Add Binance Futures margin type

Author: bartolootrit

nautilus_trader/adapters/binance/config.py

@@ -17,6 +17,7 @@
 from nautilus_trader.adapters.binance.common.enums import BinanceAccountType
 from nautilus_trader.adapters.binance.common.enums import BinanceKeyType
 from nautilus_trader.adapters.binance.common.symbol import BinanceSymbol
+from nautilus_trader.adapters.binance.futures.enums import BinanceFuturesMarginType
 from nautilus_trader.config import LiveDataClientConfig
 from nautilus_trader.config import LiveExecClientConfig
 from nautilus_trader.config import PositiveInt
@@ -127,6 +128,8 @@ class BinanceExecClientConfig(LiveExecClientConfig, frozen=True):
         The maximum delay (milliseconds) between retries.
     futures_leverages : dict[BinanceSymbol, PositiveInt], optional
         The initial leverage to be used for each symbol. It's applicable to futures only.
+    futures_margin_types : dict[BinanceSymbol, BinanceFuturesMarginType], optional
+        Margin type (isolated or cross) to be used for each symbol. It's applicable to futures only.
 
     Warnings
     --------
@@ -153,3 +156,4 @@ class BinanceExecClientConfig(LiveExecClientConfig, frozen=True):
     retry_delay_initial_ms: PositiveInt | None = None
     retry_delay_max_ms: PositiveInt | None = None
     futures_leverages: dict[BinanceSymbol, PositiveInt] | None = None
+    futures_margin_types: dict[BinanceSymbol, BinanceFuturesMarginType] | None = None

nautilus_trader/adapters/binance/futures/enums.py

@@ -82,8 +82,8 @@ class BinanceFuturesMarginType(Enum):
     Represents a Binance Futures margin type.
     """
 
-    ISOLATED = "isolated"
-    CROSS = "cross"
+    ISOLATED = "ISOLATED"
+    CROSS = "CROSSED"
 
 
 @unique

nautilus_trader/adapters/binance/futures/execution.py

@@ -145,6 +145,7 @@ def __init__(
             self._log.info("TRADE_LITE events will be used", LogColor.BLUE)
 
         self._leverages = config.futures_leverages
+        self._margin_types = config.futures_margin_types
 
         # WebSocket futures schema decoders
         self._decoder_futures_user_msg_wrapper = msgspec.json.Decoder(BinanceFuturesUserMsgWrapper)
@@ -178,14 +179,27 @@ async def _update_account_state(self) -> None:
 
         if self._leverages:
             async with TaskGroup() as tg:
-                tasks = [
+                leverage_tasks = [
                     tg.create_task(self._futures_http_account.set_leverage(symbol, leverage))
                     for symbol, leverage in self._leverages.items()
                 ]
-            for task in tasks:
+            for task in leverage_tasks:
                 res: BinanceFuturesLeverage = task.result()
                 self._log.info(f"Set default leverage {res.symbol} {res.leverage}X")
 
+        if self._margin_types:
+            async with TaskGroup() as tg:
+                margin_tasks = [
+                    (
+                        tg.create_task(self._futures_http_account.set_margin_type(symbol, type_)),
+                        symbol,
+                        type_,
+                    )
+                    for symbol, type_ in self._margin_types.items()
+                ]
+            for _, symbol, type_ in margin_tasks:
+                self._log.info(f"Set {symbol} margin type to {type_.value}")
+
         account: MarginAccount = self.get_account()
         position_risks = await self._futures_http_account.query_futures_position_risk()
         for position in position_risks:

nautilus_trader/adapters/binance/futures/http/account.py

@@ -22,13 +22,16 @@
 from nautilus_trader.adapters.binance.common.schemas.account import BinanceOrder
 from nautilus_trader.adapters.binance.common.schemas.account import BinanceStatusCode
 from nautilus_trader.adapters.binance.common.symbol import BinanceSymbol
+from nautilus_trader.adapters.binance.futures.enums import BinanceFuturesMarginType
 from nautilus_trader.adapters.binance.futures.schemas.account import BinanceFuturesAccountInfo
 from nautilus_trader.adapters.binance.futures.schemas.account import BinanceFuturesDualSidePosition
 from nautilus_trader.adapters.binance.futures.schemas.account import BinanceFuturesLeverage
+from nautilus_trader.adapters.binance.futures.schemas.account import BinanceFuturesMarginTypeResponse
 from nautilus_trader.adapters.binance.futures.schemas.account import BinanceFuturesPositionRisk
 from nautilus_trader.adapters.binance.http.account import BinanceAccountHttpAPI
 from nautilus_trader.adapters.binance.http.client import BinanceHttpClient
 from nautilus_trader.adapters.binance.http.endpoint import BinanceHttpEndpoint
+from nautilus_trader.adapters.binance.http.error import BinanceClientError
 from nautilus_trader.common.component import LiveClock
 from nautilus_trader.common.config import PositiveInt
 from nautilus_trader.core.nautilus_pyo3 import HttpMethod
@@ -393,6 +396,64 @@ async def post(
         return self._resp_decoder.decode(raw)
 
