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binance: adjust outbound start and end time payload strings and update unix to milliseconds (#1039)

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* binance: adjust outbound start and end time to millisecond

* binance: set correct strings

* binance: convert to unixmilli and fix tests

* nits: fix execution limits, remove deprecated functions, fix tests requiring live tests to stay within a 30day time period.

* binance: rm params unused

* binance: comment fix

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
This commit is contained in:
Ryan O'Hara-Reid
2022-09-20 16:40:31 +10:00
committed by GitHub
parent 709023f54c
commit 0b6916cd45
6 changed files with 152 additions and 13576 deletions
Download Patch File Download Diff File Expand all files Collapse all files

19
exchanges/binance/binance.go
View File

@@ -99,13 +99,6 @@ func (b *Binance) GetCrossMarginInterestHistory(ctx context.Context) (CrossMargi
return resp, nil
}
// GetMarginMarkets returns exchange information. Check binance_types for more information
func (b *Binance) GetMarginMarkets(ctx context.Context) (PerpsExchangeInfo, error) {
var resp PerpsExchangeInfo
return resp, b.SendHTTPRequest(ctx,
exchange.RestSpot, perpExchangeInfo, spotDefaultRate, &resp)
}
// GetExchangeInfo returns exchange information. Check binance_types for more
// information
func (b *Binance) GetExchangeInfo(ctx context.Context) (ExchangeInfo, error) {
@@ -813,7 +806,7 @@ func (b *Binance) SendAuthHTTPRequest(ctx context.Context, ePath exchange.URL, m
interim := json.RawMessage{}
err = b.SendPayload(ctx, f, func() (*request.Item, error) {
fullPath := endpointPath + path
params.Set("timestamp", strconv.FormatInt(time.Now().Unix()*1000, 10))
params.Set("timestamp", strconv.FormatInt(time.Now().UnixMilli(), 10))
signature := params.Encode()
var hmacSigned []byte
hmacSigned, err = crypto.GetHMAC(crypto.HashSHA256,
@@ -1008,11 +1001,11 @@ func (b *Binance) DepositHistory(ctx context.Context, c currency.Code, status st
}
if !startTime.IsZero() {
params.Set("startTime", strconv.FormatInt(startTime.UTC().Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UTC().UnixMilli(), 10))
}
if !endTime.IsZero() {
params.Set("endTime", strconv.FormatInt(endTime.UTC().Unix(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UTC().UnixMilli(), 10))
}
if offset != 0 {
@@ -1060,11 +1053,11 @@ func (b *Binance) WithdrawHistory(ctx context.Context, c currency.Code, status s
}
if !startTime.IsZero() {
params.Set("startTime", strconv.FormatInt(startTime.UTC().Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UTC().UnixMilli(), 10))
}
if !endTime.IsZero() {
params.Set("endTime", strconv.FormatInt(endTime.UTC().Unix(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UTC().UnixMilli(), 10))
}
if offset != 0 {
@@ -1196,7 +1189,7 @@ func (b *Binance) FetchSpotExchangeLimits(ctx context.Context) ([]order.MinMaxLe
assets = append(assets, asset.Spot)
case "MARGIN":
assets = append(assets, asset.Margin)
case "LEVERAGED", "TRD_GRP_003": // unused permissions
case "LEVERAGED", "TRD_GRP_003", "TRD_GRP_004", "TRD_GRP_005": // unused permissions
default:
return nil, fmt.Errorf("unhandled asset type for exchange limits loading %s",
spot.Symbols[x].Permissions[y])

