bugfixes: Backtester credentials, Binance ExecutionLimits, Mock recording (#1539)

* fix mock recording, binance, backtester

* minor credential streamlining

exchanges/binance/binance.go

@@ -1233,46 +1233,46 @@ func (b *Binance) FetchExchangeLimits(ctx context.Context, a asset.Item) ([]orde
 			return nil, err
 		}
 
-		if !slices.Contains(s.Permissions, aUpper) {
-			continue
-		}
-
-		l := order.MinMaxLevel{
-			Pair:  cp,
-			Asset: a,
-		}
-
-		for _, f := range s.Filters {
-			// TODO: Unhandled filters:
-			// maxPosition, trailingDelta, percentPriceBySide, maxNumAlgoOrders
-			switch f.FilterType {
-			case priceFilter:
-				l.MinPrice = f.MinPrice
-				l.MaxPrice = f.MaxPrice
-				l.PriceStepIncrementSize = f.TickSize
-			case percentPriceFilter:
-				l.MultiplierUp = f.MultiplierUp
-				l.MultiplierDown = f.MultiplierDown
-				l.AveragePriceMinutes = f.AvgPriceMinutes
-			case lotSizeFilter:
-				l.MaximumBaseAmount = f.MaxQty
-				l.MinimumBaseAmount = f.MinQty
-				l.AmountStepIncrementSize = f.StepSize
-			case notionalFilter:
-				l.MinNotional = f.MinNotional
-			case icebergPartsFilter:
-				l.MaxIcebergParts = f.Limit
-			case marketLotSizeFilter:
-				l.MarketMinQty = f.MinQty
-				l.MarketMaxQty = f.MaxQty
-				l.MarketStepIncrementSize = f.StepSize
-			case maxNumOrdersFilter:
-				l.MaxTotalOrders = f.MaxNumOrders
-				l.MaxAlgoOrders = f.MaxNumAlgoOrders
+		for i := range s.PermissionSets {
+			if !slices.Contains(s.PermissionSets[i], aUpper) {
+				continue
 			}
+			l := order.MinMaxLevel{
+				Pair:  cp,
+				Asset: a,
+			}
+			for _, f := range s.Filters {
+				// TODO: Unhandled filters:
+				// maxPosition, trailingDelta, percentPriceBySide, maxNumAlgoOrders
+				switch f.FilterType {
+				case priceFilter:
+					l.MinPrice = f.MinPrice
+					l.MaxPrice = f.MaxPrice
+					l.PriceStepIncrementSize = f.TickSize
+				case percentPriceFilter:
+					l.MultiplierUp = f.MultiplierUp
+					l.MultiplierDown = f.MultiplierDown
+					l.AveragePriceMinutes = f.AvgPriceMinutes
+				case lotSizeFilter:
+					l.MaximumBaseAmount = f.MaxQty
+					l.MinimumBaseAmount = f.MinQty
+					l.AmountStepIncrementSize = f.StepSize
+				case notionalFilter:
+					l.MinNotional = f.MinNotional
+				case icebergPartsFilter:
+					l.MaxIcebergParts = f.Limit
+				case marketLotSizeFilter:
+					l.MarketMinQty = f.MinQty
+					l.MarketMaxQty = f.MaxQty
+					l.MarketStepIncrementSize = f.StepSize
+				case maxNumOrdersFilter:
+					l.MaxTotalOrders = f.MaxNumOrders
+					l.MaxAlgoOrders = f.MaxNumAlgoOrders
+				}
+			}
+			limits = append(limits, l)
+			break
 		}
-
-		limits = append(limits, l)
 	}
 	return limits, nil
 }

exchanges/binance/binance_test.go

@@ -1085,8 +1085,8 @@ func TestGetExchangeInfo(t *testing.T) {
 	info, err := b.GetExchangeInfo(context.Background())
 	require.NoError(t, err, "GetExchangeInfo must not error")
 	if mockTests {
-		exp := time.Date(2022, 2, 25, 3, 50, 40, int(601*time.Millisecond), time.UTC)
-		assert.True(t, info.ServerTime.Equal(exp), "ServerTime should be correct")
+		exp := time.Date(2024, 5, 10, 6, 8, 1, int(707*time.Millisecond), time.UTC)
+		assert.True(t, info.ServerTime.Equal(exp), "expected %v received %v", exp.UTC(), info.ServerTime.UTC())
 	} else {
 		assert.WithinRange(t, info.ServerTime, time.Now().Add(-24*time.Hour), time.Now().Add(24*time.Hour), "ServerTime should be within a day of now")
 	}

exchanges/binance/binance_types.go

@@ -65,6 +65,7 @@ type ExchangeInfo struct {
 		IsMarginTradingAllowed     bool          `json:"isMarginTradingAllowed"`
 		Filters                    []*filterData `json:"filters"`
 		Permissions                []string      `json:"permissions"`
+		PermissionSets             [][]string    `json:"permissionSets"`
 	} `json:"symbols"`
 }
 

exchanges/mock/recording.go

@@ -47,9 +47,21 @@ func HTTPRecord(res *http.Response, service string, respContents []byte) error {
 	}
 	service = strings.ToLower(service)
 
-	fileout := filepath.Join(DefaultDirectory, service, service+".json")
+	outputFilePath := filepath.Join(DefaultDirectory, service, service+".json")
+	_, err := os.Stat(outputFilePath)
+	if err != nil {
+		if os.IsExist(err) {
+			return err
+		}
+		// check alternative path to add compatibility with /internal/testing/exchange/exchange.go MockHTTPInstance
+		outputFilePath = filepath.Join("..", service, "testdata", "http.json")
+		_, err = os.Stat(outputFilePath)
+		if err != nil {
+			return err
+		}
+	}
 
-	contents, err := os.ReadFile(fileout)
+	contents, err := os.ReadFile(outputFilePath)
 	if err != nil {
 		return err
 	}
@@ -227,7 +239,7 @@ func HTTPRecord(res *http.Response, service string, respContents []byte) error {
 		return err
 	}
 
-	return file.Write(fileout, payload)
+	return file.Write(outputFilePath, payload)
 }
 
 // GetFilteredHeader filters excluded http headers for insertion into a mock

exchanges/sharedtestvalues/sharedtestvalues.go

@@ -25,10 +25,10 @@ import (
 const (
 	// WebsocketResponseDefaultTimeout used in websocket testing
 	// Defines wait time for receiving websocket response before cancelling
-	WebsocketResponseDefaultTimeout = (3 * time.Second)
+	WebsocketResponseDefaultTimeout = 3 * time.Second
 	// WebsocketResponseExtendedTimeout used in websocket testing
 	// Defines wait time for receiving websocket response before cancelling
-	WebsocketResponseExtendedTimeout = (15 * time.Second)
+	WebsocketResponseExtendedTimeout = 15 * time.Second
 	// WebsocketChannelOverrideCapacity used in websocket testing
 	// Defines channel capacity as defaults size can block tests
 	WebsocketChannelOverrideCapacity = 500