last[asset] === undefined && current[asset] === undefined) {
- return false; // The given asset wasn't found on any wallet => Take it as "changed"
+ function _isUnchangedAsset(type, asset) {
+ if (type === "futures") {
+ return false; // @TODO Improve this, since futures asset balances don't change the quote asset!
  }
- return (last[asset] ? last[asset].net : undefined) === (current[asset] ? current[asset].net : undefined);
+ const last = _getLastAssets(type, asset);
+ const current = BinWallet().getAssets(type, asset);
+ return (last ? last.net : undefined) === (current ? current.net : undefined);
  }
 
  function _fetch(numrows, sheet, asset, ticker, opts) {
@@ -187,21 +179,28 @@ function BinDoOrdersTable() {
  const data_cross = _fetchOrders("cross", numrows, sheet, asset, ticker, opts); // Get CROSS MARGIN orders
  numrows += data_cross.length;
  const data_isolated = _fetchOrders("isolated", numrows, sheet, asset, ticker, opts); // Get ISOLATED MARGIN orders
- return [...data_spot, ...data_cross, ...data_isolated];
+ numrows += data_isolated.length;
+ const data_futures = _fetchOrders("futures", numrows, sheet, asset, ticker, opts); // Get FUTURES orders
+ return [...data_spot, ...data_cross, ...data_isolated, ...data_futures];
  }
 
  function _fetchOrders(type, numrows, sheet, asset, ticker, opts) {
  if (!BinWallet().isEnabled(type)) {
  Logger.log("[BinDoOrdersTable]["+type.toUpperCase()+"] Skipping disabled wallet.");
  return [];
  }
+ if (opts["do_unchanged_check"] && _isUnchangedAsset(type, asset)) { // Skip data fetch if the asset balance hasn't changed from last run!
+ Logger.log("[BinDoOrdersTable]["+type.toUpperCase()+"] Skipping unchanged asset: "+asset);
+ return [];
+ }
+
  const symbol = _fullSymbol(asset, ticker);
  const [fkey, fval] = _parseFilterQS(sheet, symbol, type);
- const limit = max_items - numrows + (fkey === "fromId" ? 1 : 0); // Add 1 more result since it's going to be skipped
- const qs = "limit="+limit+"&symbol="+symbol+"&"+fkey+"="+fval;
+ const limit = Math.max(2, Math.min(max_items, max_items - numrows + (fkey === "fromId" ? 1 : 0))); // Add 1 more result since it's going to be skipped
+ const qs = "limit="+limit+"&symbol="+symbol+(fkey&&fval?"&"+fkey+"="+fval:"");
  let data = [];
 
- if (limit < 1) { // Skip data fetch if we hit max items cap!
+ if (numrows >= max_items) { // Skip data fetch if we hit max items cap!
  Logger.log("[BinDoOrdersTable]["+type.toUpperCase()+"] Max items cap! ["+numrows+"/"+max_items+"] => Skipping fetch for: "+symbol);
  return [];
  }
@@ -220,11 +219,13 @@ function BinDoOrdersTable() {
  Logger.log("[BinDoOrdersTable][ISOLATED] Skipping inexistent isolated pair for: "+symbol);
  return [];
  }
+ } else if (type === "futures") { // Get FUTURES orders
+ data = _fetchFuturesOrders(opts, qs);
  } else {
  throw new Error("Bad developer.. shame on you! =0");
  }
- if (data.length === limit) { // We got the max possible rows number on this run, we may have more to fetch, so..
- retry_assets[asset] = symbol; // ..mark this asset to be fetched again in the next poll run!
+ if (data.length !== limit) { // We got all possible rows so far on this run, we don't have more to fetch, so..
+ _markUpdateAsset(type, asset); // Mark the asset to update its balance for next run!
  }
  if (fkey === "fromId") { // Skip the first result if we used fromId to filter
  data.shift();
@@ -233,26 +234,33 @@ function BinDoOrdersTable() {
  return data;
  } catch (err) { // Discard request errors and keep running!
  console.error("[BinDoOrdersTable]["+type.toUpperCase()+"] Couldn't fetch orders for '"+symbol+"': "+err.message);
- retry_assets[asset] = symbol; // Mark this failed asset to be retried in the next poll run!
  return [];
  }
  }
 
  function _fetchSpotOrders(opts, qs) {
- // The default/generic implementation works fine for SPOT
  return _fetchOrdersForType("spot", opts, "api/v3/myTrades", qs);
  }
 
  function _fetchCrossOrders(opts, qs) {
- // The default/generic implementation works fine for CROSS
  return _fetchOrdersForType("cross", opts, "sapi/v1/margin/myTrades", qs);
  }
 
  function _fetchIsolatedOrders(opts, qs) {
- // The default/generic implementation works fine for ISOLATED
  return _fetchOrdersForType("isolated", opts, "sapi/v1/margin/myTrades", "isIsolated=true&"+qs);
  }
 
+ function _fetchFuturesOrders(opts, qs) {
+ const options = Object.assign({futures: true}, opts);
+ return _fetchOrdersForType("futures", options, "fapi/v1/userTrades", qs)
+ .map(function(order) {
+ return Object.assign({
+ isMaker: order.maker,
+ isBuyer: order.buyer,
+ }, order);
+ });
+ }
+
  function _fetchOrdersForType(type, opts, url, qs) {
  const orders = new BinRequest(opts).get(url, qs);
  return (orders||[]).map(function(order) {
@@ -326,6 +334,10 @@ function BinDoOrdersTable() {
  return ["fromId", row[0]]; // .. so use its #ID value!
  }
 
+ if (type === "futures") { // @TODO REVIEW: The 'startTime' filter is not working fine on futures API....!!
+ return [];
+ }
+
  // Fallback to the oldest possible datetime (Binance launch date)
  const start_time = new Date("2017-01-01T00:00:00.000Z").getTime();
  return ["startTime", Math.floor(start_time / 1000)];
@@ -450,21 +462,26 @@ function BinDoOrdersTable() {
  }
  }
 
- function _getLastAssets() {
- const assets = PropertiesService.getScriptProperties().getProperty(ASSETS_PROP_NAME);
- return assets ? JSON.parse(assets) : {};
+ function _getLastAssets(type, asset) {
+ const data = PropertiesService.getScriptProperties().getProperty(ASSETS_PROP_NAME+"_"+type.toUpperCase());
+ const assets = data ? JSON.parse(data) : {};
+ return asset ? assets[asset] : assets;
  }
 
- function _updateLastAssets(assets) {
- // UGLY but it works..! Remove assets that will be retried in the next poll run
- const updated_assets = Object.keys(retry_assets).reduce(function(acc, asset) {
- if (acc[asset]) {
- delete acc[asset];
- }
- return acc;
- }, assets);
+ function _markUpdateAsset(type, asset) {
+ update_assets[type] = update_assets[type] || {};
+ update_assets[type][asset] = BinWallet().getAssets(type, asset);
+ }
+
+ function _updateLastAssets() {
+ return Object.keys(update_assets).map(function(type) {
+ const assets = _getLastAssets(type) || {};
+ Object.keys(update_assets[type]).map(function(asset) {
+ assets[asset] = update_assets[type][asset];
+ });
 
- return PropertiesService.getScriptProperties().setProperty(ASSETS_PROP_NAME, JSON.stringify(updated_assets));
+ return PropertiesService.getScriptProperties().setProperty(ASSETS_PROP_NAME+"_"+type.toUpperCase(), JSON.stringify(assets));
+ });
  }
 
  /**