Update unit tests and endpoint functions

exchanges/collateral/collateral.go

@@ -34,6 +34,8 @@ func (t Mode) String() string {
 		return multiCollateralStr
 	case PortfolioMode:
 		return portfolioCollateralStr
+	case SpotFuturesMode:
+		return spotFuturesCollateralStr
 	case UnknownMode:
 		return unknownCollateralStr
 	}

exchanges/collateral/collateral_test.go

@@ -18,6 +18,9 @@ func TestValidCollateralType(t *testing.T) {
 	if !PortfolioMode.Valid() {
 		t.Fatal("expected 'true', received 'false'")
 	}
+	if !SpotFuturesMode.Valid() {
+		t.Fatal("expected 'true', received 'false'")
+	}
 	if UnsetMode.Valid() {
 		t.Fatal("expected 'false', received 'true'")
 	}

exchanges/collateral/collateral_types.go

@@ -24,20 +24,23 @@ const (
 	PortfolioMode
 	// UnknownMode has collateral allocated in an unknown manner at present, but is not unset
 	UnknownMode
+	// SpotFuturesMode has collateral allocated accross spot and futures accounts
+	SpotFuturesMode
 )
 
 const (
-	unsetCollateralStr     = "unset"
-	singleCollateralStr    = "single"
-	multiCollateralStr     = "multi"
-	portfolioCollateralStr = "portfolio"
-	unknownCollateralStr   = "unknown"
+	unsetCollateralStr       = "unset"
+	singleCollateralStr      = "single"
+	multiCollateralStr       = "multi"
+	portfolioCollateralStr   = "portfolio"
+	spotFuturesCollateralStr = "spot_futures"
+	unknownCollateralStr     = "unknown"
 )
 
 // ErrInvalidCollateralMode is returned when converting invalid string to collateral mode
 var ErrInvalidCollateralMode = errors.New("invalid collateral mode")
 
-var supportedCollateralModes = SingleMode | MultiMode | PortfolioMode
+var supportedCollateralModes = SingleMode | MultiMode | PortfolioMode | SpotFuturesMode
 
 // ByPosition shows how much collateral is used
 // from positions

exchanges/okx/okx.go

@@ -85,6 +85,9 @@ func (ok *Okx) OrderTypeString(orderType order.Type) (string, error) {
 
 // PlaceOrder place an order only if you have sufficient funds.
 func (ok *Okx) PlaceOrder(ctx context.Context, arg *PlaceOrderRequestParam) (*OrderData, error) {
+	if arg == nil || *arg == (PlaceOrderRequestParam{}) {
+		return nil, common.ErrNilPointer
+	}
 	err := ok.validatePlaceOrderParams(arg)
 	if err != nil {
 		return nil, err
@@ -1738,6 +1741,12 @@ func (ok *Okx) SetLeverageRate(ctx context.Context, arg SetLeverageInput) (*SetL
 	if arg.InstrumentID == "" && arg.Currency.IsEmpty() {
 		return nil, errEitherInstIDOrCcyIsRequired
 	}
+	switch arg.AssetType {
+	case asset.Futures, asset.PerpetualSwap:
+		if arg.PositionSide == "" && arg.MarginMode == "isolated" {
+			return nil, fmt.Errorf("%w, position side is required", order.ErrSideIsInvalid)
+		}
+	}
 	arg.PositionSide = strings.ToLower(arg.PositionSide)
 	var resp *SetLeverageResponse
 	return resp, ok.SendHTTPRequest(ctx, exchange.RestSpot, setLeverageEPL, http.MethodPost, "account/set-leverage", &arg, &resp, request.AuthenticatedRequest)
@@ -2205,14 +2214,6 @@ func (ok *Okx) GetBorrowInterestAndLimit(ctx context.Context, loanType int64, cc
 	return resp, ok.SendHTTPRequest(ctx, exchange.RestSpot, getBorrowInterestAndLimitEPL, http.MethodGet, common.EncodeURLValues("account/interest-limits", params), nil, &resp, request.AuthenticatedRequest)
 }
 
-// PositionBuilder calculates portfolio margin information for simulated position or current position of the user. You can add up to 200 simulated positions in one request.
-// Instrument type SWAP  FUTURES, and OPTION are supported
-func (ok *Okx) PositionBuilder(ctx context.Context, arg PositionBuilderInput) ([]PositionBuilderResponse, error) {
-	arg.InstrumentType = strings.ToUpper(arg.InstrumentType)
-	var resp []PositionBuilderResponse
-	return resp, ok.SendHTTPRequest(ctx, exchange.RestSpot, positionBuilderEPL, http.MethodPost, "account/simulated_margin", &arg, &resp, request.AuthenticatedRequest)
-}
-
 // GetGreeks retrieves a greeks list of all assets in the account.
 func (ok *Okx) GetGreeks(ctx context.Context, ccy currency.Code) ([]GreeksItem, error) {
 	params := url.Values{}
@@ -3235,7 +3236,7 @@ func (ok *Okx) PlaceLeadingStopOrder(ctx context.Context, arg *TPSLOrderParam) (
 		return nil, errSubPositionIDRequired
 	}
 	var resp *PositionIDInfo
-	return resp, ok.SendHTTPRequest(ctx, exchange.RestSpot, placeLeadingStopOrderEPL, http.MethodGet, "copytrading/algo-order", arg, &resp, request.AuthenticatedRequest)
+	return resp, ok.SendHTTPRequest(ctx, exchange.RestSpot, placeLeadingStopOrderEPL, http.MethodPost, "copytrading/algo-order", arg, &resp, request.AuthenticatedRequest)
 }
 
 // CloseLeadingPosition close a leading position once a time.