Binance: implement get historic trades (#588)

* Binance: implement get historic trades

* get binance trade data based on aggregate trade list
* fix small issue in rpc server: gctcli stops retrieving when there's
a gap in data

* update binance trade history availability in readme

* limit check batched aggregate requests

* add test for batched aggregated trades
* fix batch fromId query parameter
* update documentation

* send a serialised currency pair to GetAggregatedTrades

the rationale is that the API is kept generic so that callers can shoot
themselves in the foot if they want to

* allow requesting arbitrary limit of trades

* handle some error cases for batching GetAggregateTrades

* fix batch without end time

* don't return from batch too early if end time is not set
* additional check for supported limits

* don't use CheckLimits for GetAggregatedTrades

* the exchange doesn't use predefined valid limits for this request
This commit is contained in:
Rauno Ots
2020-11-24 00:29:13 +01:00
committed by GitHub
parent 695198b628
commit 5478442d65
10 changed files with 520 additions and 41 deletions

View File

@@ -60,7 +60,7 @@ _b in this context is an `IBotExchange` implemented struct_
| Exchange | Recent Trades via REST | Live trade updates via Websocket | Trade history via REST |
|----------|------|-----------|-----|
| Alphapoint | No | No | No |
| Binance| Yes | Yes | No |
| Binance| Yes | Yes | Yes |
| Bitfinex | Yes | Yes | Yes |
| Bitflyer | Yes | No | No |
| Bithumb | Yes | NA | No |