From c0d2ac5e51f55ddfef326af67af397b14c560b84 Mon Sep 17 00:00:00 2001 From: David Ackroyd Date: Fri, 17 Apr 2020 08:59:06 +1000 Subject: [PATCH] Binance: replace deprecated /v1 API calls (#482) Several /v1 API calls have been deprecated, and will be removed shortly. Moving these across to their /v3 equivalents Capturing of the klines request via the recorder was failing, as it did not handle the structure where the klines response in an array of mixed primitive arrays. Excluding primitive values from the exclusion checks addresses this --- exchanges/binance/binance.go | 14 +- exchanges/binance/binance_types.go | 4 +- exchanges/mock/recording.go | 17 +- exchanges/mock/recording_test.go | 39 +- testdata/http_mock/binance/binance.json | 111383 +++++++++++++-------- 5 files changed, 67154 insertions(+), 44303 deletions(-) diff --git a/exchanges/binance/binance.go b/exchanges/binance/binance.go index 676d1530..2431c3e1 100644 --- a/exchanges/binance/binance.go +++ b/exchanges/binance/binance.go @@ -26,14 +26,14 @@ const ( apiURL = "https://api.binance.com" // Public endpoints - exchangeInfo = "/api/v1/exchangeInfo" - orderBookDepth = "/api/v1/depth" - recentTrades = "/api/v1/trades" - historicalTrades = "/api/v1/historicalTrades" - aggregatedTrades = "/api/v1/aggTrades" - candleStick = "/api/v1/klines" + exchangeInfo = "/api/v3/exchangeInfo" + orderBookDepth = "/api/v3/depth" + recentTrades = "/api/v3/trades" + historicalTrades = "/api/v3/historicalTrades" + aggregatedTrades = "/api/v3/aggTrades" + candleStick = "/api/v3/klines" averagePrice = "/api/v3/avgPrice" - priceChange = "/api/v1/ticker/24hr" + priceChange = "/api/v3/ticker/24hr" symbolPrice = "/api/v3/ticker/price" bestPrice = "/api/v3/ticker/bookTicker" accountInfo = "/api/v3/account" diff --git a/exchanges/binance/binance_types.go b/exchanges/binance/binance_types.go index 7277eb01..6bde3f08 100644 --- a/exchanges/binance/binance_types.go +++ b/exchanges/binance/binance_types.go @@ -107,8 +107,6 @@ type RecentTradeRequestParams struct { // RecentTrade holds recent trade data type RecentTrade struct { - Code int `json:"code"` - Msg string `json:"msg"` ID int64 `json:"id"` Price float64 `json:"price,string"` Quantity float64 `json:"qty,string"` @@ -247,7 +245,7 @@ type PriceChangeStats struct { QuoteVolume float64 `json:"quoteVolume,string"` OpenTime int64 `json:"openTime"` CloseTime int64 `json:"closeTime"` - FirstID int64 `json:"fristId"` + FirstID int64 `json:"firstId"` LastID int64 `json:"lastId"` Count int64 `json:"count"` } diff --git a/exchanges/mock/recording.go b/exchanges/mock/recording.go index e561e1f0..5dff9b45 100644 --- a/exchanges/mock/recording.go +++ b/exchanges/mock/recording.go @@ -288,12 +288,19 @@ func CheckJSON(data interface{}, excluded *Exclusion) (interface{}, error) { if reflect.TypeOf(data).String() == "[]interface {}" { var sData []interface{} for i := range data.([]interface{}) { - checkedData, err := CheckJSON(data.([]interface{})[i], excluded) - if err != nil { - return nil, err - } + v := data.([]interface{})[i] + switch v.