Parse UserData websocket events

[Denton-L]

Currently, WsFutureUserDataServe() and WsUserDataServe() both accept generic WsHandler types. However, the response events are known: https://binance-docs.github.io/apidocs/spot/en/#payload-account-update and https://binance-docs.github.io/apidocs/futures/en/#event-user-data-stream-expired

We should parse the data into big Go structs which contain every possible field. It will be up to the users to disambiguate based on the event type field.

[Denton-L]

This is the struct that I am planning on using for futures events:

package binance

import (
	"encoding/json"

	"github.com/adshao/go-binance/v2"
	"github.com/adshao/go-binance/v2/futures"
)

type FutureUserDataEventType string
type AccountUpdateEventType string

type ExecutionType string
type OrderStatusType string

const (
	FutureUserDataEventTypeListenKeyExpired FutureUserDataEventType = "listenKeyExpired"
	FutureUserDataEventTypeMarginCall       FutureUserDataEventType = "MARGIN_CALL"
	FutureUserDataEventTypeAccountUpdate    FutureUserDataEventType = "ACCOUNT_UPDATE"
	FutureUserDataEventTypeOrderTradeUpdate FutureUserDataEventType = "ORDER_TRADE_UPDATE"

	AccountUpdateEventTypeDeposit             AccountUpdateEventType = "DEPOSIT"
	AccountUpdateEventTypeWithdraw            AccountUpdateEventType = "WITHDRAW"
	AccountUpdateEventTypeOrder               AccountUpdateEventType = "ORDER"
	AccountUpdateEventTypeFundingFee          AccountUpdateEventType = "FUNDING_FEE"
	AccountUpdateEventTypeWithdrawReject      AccountUpdateEventType = "WITHDRAW_REJECT"
	AccountUpdateEventTypeAdjustment          AccountUpdateEventType = "ADJUSTMENT"
	AccountUpdateEventTypeInsuranceClear      AccountUpdateEventType = "INSURANCE_CLEAR"
	AccountUpdateEventTypeAdminDeposit        AccountUpdateEventType = "ADMIN_DEPOSIT"
	AccountUpdateEventTypeAdminWithdraw       AccountUpdateEventType = "ADMIN_WITHDRAW"
	AccountUpdateEventTypeMarginTransfer      AccountUpdateEventType = "MARGIN_TRANSFER"
	AccountUpdateEventTypeMarginTypeChange    AccountUpdateEventType = "MARGIN_TYPE_CHANGE"
	AccountUpdateEventTypeAssetTransfer       AccountUpdateEventType = "ASSET_TRANSFER"
	AccountUpdateEventTypeOptionsPremiumFee   AccountUpdateEventType = "OPTIONS_PREMIUM_FEE"
	AccountUpdateEventTypeOptionsSettleProfit AccountUpdateEventType = "OPTIONS_SETTLE_PROFIT"

	ExecutionTypeNew         ExecutionType = "NEW"
	ExecutionTypePartialFill ExecutionType = "PARTIAL_FILL"
	ExecutionTypeFill        ExecutionType = "FILL"
	ExecutionTypeCanceled    ExecutionType = "CANCELED"
	ExecutionTypeCalculated  ExecutionType = "CALCULATED"
	ExecutionTypeExpired     ExecutionType = "EXPIRED"
	ExecutionTypeTrade       ExecutionType = "TRADE"

	OrderStatusTypeNew             OrderStatusType = "NEW"
	OrderStatusTypePartiallyFilled OrderStatusType = "PARTIALLY_FILLED"
	OrderStatusTypeFilled          OrderStatusType = "FILLED"
	OrderStatusTypeCanceled        OrderStatusType = "CANCELED"
	OrderStatusTypeExpired         OrderStatusType = "EXPIRED"
	OrderStatusTypeNewInsurance    OrderStatusType = "NEW_INSURANCE"
	OrderStatusTypeNewAdl          OrderStatusType = "NEW_ADL"
)

type WsFutureUserData struct {
	EventType FutureUserDataEventType `json:"e"`
	Time      int64                   `json:"E"`

