Added klines support

fremantle-industries · Jun 24, 2021 · 1dd4e68 · 1dd4e68
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diff --git a/fixture/vcr_cassettes/klines_symbol_interval_limit_ok.json b/fixture/vcr_cassettes/klines_symbol_interval_limit_ok.json
@@ -0,0 +1,44 @@
+[
+  {
+    "request": {
+      "body": "",
+      "headers": [],
+      "method": "get",
+      "options": [],
+      "request_body": "",
+      "url": "https://testnet.binance.vision/api/v3/klines?interval=1m&limit=1&symbol=BTCUSDT"
+    },
+    "response": {
+      "binary": false,
+      "body": "[[1624559520000,\"34970.90000000\",\"35047.03000000\",\"34800.01000000\",\"35047.03000000\",\"0.41947200\",1624559579999,\"14686.87819470\",37,\"0.41391700\",\"14492.85555020\",\"0\"]]",
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+      "status_code": 200,
+      "type": "ok"
+    }
+  }
+]
diff --git a/fixture/vcr_cassettes/klines_symbol_interval_ok.json b/fixture/vcr_cassettes/klines_symbol_interval_ok.json
diff --git a/fixture/vcr_cassettes/klines_symbol_interval_with_time_and_limit_ok.json b/fixture/vcr_cassettes/klines_symbol_interval_with_time_and_limit_ok.json
@@ -0,0 +1,45 @@
+[
+  {
+    "request": {
+      "body": "",
+      "headers": [],
+      "method": "get",
+      "options": [],
+      "request_body": "",
+      "url": "https://testnet.binance.vision/api/v3/klines?endTime=1624440000000&interval=1m&limit=2&startTime=1624438800000&symbol=BTCUSDT"
+    },
+    "response": {
+      "binary": false,
+      "body": "[[1624438800000,\"33800.00000000\",\"33800.00000000\",\"33666.01000000\",\"33784.38000000\",\"0.64906000\",1624438859999,\"21900.06475101\",52,\"0.45358400\",\"15296.35728097\",\"0\"],[1624438860000,\"33789.26000000\",\"33845.40000000\",\"33785.58000000\",\"33845.40000000\",\"0.48879200\",1624438919999,\"16527.62739828\",35,\"0.48791700\",\"16498.06501578\",\"0\"]]",
+      "headers": {
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+        "Content-Length": "331",
+        "Connection": "keep-alive",
+        "Date": "Thu, 24 Jun 2021 18:32:37 GMT",
+        "Server": "nginx",
+        "Vary": "Accept-Encoding",
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+      },
+      "status_code": 200,
+      "type": "ok"
+    }
+  }
+]
diff --git a/lib/ex_binance/kline.ex b/lib/ex_binance/kline.ex
@@ -0,0 +1,21 @@
+defmodule ExBinance.Kline do
+  @moduledoc """
+  Struct for representing the result returned by /api/v3/klines
+  """
+
+  defstruct [
+    :open_time,
+    :open,
+    :high,
+    :low,
+    :close,
+    :volume,
+    :close_time,
+    :quote_asset_volume,
+    :number_of_trades,
+    :taker_buy_base_asset_volume,
+    :taker_buy_quote_asset_volume
+  ]
+
+  use ExConstructor
+end
diff --git a/lib/ex_binance/public.ex b/lib/ex_binance/public.ex
@@ -26,4 +26,33 @@ defmodule ExBinance.Public do
       {:ok, ExBinance.OrderBook.new(data)}
     end
   end
+
+  def klines(symbol, interval, limit \\ nil, start_time \\ nil, end_time \\ nil) do
+    params = %{symbol: symbol, interval: interval}
+          |> maybe_put(:limit, limit)
+          |> maybe_put(:startTime, start_time)
+          |> maybe_put(:endTime, end_time)
+    with {:ok, data} <- get("/api/v3/klines", params) do
+      {:ok, Enum.map(data, fn x -> ExBinance.Kline.new(build_kline_object(x)) end)}
+    end
+  end
+
+  defp maybe_put(map, _key, nil), do: map
+  defp maybe_put(map, key, value), do: Map.put(map, key, value)
+
+  defp build_kline_object(kline_data) do
+    %{
+      :open_time => Enum.at(kline_data, 0),
+      :open => Enum.at(kline_data, 1),
+      :high => Enum.at(kline_data, 2),
+      :low => Enum.at(kline_data, 3),
+      :close => Enum.at(kline_data, 4),
+      :volume => Enum.at(kline_data, 5),
+      :close_time => Enum.at(kline_data, 6),