(type) { + case map[string]interface{}, []interface{}: + checkedData, err := CheckJSON(v, excluded) + if err != nil { + return nil, err + } - sData = append(sData, checkedData) + sData = append(sData, checkedData) + default: + // Primitive value doesn't need exclusions applied, e.g. float64 or string + sData = append(sData, v) + } } return sData, nil } diff --git a/exchanges/mock/recording_test.go b/exchanges/mock/recording_test.go index 3198e32f..5b612295 100644 --- a/exchanges/mock/recording_test.go +++ b/exchanges/mock/recording_test.go @@ -64,10 +64,11 @@ func TestCheckResponsePayload(t *testing.T) { } type TestStructLevel0 struct { - StringVal string `json:"stringVal"` - FloatVal float64 `json:"floatVal"` - IntVal int64 `json:"intVal"` - StructVal TestStructLevel1 `json:"structVal"` + StringVal string `json:"stringVal"` + FloatVal float64 `json:"floatVal"` + IntVal int64 `json:"intVal"` + StructVal TestStructLevel1 `json:"structVal"` + MixedSlice []interface{} `json:"mixedSlice"` } type TestStructLevel1 struct { @@ -117,11 +118,17 @@ func TestCheckJSON(t *testing.T) { OtherData: level2, } + sliceOfPrimitives := []interface{}{ + []interface{}{float64(1586994000000), "6615.23000000"}, + []interface{}{float64(1586994300000), "6624.74000000"}, + } + testVal := TestStructLevel0{ - StringVal: "somestringstuff", - FloatVal: 3.14, - IntVal: 1337, - StructVal: level1, + StringVal: "somestringstuff", + FloatVal: 3.14, + IntVal: 1337, + StructVal: level1, + MixedSlice: sliceOfPrimitives, } exclusionList, err := GetExcludedItems() @@ -168,6 +175,22 @@ func TestCheckJSON(t *testing.T) { if newStruct.StructVal.OtherData.OtherData.BadVal2 != "" { t.Error("Value not wiped correctly") } + + vals, err = CheckJSON(sliceOfPrimitives, &exclusionList) + if err != nil { + t.Error("Check JSON error", err) + } + + payload, err = json.Marshal(vals) + if err != nil { + t.Fatal("json marshal error", err) + } + + var newSlice []interface{} + err = json.Unmarshal(payload, &newSlice) + if err != nil { + t.Fatal("Unmarshal error", err) + } } func TestGetExcludedItems(t *testing.T) { diff --git a/testdata/http_mock/binance/binance.json b/testdata/http_mock/binance/binance.json index 1420e153..ea360a32 100644 --- a/testdata/http_mock/binance/binance.json +++ b/testdata/http_mock/binance/binance.json @@ -1,44249 +1,5 @@ { "routes": { - "/api/v1/aggTrades": { - "GET": [ - { - "data": [ - { - "a": 122553794, - "p": "7878.29000000", - "q": "0.03564200", - "f": 134314157, - "l": 134314157, - "T": 1560296988887, - "m": true, - "M": true - }, - { - "a": 122553795, - "p": "7878.29000000", - "q": "0.07211900", - "f": 134314158, - "l": 134314158, - "T": 1560296989005, - "m": true, - "M": true - }, - { - "a": 122553796, - "p": "7878.29000000", - "q": "0.03317700", - "f": 134314159, - "l": 134314159, - "T": 1560296989099, - "m": true, - "M": true - }, - { - "a": 122553797, - "p": "7878.29000000", - "q": "0.11212700", - "f": 134314160, - "l": 134314160, - "T": 1560296989198, - "m": true, - "M": true - }, - { - "a": 122553798, - "p": "7878.29000000", - "q": "0.03598700", - "f": 