98
exchanges/binance/binance_cfutures.go
View File

@@ -36,7 +36,6 @@ const (
cfuturesTickerPriceStats = "/dapi/v1/ticker/24hr?"
cfuturesSymbolPriceTicker = "/dapi/v1/ticker/price?"
cfuturesSymbolOrderbook = "/dapi/v1/ticker/bookTicker?"
cfuturesLiquidationOrders = "/dapi/v1/allForceOrders?"
cfuturesOpenInterest = "/dapi/v1/openInterest?"
cfuturesOpenInterestStats = "/futures/data/openInterestHist?"
cfuturesTopAccountsRatio = "/futures/data/topLongShortAccountRatio?"
@@ -218,8 +217,8 @@ func (b *Binance) GetFuturesAggregatedTradesList(ctx context.Context, symbol cur
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestCoinMargined, cfuturesCompressedTrades+params.Encode(), cFuturesHistoricalTradesRate, &resp)
}
@@ -258,8 +257,8 @@ func (b *Binance) GetFuturesKlineData(ctx context.Context, symbol currency.Pair,
if startTime.After(endTime) {
return nil, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
var data [][10]interface{}
@@ -377,8 +376,8 @@ func (b *Binance) GetContinuousKlineData(ctx context.Context, pair, contractType
if startTime.After(endTime) {
return nil, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
rateBudget := getKlineRateBudget(limit)
@@ -492,8 +491,8 @@ func (b *Binance) GetIndexPriceKlines(ctx context.Context, pair, interval string
if startTime.After(endTime) {
return nil, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
rateBudget := getKlineRateBudget(limit)
@@ -611,8 +610,8 @@ func (b *Binance) GetMarkPriceKline(ctx context.Context, symbol currency.Pair, i
if startTime.After(endTime) {
return nil, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
var data [][10]interface{}
@@ -763,8 +762,8 @@ func (b *Binance) FuturesGetFundingHistory(ctx context.Context, symbol currency.
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestCoinMargined, cfuturesFundingRateHistory+params.Encode(), cFuturesDefaultRate, &resp)
}
@@ -807,35 +806,6 @@ func (b *Binance) GetFuturesOrderbookTicker(ctx context.Context, symbol currency
return resp, b.SendHTTPRequest(ctx, exchange.RestCoinMargined, cfuturesSymbolOrderbook+params.Encode(), rateLimit, &resp)
}
// GetFuturesLiquidationOrders gets forced liquidation orders
func (b *Binance) GetFuturesLiquidationOrders(ctx context.Context, symbol currency.Pair, pair string, limit int64, startTime, endTime time.Time) ([]AllLiquidationOrders, error) {
var resp []AllLiquidationOrders
params := url.Values{}
rateLimit := cFuturesAllForceOrdersRate
if !symbol.IsEmpty() {
rateLimit = cFuturesCurrencyForceOrdersRate
symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
}
if pair != "" {
params.Set("pair", pair)
}
if limit > 0 && limit <= 1000 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
if !startTime.IsZero() && !endTime.IsZero() {
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestCoinMargined, cfuturesLiquidationOrders+params.Encode(), rateLimit, &resp)
}
// GetOpenInterest gets open interest data for a symbol
func (b *Binance) GetOpenInterest(ctx context.Context, symbol currency.Pair) (OpenInterestData, error) {
var resp OpenInterestData
@@ -870,8 +840,8 @@ func (b *Binance) GetOpenInterestStats(ctx context.Context, pair, contractType,
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestCoinMargined, cfuturesOpenInterestStats+params.Encode(), cFuturesDefaultRate, &resp)
}
@@ -892,8 +862,8 @@ func (b *Binance) GetTraderFuturesAccountRatio(ctx context.Context, pair, period
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestCoinMargined, cfuturesTopAccountsRatio+params.Encode(), cFuturesDefaultRate, &resp)
}
@@ -914,8 +884,8 @@ func (b *Binance) GetTraderFuturesPositionsRatio(ctx context.Context, pair, peri
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestCoinMargined, cfuturesTopPositionsRatio+params.Encode(), cFuturesDefaultRate, &resp)
}
@@ -936,8 +906,8 @@ func (b *Binance) GetMarketRatio(ctx context.Context, pair, period string, limit
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestCoinMargined, cfuturesLongShortRatio+params.Encode(), cFuturesDefaultRate, &resp)
}
@@ -962,8 +932,8 @@ func (b *Binance) GetFuturesTakerVolume(ctx context.Context, pair, contractType,
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestCoinMargined, cfuturesBuySellVolume+params.Encode(), cFuturesDefaultRate, &resp)
}
@@ -988,8 +958,8 @@ func (b *Binance) GetFuturesBasisData(ctx context.Context, pair, contractType, p
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestCoinMargined, cfuturesBasis+params.Encode(), cFuturesDefaultRate, &resp)
}
@@ -1253,8 +1223,8 @@ func (b *Binance) GetAllFuturesOrders(ctx context.Context, symbol currency.Pair,
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendAuthHTTPRequest(ctx, exchange.RestCoinMargined, http.MethodGet, cfuturesAllOrders, params, rateLimit, &resp)
}
@@ -1343,8 +1313,8 @@ func (b *Binance) FuturesMarginChangeHistory(ctx context.Context, symbol currenc
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
if limit != 0 {
params.Set("limit", strconv.FormatInt(limit, 10))
@@ -1385,8 +1355,8 @@ func (b *Binance) FuturesTradeHistory(ctx context.Context, symbol currency.Pair,
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
if limit != 0 {
params.Set("limit", strconv.FormatInt(limit, 10))
@@ -1418,8 +1388,8 @@ func (b *Binance) FuturesIncomeHistory(ctx context.Context, symbol currency.Pair
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
if limit != 0 {
params.Set("limit", strconv.FormatInt(limit, 10))
@@ -1458,8 +1428,8 @@ func (b *Binance) FuturesForceOrders(ctx context.Context, symbol currency.Pair,
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendAuthHTTPRequest(ctx, exchange.RestCoinMargined, http.MethodGet, cfuturesUsersForceOrders, params, cFuturesDefaultRate, &resp)
}

