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Binance/BinanceUS: Fix various live test failures (#2019)

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* Binance: Refactor GetAggregatedTradesBatched and fix test

Fixes #2010

* Binance: Fix TestGetHistoricTrades

* BinanceUS: Refactor and fix GetAggregatedTradesBatched

* Binance: Add QuoteAsset to UCompositeIndexInfo and fix intermittent test fail

* fixup! Binance: Refactor GetAggregatedTradesBatched and fix test
This commit is contained in:
Gareth Kirwan
2025-09-19 11:02:28 +07:00
committed by GitHub
parent 9725191be6
commit dda5f8c67a
8 changed files with 401 additions and 281 deletions
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202
exchanges/binance/testdata/http.json vendored
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@@ -90751,89 +90751,165 @@
},
"/fapi/v1/indexInfo": {
"GET": [
{
"data": {
"baseAssetList": [
{
"baseAsset": "AAVE",
"weightInPercentage": "0.07255900",
"weightInQuantity": "0.57321317"
},
{
"baseAsset": "ALPHA",
"weightInPercentage": "0.02039700",
"weightInQuantity": "60.33241822"
},
{
"baseAsset": "BAL",
"weightInPercentage": "0.02362800",
"weightInQuantity": "1.24967422"
},
{
"baseAsset": "BAND",
"weightInPercentage": "0.03501400",
"weightInQuantity": "3.29870857"
},
{
"baseAsset": "BEL",
"weightInPercentage": "0.01843900",
"weightInQuantity": "8.75756110"
},
{
"baseAsset": "BZRX",
"weightInPercentage": "0.02294900",
"weightInQuantity": "67.18425714"
}
],
"symbol": "DEFIUSDT",
"time": 1608086821000
},
"queryString": "symbol=DEFIUSDT",
"bodyParams": "",
"headers": {}
},
{
"data": [
{
"baseAssetList": [
{
"baseAsset": "AAVE",
"weightInPercentage": "0.07255900",
"weightInQuantity": "0.57321317"
"baseAsset": "BTC",
"quoteAsset": "AAVE",
"weightInPercentage": "0.00376500",
"weightInQuantity": "0.03738265"
},
{
"baseAsset": "ALPHA",
"weightInPercentage": "0.02039700",
"weightInQuantity": "60.33241822"
"baseAsset": "BTC",
"quoteAsset": "ADA",
"weightInPercentage": "0.02638100",
"weightInQuantity": "0.00078048"
},
{
"baseAsset": "BAL",
"weightInPercentage": "0.02362800",
"weightInQuantity": "1.24967422"
"baseAsset": "BTC",
"quoteAsset": "AVAX",
"weightInPercentage": "0.01082800",
"weightInQuantity": "0.01147365"
},
{
"baseAsset": "BAND",
"weightInPercentage": "0.03501400",
"weightInQuantity": "3.29870857"
"baseAsset": "BTC",
"quoteAsset": "BCH",
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},
{
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},
{
"baseAsset": "BZRX",
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"weightInQuantity": "67.18425714"
"baseAsset": "BTC",
"quoteAsset": "BNB",
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"weightInQuantity": "3.58068053"
}
],
"symbol": "DEFIUSDT",
"time": 1608086822007
"component": "quoteAsset",
"symbol": "BTCDOMUSDT",
"time": 1758250144006
},
{
"baseAssetList": [
{
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"quoteAsset": "USDT",
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},
{
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"weightInQuantity": "0.00254617"
},
{
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},
{
"baseAsset": "1000CAT",
"quoteAsset": "USDT",
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"weightInQuantity": "0.29881191"
},
{
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],
"component": "baseAsset",
"symbol": "ALLUSDT",
"time": 1758250144006
},
{
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{
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"quoteAsset": "USDT",
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"weightInQuantity": "0.21446069"
},
{
"baseAsset": "1000WHY",
"quoteAsset": "USDT",
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"weightInQuantity": "333.26983733"
},
{
"baseAsset": "1000X",
"quoteAsset": "USDT",
"weightInPercentage": "0.01000000",
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},
{
"baseAsset": "AGT",
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},
{
"baseAsset": "AIN",
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"weightInQuantity": "0.08414804"
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],
"component": "baseAsset",
"symbol": "SMALLUSDT",
"time": 1758250144006
}
],
"queryString": "",
"bodyParams": "",
"headers": {}
},
{
"data": {
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{
"baseAsset": "BTC",
"quoteAsset": "AAVE",
"weightInPercentage": "0.00376500",
"weightInQuantity": "0.03738265"
},
{
"baseAsset": "BTC",
"quoteAsset": "ADA",
"weightInPercentage": "0.02638100",
"weightInQuantity": "0.00078048"
},
{
"baseAsset": "BTC",
"quoteAsset": "AVAX",
"weightInPercentage": "0.01082800",
"weightInQuantity": "0.01147365"
},
{
"baseAsset": "BTC",
"quoteAsset": "BCH",
"weightInPercentage": "0.00992300",
"weightInQuantity": "0.20359666"
},
{
"baseAsset": "BTC",
"quoteAsset": "BNB",
"weightInPercentage": "0.11126600",
"weightInQuantity": "3.58068053"
}
],
"component": "quoteAsset",
"symbol": "BTCDOMUSDT",
"time": 1758250145000
},
"queryString": "symbol=BTCDOMUSDT",
"bodyParams": "",
"headers": {}
}
]
},