feature: get historical public trades from binance

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}
+}

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
+}

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
+}