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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:
175
testdata/http_mock/binance/binance.json
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175
testdata/http_mock/binance/binance.json
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@@ -10941,6 +10941,181 @@
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],
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"queryString": "endTime=1577981045000&limit=1000&startTime=1577977445000&symbol=BTCUSDT",
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"queryString": "limit=3&symbol=BTCUSDT",
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],
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"queryString": "fromId=303004098&limit=1000&symbol=BTCUSDT",
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}
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]
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},
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