 
+class BinanceFuturesMarginTypeHttp(BinanceHttpEndpoint):
+    """
+    Margin type
+
+    `POST /fapi/v1/marginType`
+
+    References
+    ----------
+    https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Change-Margin-Type
+
+    """
+
+    def __init__(
+        self,
+        client: BinanceHttpClient,
+        base_endpoint: str,
+    ):
+        methods = {
+            HttpMethod.POST: BinanceSecurityType.TRADE,
+        }
+        url_path = base_endpoint + 'marginType'
+        super().__init__(client, methods, url_path)
+        self._resp_decoder = msgspec.json.Decoder(BinanceFuturesMarginTypeResponse)
+
+    class PostParameters(msgspec.Struct, omit_defaults=True, frozen=True):
+        """
+        Margin type POST endpoint parameters.
+
+        Parameters
+        ----------
+        symbol : BinanceSymbol
+        marginType : str
+            ISOLATED or CROSSED
+        timestamp : str
+            The millisecond timestamp of the request.
+        recvWindow : str, optional
+            The response receive window in milliseconds for the request.
+
+        """
+
+        symbol: BinanceSymbol
+        marginType: str
+        timestamp: str
+        recvWindow: str | None = None
+
+    async def post(
+        self,
+        params: PostParameters,
+    ) -> BinanceFuturesMarginTypeResponse:
+        try:
+            raw = await self._method(HttpMethod.POST, params)
+        except BinanceClientError as e:
+            if e.message['msg'] == 'No need to change margin type.':
+                return BinanceFuturesMarginTypeResponse(code=200, msg='success')
+            raise
+        return self._resp_decoder.decode(raw)
+
+
 class BinanceFuturesAccountHttpAPI(BinanceAccountHttpAPI):
     """
     Provides access to the Binance Futures Account/Trade HTTP REST API.
@@ -444,6 +505,10 @@ def __init__(
             v2_endpoint_base,
         )
         self._endpoint_futures_leverage = BinanceFuturesLeverageHttp(client, self.base_endpoint)
+        self._endpoint_futures_margin_type = BinanceFuturesMarginTypeHttp(
+            client,
+            self.base_endpoint,
+        )
 
     async def query_futures_hedge_mode(
         self,
@@ -477,6 +542,29 @@ async def set_leverage(
             ),
         )
 
+    async def set_margin_type(
+        self,
+        symbol: BinanceSymbol,
+        margin_type: BinanceFuturesMarginType,
+        recv_window: str | None = None,
+    ) -> BinanceFuturesMarginTypeResponse:
+        """
+        Change symbol level margin type
+
+        :param symbol : BinanceSymbol
+        :param margin_type : BinanceFuturesMarginType
+        :param recv_window : str, optional
+        :return: BinanceFuturesMarginTypeResponse
+        """
+        return await self._endpoint_futures_margin_type.post(
+            self._endpoint_futures_margin_type.PostParameters(
+                symbol=symbol,
+                marginType=margin_type.value,
+                timestamp=self._timestamp(),
+                recvWindow=recv_window,
+            )
+        )
+
     async def set_futures_hedge_mode(
         self,
         dual_side_position: bool,
@@ -565,3 +653,5 @@ async def query_futures_position_risk(
                 recvWindow=recv_window,
             ),
         )
+
+

nautilus_trader/adapters/binance/futures/schemas/account.py

@@ -185,3 +185,13 @@ class BinanceFuturesLeverage(msgspec.Struct, frozen=True):
     leverage: int
     maxNotionalValue: str
     symbol: str
+
+
+class BinanceFuturesMarginTypeResponse(msgspec.Struct, frozen=True):
+    """
+    HTTP response from Binance Futures `POST /fapi/v1/marginType`.
+    """
+
+    code: int
+    msg: str
+