From 1dd4e68c02ae9e66292e2ffa131b021516893f09 Mon Sep 17 00:00:00 2001 From: Quentin Bereau Date: Thu, 24 Jun 2021 21:44:26 +0200 Subject: [PATCH] Added klines support --- .../klines_symbol_interval_limit_ok.json | 44 +++++++++++ .../klines_symbol_interval_ok.json | 45 +++++++++++ ...ymbol_interval_with_time_and_limit_ok.json | 45 +++++++++++ lib/ex_binance/kline.ex | 21 +++++ lib/ex_binance/public.ex | 29 +++++++ mix.exs | 1 + test/ex_binance/public_test.exs | 78 +++++++++++++++++++ 7 files changed, 263 insertions(+) create mode 100644 fixture/vcr_cassettes/klines_symbol_interval_limit_ok.json create mode 100644 fixture/vcr_cassettes/klines_symbol_interval_ok.json create mode 100644 fixture/vcr_cassettes/klines_symbol_interval_with_time_and_limit_ok.json create mode 100644 lib/ex_binance/kline.ex diff --git a/fixture/vcr_cassettes/klines_symbol_interval_limit_ok.json b/fixture/vcr_cassettes/klines_symbol_interval_limit_ok.json new file mode 100644 index 0000000..fdc97eb --- /dev/null +++ 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\"]]", + "headers": { + "Content-Type": "application/json;charset=UTF-8", + "Content-Length": "166", + "Connection": "keep-alive", + "Date": "Thu, 24 Jun 2021 18:32:42 GMT", + "Server": "nginx", + "x-mbx-uuid": "36439ccd-17c4-4960-bbd3-d5fefb5c391a", + "x-mbx-used-weight": "3", + "x-mbx-used-weight-1m": "3", + "Strict-Transport-Security": "max-age=31536000; includeSubdomains", + "X-Frame-Options": "SAMEORIGIN", + "X-Xss-Protection": "1; mode=block", + "X-Content-Type-Options": "nosniff", + "Content-Security-Policy": "default-src 'self'", + "X-Content-Security-Policy": "default-src 'self'", + "X-WebKit-CSP": "default-src 'self'", + "Cache-Control": "no-cache, no-store, must-revalidate", + "Pragma": "no-cache", + "Expires": "0", + "Access-Control-Allow-Origin": "*", + "Access-Control-Allow-Methods": "GET, HEAD, OPTIONS", + "X-Cache": "Miss from cloudfront", + "Via": "1.1 1437ff2cfbc1ea8c7a36e6b0ce6e935a.cloudfront.net (CloudFront)", + "X-Amz-Cf-Pop": "ZRH50-C1", + "X-Amz-Cf-Id": "LrF2FY1xDr4aXxnYrzDl906yiAoMqEMoU6u1PeqAniO-UIJLOqJUOg==" + }, + "status_code": 200, + "type": "ok" + } + } +] \ No newline at end of file diff --git a/fixture/vcr_cassettes/klines_symbol_interval_ok.json b/fixture/vcr_cassettes/klines_symbol_interval_ok.json new file mode 100644 index 0000000..ec85ecd --- /dev/null +++ b/fixture/vcr_cassettes/klines_symbol_interval_ok.json @@ -0,0 +1,45 @@ +[ + { + "request": { + "body": "", + "headers": [], + "method": "get", + "options": [], + "request_body": "", + "url": "https://testnet.binance.vision/api/v3/klines?interval=1m&symbol=BTCUSDT" + }, + "response": { + "binary": false, + "body": 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:taker_buy_quote_asset_volume + ] + + use ExConstructor +end diff --git a/lib/ex_binance/public.ex b/lib/ex_binance/public.ex index 52a61ca..f08a86d 100644 --- 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 index 6811dae..165f742 100644 --- 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 index 1679dda..32f9307 100644 --- 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