1
exchanges/binance/binance_live_test.go
View File

@@ -11,6 +11,7 @@ import (
"testing"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
)

112
exchanges/binance/binance_test.go
View File

@@ -48,6 +48,19 @@ func setFeeBuilder() *exchange.FeeBuilder {
}
}
// getTime returns a static time for mocking endpoints, if mock is not enabled
// this will default to time now with a window size of 30 days.
// Mock details are unix seconds; start = 1577836800 and end = 1580515200
func getTime() (start, end time.Time) {
if mockTests {
return time.Unix(1577836800, 0), time.Unix(1580515200, 0)
}
tn := time.Now()
offset := time.Hour * 24 * 30
return tn.Add(-offset), tn
}
func TestStart(t *testing.T) {
t.Parallel()
err := b.Start(nil)
@@ -241,7 +254,8 @@ func TestUCompressedTrades(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.UCompressedTrades(context.Background(), currency.NewPair(currency.LTC, currency.USDT), "", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.UCompressedTrades(context.Background(), currency.NewPair(currency.LTC, currency.USDT), "", 0, start, end)
if err != nil {
t.Error(err)
}
@@ -253,7 +267,8 @@ func TestUKlineData(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.UKlineData(context.Background(), currency.NewPair(currency.LTC, currency.USDT), "5m", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.UKlineData(context.Background(), currency.NewPair(currency.LTC, currency.USDT), "5m", 0, start, end)
if err != nil {
t.Error(err)
}
@@ -277,7 +292,8 @@ func TestUGetFundingHistory(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.UGetFundingHistory(context.Background(), currency.NewPair(currency.LTC, currency.USDT), 1, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.UGetFundingHistory(context.Background(), currency.NewPair(currency.LTC, currency.USDT), 1, start, end)
if err != nil {
t.Error(err)
}
@@ -319,18 +335,6 @@ func TestUSymbolOrderbookTicker(t *testing.T) {
}
}
func TestULiquidationOrders(t *testing.T) {
t.Parallel()
_, err := b.ULiquidationOrders(context.Background(), currency.NewPair(currency.BTC, currency.USDT), 0, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.ULiquidationOrders(context.Background(), currency.NewPair(currency.LTC, currency.USDT), 5, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestUOpenInterest(t *testing.T) {
t.Parallel()
_, err := b.UOpenInterest(context.Background(), currency.NewPair(currency.BTC, currency.USDT))
@@ -345,7 +349,8 @@ func TestUOpenInterestStats(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.UOpenInterestStats(context.Background(), currency.NewPair(currency.LTC, currency.USDT), "1d", 10, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.UOpenInterestStats(context.Background(), currency.NewPair(currency.LTC, currency.USDT), "1d", 10, start, end)
if err != nil {
t.Error(err)
}
@@ -357,7 +362,8 @@ func TestUTopAcccountsLongShortRatio(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.UTopAcccountsLongShortRatio(context.Background(), currency.NewPair(currency.BTC, currency.USDT), "5m", 2, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.UTopAcccountsLongShortRatio(context.Background(), currency.NewPair(currency.BTC, currency.USDT), "5m", 2, start, end)
if err != nil {
t.Error(err)
}
@@ -369,7 +375,8 @@ func TestUTopPostionsLongShortRatio(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.UTopPostionsLongShortRatio(context.Background(), currency.NewPair(currency.BTC, currency.USDT), "1d", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.UTopPostionsLongShortRatio(context.Background(), currency.NewPair(currency.BTC, currency.USDT), "1d", 0, start, end)