+      :quote_asset_volume => Enum.at(kline_data, 7),
+      :number_of_trades => Enum.at(kline_data, 8),
+      :taker_buy_base_asset_volume => Enum.at(kline_data, 9),
+      :taker_buy_quote_asset_volume => Enum.at(kline_data, 10)
+    }
+  end
 end
diff --git a/mix.exs b/mix.exs
@@ -29,6 +29,7 @@ defmodule ExBinance.MixProject do
       {:httpoison, "~> 1.0"},
       {:jason, "~> 1.1"},
       {:exconstructor, "~> 1.1"},
+      {:hackney, "~> 1.17"},
       {:ex_doc, ">= 0.0.0", only: :dev},
       {:dialyxir, "~> 1.0", only: [:dev], runtime: false},
       {:mix_test_watch, "~> 1.0", only: :dev, runtime: false},

diff --git a/test/ex_binance/public_test.exs b/test/ex_binance/public_test.exs
@@ -146,4 +146,82 @@ defmodule ExBinance.PublicTest do
       end
     end
   end
+
+  describe ".klines" do
+    test "returns klines for a given symbol and interval" do
+      use_cassette "klines_symbol_interval_ok" do
+        {:ok, klines} = ExBinance.Public.klines("BTCUSDT", "1m")
+
+        assert [%ExBinance.Kline{
+                  close: "33336.52000000",
+                  close_time: 1624529639999,
+                  high: "33336.52000000",
+                  low: "33325.49000000",
+                  number_of_trades: 28,
+                  open: "33334.78000000",
+                  open_time: 1624529580000,
+                  quote_asset_volume: "10243.20474104",
+                  taker_buy_base_asset_volume: "0.24031200",
+                  taker_buy_quote_asset_volume: "8009.99722824",
+                  volume: "0.30731600"
+                } | _tail] = klines
+
+        assert length(klines) == 500
+      end
+    end
+
+    test "returns klines for a given symbol, interval and limit" do
+      use_cassette "klines_symbol_interval_limit_ok" do
+        {:ok, klines} = ExBinance.Public.klines("BTCUSDT", "1m", 1, nil, nil)
+
+        assert [%ExBinance.Kline{
+                  close: "35047.03000000",
+                  close_time: 1624559579999,
+                  high: "35047.03000000",
+                  low: "34800.01000000",
+                  number_of_trades: 37,
+                  open: "34970.90000000",
+                  open_time: 1624559520000,
+                  quote_asset_volume: "14686.87819470",
+                  taker_buy_base_asset_volume: "0.41391700",
+                  taker_buy_quote_asset_volume: "14492.85555020",
+                  volume: "0.41947200"
+                }] = klines
+      end
+    end
+
+    test "returns klines for a given symbol, interval, start time, end time and limit" do
+      use_cassette "klines_symbol_interval_with_time_and_limit_ok" do
+        {:ok, klines} = ExBinance.Public.klines("BTCUSDT", "1m", 2, 1624438800000, 1624440000000)
+        assert klines == [
+          %ExBinance.Kline{
+            close: "33784.38000000",
+            close_time: 1624438859999,
+            high: "33800.00000000",
+            low: "33666.01000000",
+            number_of_trades: 52,
+            open: "33800.00000000",
+            open_time: 1624438800000,
+            quote_asset_volume: "21900.06475101",
+            taker_buy_base_asset_volume: "0.45358400",
+            taker_buy_quote_asset_volume: "15296.35728097",
+            volume: "0.64906000"
+          },
+          %ExBinance.Kline{
+            close: "33845.40000000",
+            close_time: 1624438919999,
+            high: "33845.40000000",
+            low: "33785.58000000",
+            number_of_trades: 35,
+            open: "33789.26000000",
+            open_time: 1624438860000,
+            quote_asset_volume: "16527.62739828",
+            taker_buy_base_asset_volume: "0.48791700",
+            taker_buy_quote_asset_volume: "16498.06501578",
+            volume: "0.48879200"
+          }
+        ]
+      end
+    end
+  end
 end