134314161, - "l": 134314161, - "T": 1560296989319, - "m": true, - "M": true - } - ], - "queryString": "limit=5\u0026symbol=BTCUSDT", - "bodyParams": "\u003cnil\u003e", - "headers": {} - } - ] - }, - "/api/v1/depth": { - "GET": [ - { - "data": { - "lastUpdateId": 697211255, - "bids": [ - [ - "7886.01000000", - "0.00484600" - ], - [ - "7885.98000000", - "0.49716800" - ], - [ - "7885.96000000", - "1.00000000" - ], - [ - "7885.74000000", - "0.01720900" - ], - [ - "7885.55000000", - "0.02237700" - ], - [ - "7885.11000000", - "0.04452700" - ], - [ - "7885.09000000", - "0.50000000" - ], - [ - "7885.01000000", - "0.06131600" - ], - [ - "7884.55000000", - "0.50000000" - ], - [ - "7884.28000000", - "0.36721300" - ] - ], - "asks": [ - [ - "7888.94000000", - "3.60000000" - ], - [ - "7888.95000000", - "0.11707400" - ], - [ - "7889.05000000", - "0.03931600" - ], - [ - "7889.62000000", - "0.03659000" - ], - [ - "7890.08000000", - "0.04696200" - ], - [ - "7890.10000000", - "0.90702600" - ], - [ - "7890.76000000", - "0.35580100" - ], - [ - "7890.85000000", - "0.14271800" - ], - [ - "7891.06000000", - "0.45315700" - ], - [ - "7891.64000000", - "0.10609900" - ] - ] - }, - "queryString": "limit=10\u0026symbol=BTCUSDT", - "bodyParams": "\u003cnil\u003e", - "headers": {} - } - ] - }, - "/api/v1/exchangeInfo": { - "GET": [ - { - "data": { - "timezone": "UTC", - "serverTime": 1560297862726, - "rateLimits": [ - { - "rateLimitType": "REQUEST_WEIGHT", - "interval": "MINUTE", - "intervalNum": 1, - "limit": 1200 - }, - { - "rateLimitType": "ORDERS", - "interval": "SECOND", - "intervalNum": 1, - "limit": 10 - }, - { - "rateLimitType": "ORDERS", - "interval": "DAY", - "intervalNum": 1, - "limit": 100000 - } - ], - "exchangeFilters": [], - "symbols": [ - { - "symbol": "ETHBTC", - "status": "TRADING", - "baseAsset": "ETH", - "baseAssetPrecision": 8, - "quoteAsset": "BTC", - "quotePrecision": 8, - "orderTypes": [ - "LIMIT", - "LIMIT_MAKER", - "MARKET", - "STOP_LOSS_LIMIT", - "TAKE_PROFIT_LIMIT" - ], - "icebergAllowed": true, - "isSpotTradingAllowed": true, - "isMarginTradingAllowed": true, - "filters": [ - { - "filterType": "PRICE_FILTER", - "minPrice": "0.00000100", - "maxPrice": "100000.00000000", - "tickSize": "0.00000100" - }, - { - "filterType": "PERCENT_PRICE", - "multiplierUp": "5", - "multiplierDown": "0.2", - "avgPriceMins": 5 - }, - { - "filterType": "LOT_SIZE", - "minQty": "0.00100000", - "maxQty": "100000.00000000", - "stepSize": "0.00100000" - }, - { - "filterType": "MIN_NOTIONAL", - "minNotional": "0.00100000", - "applyToMarket": true, - "avgPriceMins": 5 - }, - { - "filterType": "ICEBERG_PARTS", - "limit": 10 - }, - { - "filterType": "MARKET_LOT_SIZE", - "minQty": "0.00000000", - "maxQty": "63100.00000000", - "stepSize": "0.00000000" - }, - { - "filterType": "MAX_NUM_ALGO_ORDERS", - "maxNumAlgoOrders": 5 - } - ] - }, - { - "symbol": "LTCBTC", - "status": "TRADING", - "baseAsset": "LTC", - "baseAssetPrecision": 8, - "quoteAsset": "BTC", - "quotePrecision": 8, - "orderTypes": [ - "LIMIT", - "LIMIT_MAKER", - "MARKET", - "STOP_LOSS_LIMIT", - "TAKE_PROFIT_LIMIT" - ], - "icebergAllowed": true, - "isSpotTradingAllowed": true, - "isMarginTradingAllowed": false, - "filters": [ - { - "filterType": "PRICE_FILTER", - "minPrice": "0.00000000", - "maxPrice": "0.00000000", - "tickSize": "0.00000100" - }, - { - "filterType": "PERCENT_PRICE", - "multiplierUp": "5", - "multiplierDown": "0.2", - "avgPriceMins": 5 - }, - { - "filterType": "LOT_SIZE", - "minQty": "0.01000000", - "maxQty": "100000.00000000", - "stepSize": "0.01000000" - }, - { - "filterType": "MIN_NOTIONAL", - "minNotional": "0.00100000", - "applyToMarket": true, - "avgPriceMins": 5 - }, - { - "filterType": "ICEBERG_PARTS", - "limit": 10 - }, - { - "filterType": "MARKET_LOT_SIZE", - "minQty": "0.00000000", - "maxQty": "72500.00000000", - "stepSize": "0.00000000" - }, - { - "filterType": "MAX_NUM_ALGO_ORDERS", - "maxNumAlgoOrders": 5 - } - ] - }, - { - "symbol": "BNBBTC", - "status": "TRADING", - "baseAsset": "BNB", - "baseAssetPrecision": 8, - "quoteAsset": "BTC", - "quotePrecision": 8, - "orderTypes": [ - "LIMIT", - "LIMIT_MAKER", - "MARKET", - "STOP_LOSS_LIMIT", - "TAKE_PROFIT_LIMIT" - ], - "icebergAllowed": true, - "isSpotTradingAllowed": true, - "isMarginTradingAllowed": true, - "filters": [ - { - "filterType": "PRICE_FILTER", - "minPrice": "0.00000010", - "maxPrice": "100000.00000000", - "tickSize": "0.00000010" - }, - { - "filterType": "PERCENT_PRICE", - "multiplierUp": "5", - "multiplierDown": "0.2", - "avgPriceMins": 5 - }, - { - "filterType": "LOT_SIZE", - "minQty": "0.01000000", - "maxQty": "90000000.00000000", - "stepSize": "0.01000000" - }, - { - "filterType": "MIN_NOTIONAL", - "minNotional": "0.00100000", - "applyToMarket": true, - "avgPriceMins": 5 - }, - { - "filterType": "ICEBERG_PARTS", - "limit": 10 - }, - { - "filterType": "MARKET_LOT_SIZE", - "minQty": "0.00000000", - "maxQty": "1769700.00000000", - "stepSize": "0.00000000" - }, - { - "filterType": "MAX_NUM_ALGO_ORDERS", - "maxNumAlgoOrders": 5 - } - ] - }, - { - "symbol": "NEOBTC", - "status": "TRADING", - "baseAsset": "NEO", - "baseAssetPrecision": 8, - "quoteAsset": "BTC", - "quotePrecision": 8, - "orderTypes": [ - "LIMIT", - "LIMIT_MAKER", - "MARKET", - "STOP_LOSS_LIMIT", - "TAKE_PROFIT_LIMIT" - ], - "icebergAllowed": true, - "isSpotTradingAllowed": true, - "isMarginTradingAllowed": false, - "filters": [ - { - "filterType": "PRICE_FILTER", - "minPrice": "0.00000000", - "maxPrice": "0.00000000", - "tickSize": "0.00000100" - }, - { - "filterType": "PERCENT_PRICE", - "multiplierUp": "5", - "multiplierDown": "0.2", - "avgPriceMins": 5 - }, - { - "filterType": "LOT_SIZE", - "minQty": "0.01000000", - "maxQty": "100000.00000000", - "stepSize": "0.01000000" - }, - { - "filterType": "MIN_NOTIONAL", - "minNotional": "0.00100000", - "applyToMarket": true, - "avgPriceMins": 5 - }, - { - "filterType": "ICEBERG_PARTS", - "limit": 10 - }, - { - "filterType": "MARKET_LOT_SIZE", - "minQty": "0.00000000", - "maxQty": "365600.00000000", - "stepSize": "0.00000000" - }, - { - "filterType": "MAX_NUM_ALGO_ORDERS", - "maxNumAlgoOrders": 