if err != nil {
t.Error(err)
}
@@ -381,7 +388,8 @@ func TestUGlobalLongShortRatio(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.UGlobalLongShortRatio(context.Background(), currency.NewPair(currency.BTC, currency.USDT), "4h", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.UGlobalLongShortRatio(context.Background(), currency.NewPair(currency.BTC, currency.USDT), "4h", 0, start, end)
if err != nil {
t.Error(err)
}
@@ -389,7 +397,8 @@ func TestUGlobalLongShortRatio(t *testing.T) {
func TestUTakerBuySellVol(t *testing.T) {
t.Parallel()
_, err := b.UTakerBuySellVol(context.Background(), currency.NewPair(currency.BTC, currency.USDT), "5m", 10, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err := b.UTakerBuySellVol(context.Background(), currency.NewPair(currency.BTC, currency.USDT), "5m", 10, start, end)
if err != nil {
t.Error(err)
}
@@ -698,7 +707,8 @@ func TestGetFundingRates(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.FundingRates(context.Background(), currency.NewPair(currency.BTC, currency.USDT), "2", time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.FundingRates(context.Background(), currency.NewPair(currency.BTC, currency.USDT), "2", start, end)
if err != nil {
t.Error(err)
}
@@ -759,7 +769,8 @@ func TestGetFuturesKlineData(t *testing.T) {
t.Error(err)
}
_, err = b.GetFuturesKlineData(context.Background(), currency.NewPairWithDelimiter("LTCUSD", "PERP", "_"), "5m", 5, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.GetFuturesKlineData(context.Background(), currency.NewPairWithDelimiter("LTCUSD", "PERP", "_"), "5m", 5, start, end)
if err != nil {
t.Error(err)
}
@@ -771,7 +782,8 @@ func TestGetContinuousKlineData(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.GetContinuousKlineData(context.Background(), "BTCUSD", "CURRENT_QUARTER", "1M", 5, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.GetContinuousKlineData(context.Background(), "BTCUSD", "CURRENT_QUARTER", "1M", 5, start, end)
if err != nil {
t.Error(err)
}
@@ -783,7 +795,8 @@ func TestGetIndexPriceKlines(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.GetIndexPriceKlines(context.Background(), "BTCUSD", "1M", 5, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.GetIndexPriceKlines(context.Background(), "BTCUSD", "1M", 5, start, end)
if err != nil {
t.Error(err)
}
@@ -814,7 +827,8 @@ func TestFuturesGetFundingHistory(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.FuturesGetFundingHistory(context.Background(), currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), 50, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.FuturesGetFundingHistory(context.Background(), currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), 50, start, end)
if err != nil {
t.Error(err)
}
@@ -855,18 +869,6 @@ func TestGetFuturesOrderbookTicker(t *testing.T) {
}
}
func TestGetFuturesLiquidationOrders(t *testing.T) {
t.Parallel()
_, err := b.GetFuturesLiquidationOrders(context.Background(), currency.EMPTYPAIR, "", 0, time.Time{}, time.Time{})
if err != nil {
t.Error(err)
}
_, err = b.GetFuturesLiquidationOrders(context.Background(), currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"), "", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
if err != nil {
t.Error(err)
}
}
