diff --git a/pkg/exchange/binance/binanceapi/get_historical_trades_request.go b/pkg/exchange/binance/binanceapi/get_historical_trades_request.go new file mode 100644 index 000000000..11b051843 --- /dev/null +++ b/pkg/exchange/binance/binanceapi/get_historical_trades_request.go @@ -0,0 +1,20 @@ +package binanceapi + +import ( + "github.com/c9s/requestgen" +) + +//type Trade = binance.TradeV3 + +//go:generate requestgen -method GET -url "/api/v3/historicalTrades" -type GetHistoricalTradesRequest -responseType []Trade +type GetHistoricalTradesRequest struct { + client requestgen.AuthenticatedAPIClient + + symbol string `param:"symbol"` + limit *uint64 `param:"limit"` + fromID *uint64 `param:"fromId"` +} + +func (c *RestClient) NewGetHistoricalTradesRequest() *GetHistoricalTradesRequest { + return &GetHistoricalTradesRequest{client: c} +} diff --git a/pkg/exchange/binance/binanceapi/get_historical_trades_request_requestgen.go b/pkg/exchange/binance/binanceapi/get_historical_trades_request_requestgen.go new file mode 100644 index 000000000..a786cfcb4 --- /dev/null +++ b/pkg/exchange/binance/binanceapi/get_historical_trades_request_requestgen.go @@ -0,0 +1,175 @@ +// Code generated by "requestgen -method GET -url /api/v3/historicalTrades -type GetHistoricalTradesRequest -responseType []Trade"; DO NOT EDIT. + +package binanceapi + +import ( + "context" + "encoding/json" + "fmt" + "github.com/adshao/go-binance/v2" + "net/url" + "reflect" + "regexp" +) + +func (g *GetHistoricalTradesRequest) Symbol(symbol string) *GetHistoricalTradesRequest { + g.symbol = symbol + return g +} + +func (g *GetHistoricalTradesRequest) Limit(limit uint64) *GetHistoricalTradesRequest { + g.limit = &limit + return g +} + +func (g *GetHistoricalTradesRequest) FromID(fromID uint64) *GetHistoricalTradesRequest { + g.fromID = &fromID + return g +} + +// GetQueryParameters builds and checks the query parameters and returns url.Values +func (g *GetHistoricalTradesRequest) GetQueryParameters() (url.Values, error) { + var params = map[string]interface{}{} + + query := url.Values{} + for _k, _v := range params { + query.Add(_k, fmt.Sprintf("%v", _v)) + } + + return query, nil +} + +// GetParameters builds and checks the parameters and return the result in a map object +func (g *GetHistoricalTradesRequest) GetParameters() (map[string]interface{}, error) { + var params = map[string]interface{}{} + // check symbol field -> json key symbol + symbol := g.symbol + + // assign parameter of symbol + params["symbol"] = symbol + // check limit field -> json key limit + if g.limit != nil { + limit := *g.limit + + // assign parameter of limit + params["limit"] = limit + } else { + } + // check fromID field -> json key fromId + if g.fromID != nil { + fromID := *g.fromID + + // assign parameter of fromID + params["fromId"] = fromID + } else { + } + + return params, nil +} + +// GetParametersQuery converts the parameters from GetParameters into the url.Values format +func (g *GetHistoricalTradesRequest) GetParametersQuery() (url.Values, error) { + query := url.Values{} + + params, err := g.GetParameters() + if err != nil { + return query, err + } + + for _k, _v := range params { + if g.isVarSlice(_v) { + g.iterateSlice(_v, func(it interface{}) { + query.Add(_k+"[]", fmt.Sprintf("%v", it)) + }) + } else { + query.Add(_k, fmt.Sprintf("%v", _v)) + } + } + + return query, nil +} + +// GetParametersJSON converts the parameters from GetParameters into the JSON format +func (g *GetHistoricalTradesRequest) GetParametersJSON() ([]byte, error) { + params, err := g.GetParameters() + if err != nil { + return nil, err + } + + return json.Marshal(params) +} + +// GetSlugParameters builds and checks the slug parameters and return the result in a map object +func (g *GetHistoricalTradesRequest) GetSlugParameters() (map[string]interface{}, error) { + var params = map[string]interface{}{} + + return params, nil +} + +func (g *GetHistoricalTradesRequest) applySlugsToUrl(url string, slugs map[string]string) string { + for _k, _v := range slugs { + needleRE := regexp.MustCompile(":" + _k + "\\b") + url = needleRE.ReplaceAllString(url, _v) + } + + return url +} + +func (g *GetHistoricalTradesRequest) iterateSlice(slice interface{}, _f func(it interface{})) { + sliceValue := reflect.ValueOf(slice) + for _i := 0; _i < sliceValue.Len(); _i++ { + it := sliceValue.Index(_i).Interface() + _f(it) + } +} + +func (g *GetHistoricalTradesRequest) isVarSlice(_v interface{}) bool { + rt := reflect.TypeOf(_v) + switch rt.Kind() { + case reflect.Slice: + return true + } + return false +} + +func (g *GetHistoricalTradesRequest) GetSlugsMap() (map[string]string, error) { + slugs := map[string]string{} + params, err := g.GetSlugParameters() + if err != nil { + return slugs, nil + } + + for _k, _v := range params { + slugs[_k] = fmt.Sprintf("%v", _v) + } + + return slugs, nil +} + +func (g *GetHistoricalTradesRequest) Do(ctx context.Context) ([]binance.TradeV3, error) { + + // empty params for GET operation + var params interface{} + query, err := g.GetParametersQuery() + if err != nil { + return nil, err + } + + apiURL := "/api/v3/historicalTrades" + + req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params) + if err != nil { + return nil, err + } + + response, err := g.client.SendRequest(req) + if err != nil { + return nil, err + } + + var apiResponse []binance.TradeV3 + if err := response.DecodeJSON(&apiResponse); err != nil { + return nil, err + } + return apiResponse, nil +} diff --git a/pkg/exchange/binance/historical_trades.go b/pkg/exchange/binance/historical_trades.go new file mode 100644 index 000000000..40c636bf2 --- /dev/null +++ b/pkg/exchange/binance/historical_trades.go @@ -0,0 +1,29 @@ +package binance + +import ( + "context" + + "github.com/c9s/bbgo/pkg/types" +) + +func (e *Exchange) QueryHistoricalTrades(ctx context.Context, symbol string, limit uint64) ([]types.Trade, error) { + req := e.client2.NewGetHistoricalTradesRequest() + req.Symbol(symbol) + req.Limit(limit) + trades, err := req.Do(ctx) + if err != nil { + return nil, err + } + + var result []types.Trade + for _, t := range trades { + localTrade, err := toGlobalTrade(t, e.IsMargin) + if err != nil { + log.WithError(err).Errorf("cannot convert binance trade: %+v", t) + continue + } + result = append(result, *localTrade) + } + result = types.SortTradesAscending(result) + return result, nil +}