5 - } - ] - }, - { - "symbol": "QTUMETH", - "status": "TRADING", - "baseAsset": "QTUM", - "baseAssetPrecision": 8, - "quoteAsset": "ETH", - "quotePrecision": 8, - "orderTypes": [ - "LIMIT", - "LIMIT_MAKER", - "MARKET", - "STOP_LOSS_LIMIT", - "TAKE_PROFIT_LIMIT" - ], - "icebergAllowed": true, - "isSpotTradingAllowed": true, - "isMarginTradingAllowed": false, - "filters": [ - { - "filterType": "PRICE_FILTER", - "minPrice": "0.00000000", - "maxPrice": "0.00000000", - "tickSize": "0.00000100" - }, - { - "filterType": "PERCENT_PRICE", - "multiplierUp": "5", - "multiplierDown": "0.2", - "avgPriceMins": 5 - }, - { - "filterType": "LOT_SIZE", - "minQty": "0.01000000", - "maxQty": "90000000.00000000", - "stepSize": "0.01000000" - }, - { - "filterType": "MIN_NOTIONAL", - "minNotional": "0.01000000", - "applyToMarket": true, - "avgPriceMins": 5 - }, - { - "filterType": "ICEBERG_PARTS", - "limit": 10 - }, - { - "filterType": "MARKET_LOT_SIZE", - "minQty": "0.00000000", - "maxQty": "146600.00000000", - "stepSize": "0.00000000" - }, - { - "filterType": "MAX_NUM_ALGO_ORDERS", - "maxNumAlgoOrders": 5 - } - ] - }, - { - "symbol": "EOSETH", - "status": "TRADING", - "baseAsset": "EOS", - "baseAssetPrecision": 8, - "quoteAsset": "ETH", - "quotePrecision": 8, - "orderTypes": [ - "LIMIT", - "LIMIT_MAKER", - "MARKET", - "STOP_LOSS_LIMIT", - "TAKE_PROFIT_LIMIT" - ], - "icebergAllowed": true, - "isSpotTradingAllowed": true, - "isMarginTradingAllowed": false, - "filters": [ - { - "filterType": "PRICE_FILTER", - "minPrice": "0.00000000", - "maxPrice": "0.00000000", - "tickSize": "0.00000100" - }, - { - "filterType": "PERCENT_PRICE", - "multiplierUp": "5", - "multiplierDown": "0.2", - "avgPriceMins": 5 - }, - { - "filterType": "LOT_SIZE", - "minQty": "0.01000000", - "maxQty": "90000000.00000000", - "stepSize": "0.01000000" - }, - { - "filterType": "MIN_NOTIONAL", - "minNotional": "0.01000000", - "applyToMarket": true, - "avgPriceMins": 5 - }, - { - "filterType": "ICEBERG_PARTS", - "limit": 10 - }, - { - "filterType": "MARKET_LOT_SIZE", - "minQty": "0.00000000", - "maxQty": "286200.00000000", - "stepSize": "0.00000000" - }, - { - "filterType": "MAX_NUM_ALGO_ORDERS", - "maxNumAlgoOrders": 5 - } - ] - }, - { - "symbol": "SNTETH", - "status": "TRADING", - "baseAsset": "SNT", - "baseAssetPrecision": 8, - "quoteAsset": "ETH", - "quotePrecision": 8, - "orderTypes": [ - "LIMIT", - "LIMIT_MAKER", - "MARKET", - "STOP_LOSS_LIMIT", - "TAKE_PROFIT_LIMIT" - ], - "icebergAllowed": true, - "isSpotTradingAllowed": true, - "isMarginTradingAllowed": false, - "filters": [ - { - "filterType": "PRICE_FILTER", - "minPrice": "0.00000000", - "maxPrice": "0.00000000", - "tickSize": "0.00000001" - }, - { - "filterType": "PERCENT_PRICE", - "multiplierUp": "5", - "multiplierDown": "0.2", - "avgPriceMins": 5 - }, - { - "filterType": "LOT_SIZE", - "minQty": "1.00000000", - "maxQty": "90000000.00000000", - "stepSize": "1.00000000" - }, - { - "filterType": "MIN_NOTIONAL", - "minNotional": "0.01000000", - "applyToMarket": true, - "avgPriceMins": 5 - }, - { - "filterType": "ICEBERG_PARTS", - "limit": 10 - }, - { - "filterType": "MARKET_LOT_SIZE", - "minQty": "0.00000000", - "maxQty": "7648700.00000000", - "stepSize": "0.00000000" - }, - { - "filterType": "MAX_NUM_ALGO_ORDERS", - "maxNumAlgoOrders": 5 - } - ] - }, - { - "symbol": "BNTETH", - "status": "TRADING", - "baseAsset": "BNT", - "baseAssetPrecision": 8, - "quoteAsset": "ETH", - "quotePrecision": 8, - "orderTypes": [ - "LIMIT", - "LIMIT_MAKER", - "MARKET", - "STOP_LOSS_LIMIT", - "TAKE_PROFIT_LIMIT" - ], - "icebergAllowed": true, - "isSpotTradingAllowed": true, - "isMarginTradingAllowed": false, - "filters": [ - { - "filterType": "PRICE_FILTER", - "minPrice": "0.00000000", - "maxPrice": "0.00000000", - "tickSize": "0.00000100" - }, - { - "filterType": "PERCENT_PRICE", - "multiplierUp": "5", - "multiplierDown": "0.2", - "avgPriceMins": 5 - }, - { - "filterType": "LOT_SIZE", - "minQty": "0.01000000", - "maxQty": "90000000.00000000", - "stepSize": "0.01000000" - }, - { - "filterType": "MIN_NOTIONAL", - "minNotional": "0.01000000", - "applyToMarket": true, - "avgPriceMins": 5 - }, - { - "filterType": "ICEBERG_PARTS", - "limit": 10 - }, - { - "filterType": "MARKET_LOT_SIZE", - "minQty": "0.00000000", - "maxQty": "356100.00000000", - "stepSize": "0.00000000" - }, - { - "filterType": "MAX_NUM_ALGO_ORDERS", - "maxNumAlgoOrders": 5 - } - ] - }, - { - "symbol": "BCCBTC", - "status": "BREAK", - "baseAsset": "BCC", - "baseAssetPrecision": 8, - "quoteAsset": "BTC", - "quotePrecision": 8, - "orderTypes": [ - "LIMIT", - "LIMIT_MAKER", - "MARKET", - "STOP_LOSS_LIMIT", - "TAKE_PROFIT_LIMIT" - ], - "icebergAllowed": true, - "isSpotTradingAllowed": true, - "isMarginTradingAllowed": false, - "filters": [ - { - "filterType": "PRICE_FILTER", - "minPrice": "0.00000100", - "maxPrice": "100000.00000000", - "tickSize": "0.00000100" - }, - { - "filterType": "PERCENT_PRICE", - "multiplierUp": "5", - "multiplierDown": "0.2", - "avgPriceMins": 5 - }, - { - "filterType": "LOT_SIZE", - "minQty": "0.00100000", - "maxQty": "100000.00000000", - "stepSize": "0.00100000" - }, - { - "filterType": "MIN_NOTIONAL", - "minNotional": "0.00100000", - "applyToMarket": true, - "avgPriceMins": 5 - }, - { - "filterType": "ICEBERG_PARTS", - "limit": 10 - }, - { - "filterType": "MAX_NUM_ALGO_ORDERS", - "maxNumAlgoOrders": 5 - } - ] - }, - { - "symbol": "GASBTC", - "status": "TRADING", - "baseAsset": "GAS", - "baseAssetPrecision": 8, - "quoteAsset": "BTC", - "quotePrecision": 8, - "orderTypes": [ - "LIMIT", - "LIMIT_MAKER", - "MARKET", - "STOP_LOSS_LIMIT", - "TAKE_PROFIT_LIMIT" - ], - "icebergAllowed": true, - "isSpotTradingAllowed": true, - "isMarginTradingAllowed": false, - "filters": [ - { - "filterType": "PRICE_FILTER", - "minPrice": "0.00000000", - "maxPrice": "0.00000000", - "tickSize": "0.00000100" - }, - { - "filterType": "PERCENT_PRICE", - "multiplierUp": "5", - "multiplierDown": "0.2", - "avgPriceMins": 5 - }, - { - "filterType": "LOT_SIZE", - "minQty": "0.01000000", - "maxQty": "100000.00000000", - 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