func TestGetOpenInterest(t *testing.T) {
t.Parallel()
_, err := b.GetOpenInterest(context.Background(), currency.NewPairWithDelimiter("BTCUSD", "PERP", "_"))
@@ -881,7 +883,8 @@ func TestGetOpenInterestStats(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.GetOpenInterestStats(context.Background(), "BTCUSD", "CURRENT_QUARTER", "5m", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.GetOpenInterestStats(context.Background(), "BTCUSD", "CURRENT_QUARTER", "5m", 0, start, end)
if err != nil {
t.Error(err)
}
@@ -893,7 +896,8 @@ func TestGetTraderFuturesAccountRatio(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.GetTraderFuturesAccountRatio(context.Background(), "BTCUSD", "5m", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.GetTraderFuturesAccountRatio(context.Background(), "BTCUSD", "5m", 0, start, end)
if err != nil {
t.Error(err)
}
@@ -905,7 +909,8 @@ func TestGetTraderFuturesPositionsRatio(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.GetTraderFuturesPositionsRatio(context.Background(), "BTCUSD", "5m", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.GetTraderFuturesPositionsRatio(context.Background(), "BTCUSD", "5m", 0, start, end)
if err != nil {
t.Error(err)
}
@@ -917,7 +922,8 @@ func TestGetMarketRatio(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.GetMarketRatio(context.Background(), "BTCUSD", "5m", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.GetMarketRatio(context.Background(), "BTCUSD", "5m", 0, start, end)
if err != nil {
t.Error(err)
}
@@ -929,7 +935,8 @@ func TestGetFuturesTakerVolume(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.GetFuturesTakerVolume(context.Background(), "BTCUSD", "ALL", "5m", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.GetFuturesTakerVolume(context.Background(), "BTCUSD", "ALL", "5m", 0, start, end)
if err != nil {
t.Error(err)
}
@@ -941,7 +948,8 @@ func TestFuturesBasisData(t *testing.T) {
if err != nil {
t.Error(err)
}
_, err = b.GetFuturesBasisData(context.Background(), "BTCUSD", "CURRENT_QUARTER", "5m", 0, time.Unix(1577836800, 0), time.Unix(1580515200, 0))
start, end := getTime()
_, err = b.GetFuturesBasisData(context.Background(), "BTCUSD", "CURRENT_QUARTER", "5m", 0, start, end)
if err != nil {
t.Error(err)
}
@@ -1210,14 +1218,6 @@ func TestGetMarkPriceKline(t *testing.T) {
}
}
func TestGetMarginExchangeInfo(t *testing.T) {
t.Parallel()
_, err := b.GetMarginMarkets(context.Background())
if err != nil {
t.Error(err)
}
}
func TestGetExchangeInfo(t *testing.T) {
t.Parallel()
info, err := b.GetExchangeInfo(context.Background())
@@ -1278,9 +1278,10 @@ func TestGetMostRecentTrades(t *testing.T) {
func TestGetHistoricalTrades(t *testing.T) {
t.Parallel()
_, err := b.GetHistoricalTrades(context.Background(), "BTCUSDT", 5, -1)
if err != nil {
if !mockTests && err == nil {
t.Errorf("Binance GetHistoricalTrades() error: %v", "expected error")
} else if mockTests && err != nil {
t.Errorf("Binance GetHistoricalTrades() error: %v", err)
}
}
@@ -1299,13 +1300,14 @@ func TestGetAggregatedTrades(t *testing.T) {
func TestGetSpotKline(t *testing.T) {
t.Parallel()
start, end := getTime()
_, err := b.GetSpotKline(context.Background(),
&KlinesRequestParams{
Symbol: currency.NewPair(currency.BTC, currency.USDT),
Interval: kline.FiveMin.Short(),
Limit: 24,
StartTime: time.Unix(1577836800, 0),
EndTime: time.Unix(1580515200, 0),
StartTime: start,
EndTime: end,
})
if err != nil {
t.Error("Binance GetSpotKline() error", err)