	CrossWalletBalance string `json:"cw"`
	Positions          []struct {
		Symbol                    string                   `json:"s"`
		Side                      futures.PositionSideType `json:"ps"`
		Amount                    string                   `json:"pa"`
		MarginType                futures.MarginType       `json:"mt"`
		IsolatedWallet            string                   `json:"iw"`
		MarkPrice                 string                   `json:"mp"`
		UnrealizedPnL             string                   `json:"up"`
		MaintenanceMarginRequired string                   `json:"mm"`
	} `json:"p"`

	TransactionTime int64 `json:"T"`

	AccountUpdate struct {
		Event    AccountUpdateEventType `json:"m"`
		Balances []struct {
			Asset              string `json:"a"`
			Balance            string `json:"wb"`
			CrossWalletBalance string `json:"cw"`
		} `json:"B"`
		Positions []struct {
			Symbol              string                   `json:"s"`
			PositionAmt         string                   `json:"pa"`
			EntryPrice          string                   `json:"ep"`
			AccumulatedRealized string                   `json:"cr"`
			UnRealizedProfit    string                   `json:"up"`
			MarginType          string                   `json:"mt"`
			IsolatedWallet      string                   `json:"iw"`
			PositionSide        futures.PositionSideType `json:""ps"`
		} `json:"P"`
	} `json:"a"`

	OrderTradeUpdate struct {
		Symbol               string                   `json:"s"`
		ClientOrderID        string                   `json:"c"`
		Side                 futures.SideType         `json:"S"`
		Type                 futures.OrderType        `json:"o"`
		TimeInForce          futures.TimeInForceType  `json:"f"`
		OrigQuantity         string                   `json:"q"`
		Price                string                   `json:"p"`
		AvgPrice             string                   `json:"ap"`
		StopPrice            string                   `json:"sp"`
		ExecutionType        ExecutionType            `json:"x"`
		Status               OrderStatusType          `json:"X"`
		OrderID              int64                    `json:"i"`
		LastFilledQty        string                   `json:"l"`
		AccumulatedFilledQty string                   `json:"z"`
		FilledPrice          string                   `json:"L"`
		CommissionAsset      string                   `json:"N"`
		Commission           string                   `json:"n"`
		TradeTime            int64                    `json:"T"`
		TradeId              int64                    `json:"t"`
		BidsNotional         string                   `json:"b"`
		AsksNotional         string                   `json:"a"`
		IsMaker              bool                     `json:"m"`
		ReduceOnly           bool                     `json:"R"`
		WorkingType          futures.WorkingType      `json:"wt"`
		OriginalType         futures.OrderType        `json:"ot"`
		PositionSide         futures.PositionSideType `json:"ps"`
		ClosePosition        bool                     `json:"cp"`
		ActivatePrice        string                   `json:"AP"`
		CallbackRate         string                   `json:"cr"`
		RealizedProfit       string                   `json:"rp"`
	} `json:"o"`
}

type WsFutureUserDataHandler func(event *WsFutureUserData)

func WsFutureUserDataServe(listenKey string, handler WsFutureUserDataHandler, errHandler futures.ErrHandler) (doneC, stopC chan struct{}, err error) {
	wsHandler := func(message []byte) {
		event := new(WsFutureUserData)
		err := json.Unmarshal(message, event)
		if err != nil {
			errHandler(err)
			return
		}
		handler(event)
	}

	return binance.WsFutureUserDataServe(listenKey, wsHandler, binance.ErrHandler(errHandler))
}

[dohki]

Why don't we merge this? Could you make a PR?

[dohki]

If you don't mind, I'll restructure them in an appropriate place and make a PR.

[Denton-L]

Yes, please do. I don't have the time to push this all the way to the finish line so I'd love it if someone took over.