79
exchanges/binance/binance_ufutures.go
View File

@@ -33,7 +33,6 @@ const (
ufuturesTickerPriceStats = "/fapi/v1/ticker/24hr?"
ufuturesSymbolPriceTicker = "/fapi/v1/ticker/price?"
ufuturesSymbolOrderbook = "/fapi/v1/ticker/bookTicker?"
ufuturesLiquidationOrders = "/fapi/v1/allForceOrders?"
ufuturesOpenInterest = "/fapi/v1/openInterest?"
ufuturesOpenInterestStats = "/futures/data/openInterestHist?"
ufuturesTopAccountsRatio = "/futures/data/topLongShortAccountRatio?"
@@ -212,8 +211,8 @@ func (b *Binance) UCompressedTrades(ctx context.Context, symbol currency.Pair, f
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestUSDTMargined, ufuturesCompressedTrades+params.Encode(), uFuturesHistoricalTradesRate, &resp)
}
@@ -396,8 +395,8 @@ func (b *Binance) UGetFundingHistory(ctx context.Context, symbol currency.Pair,
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestUSDTMargined, ufuturesFundingRateHistory+params.Encode(), uFuturesDefaultRate, &resp)
}
@@ -465,32 +464,6 @@ func (b *Binance) USymbolOrderbookTicker(ctx context.Context, symbol currency.Pa
return resp, err
}
// ULiquidationOrders gets public liquidation orders
func (b *Binance) ULiquidationOrders(ctx context.Context, symbol currency.Pair, limit int64, startTime, endTime time.Time) ([]ULiquidationOrdersData, error) {
var resp []ULiquidationOrdersData
params := url.Values{}
rateLimit := uFuturesAllForceOrdersRate
if !symbol.IsEmpty() {
rateLimit = uFuturesCurrencyForceOrdersRate
symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
if err != nil {
return resp, err
}
params.Set("symbol", symbolValue)
}
if limit > 0 && limit < 1000 {
params.Set("limit", strconv.FormatInt(limit, 10))
}
if !startTime.IsZero() && !endTime.IsZero() {
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestUSDTMargined, ufuturesLiquidationOrders+params.Encode(), rateLimit, &resp)
}
// UOpenInterest gets open interest data for USDTMarginedFutures
func (b *Binance) UOpenInterest(ctx context.Context, symbol currency.Pair) (UOpenInterestData, error) {
var resp UOpenInterestData
@@ -523,8 +496,8 @@ func (b *Binance) UOpenInterestStats(ctx context.Context, symbol currency.Pair,
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestUSDTMargined, ufuturesOpenInterestStats+params.Encode(), uFuturesDefaultRate, &resp)
}
@@ -549,8 +522,8 @@ func (b *Binance) UTopAcccountsLongShortRatio(ctx context.Context, symbol curren
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestUSDTMargined, ufuturesTopAccountsRatio+params.Encode(), uFuturesDefaultRate, &resp)
}
@@ -575,8 +548,8 @@ func (b *Binance) UTopPostionsLongShortRatio(ctx context.Context, symbol currenc
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestUSDTMargined, ufuturesTopPositionsRatio+params.Encode(), uFuturesDefaultRate, &resp)
}
@@ -601,8 +574,8 @@ func (b *Binance) UGlobalLongShortRatio(ctx context.Context, symbol currency.Pai
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestUSDTMargined, ufuturesLongShortRatio+params.Encode(), uFuturesDefaultRate, &resp)
}
@@ -627,8 +600,8 @@ func (b *Binance) UTakerBuySellVol(ctx context.Context, symbol currency.Pair, pe
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestUSDTMargined, ufuturesBuySellVolume+params.Encode(), uFuturesDefaultRate, &resp)
}
@@ -895,8 +868,8 @@ func (b *Binance) UAllAccountOrders(ctx context.Context, symbol currency.Pair, o
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesAllOrders, params, uFuturesGetAllOrdersRate, &resp)
}
@@ -988,8 +961,8 @@ func (b *Binance) UPositionMarginChangeHistory(ctx context.Context, symbol curre
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesMarginChangeHistory, params, uFuturesDefaultRate, &resp)
}
@@ -1027,8 +1000,8 @@ func (b *Binance) UAccountTradesHistory(ctx context.Context, symbol currency.Pai
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesAccountTradeList, params, uFuturesAccountInformationRate, &resp)
}
@@ -1055,8 +1028,8 @@ func (b *Binance) UAccountIncomeHistory(ctx context.Context, symbol currency.Pai
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesIncomeHistory, params, uFuturesIncomeHistoryRate, &resp)
}
@@ -1115,8 +1088,8 @@ func (b *Binance) UAccountForcedOrders(ctx context.Context, symbol currency.Pair
if startTime.After(endTime) {
return resp, errors.New("startTime cannot be after endTime")
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendAuthHTTPRequest(ctx, exchange.RestUSDTMargined, http.MethodGet, ufuturesUsersForceOrders, params, rateLimit, &resp)
}
@@ -1140,10 +1113,10 @@ func (b *Binance) FundingRates(ctx context.Context, symbol currency.Pair, limit
params.Set("limit", limit)
}
if !startTime.IsZero() {
params.Set("startTime", strconv.FormatInt(startTime.UnixNano(), 10))
params.Set("startTime", strconv.FormatInt(startTime.UnixMilli(), 10))
}
if !endTime.IsZero() {
params.Set("endTime", strconv.FormatInt(endTime.UnixNano(), 10))
params.Set("endTime", strconv.FormatInt(endTime.UnixMilli(), 10))
}
return resp, b.SendHTTPRequest(ctx, exchange.RestUSDTMargined, fundingRate+params.Encode(), uFuturesDefaultRate, &resp)
}