Research: Testing Binance API from Google Apps Script

Objective:

Use Google Apps Script to connect to the Binance API with the aim of obtaining public and private resources.

Issues:

• Requests blocked by Web Application Firewall due to too many requests from the Google Apps Script API pool.

Testing Wave 1:

• Created new Google Apps Script project with script contained within code.js.
• Created an Binance application to obtain an API key and API secret, which were used in Code.gs in place of the placeholder values.
• Ran script multiple times with varying delays.

Wave 1 Results:

• First 3 requests resulted in HTTP 403 Web Application Firewall error page with "The request could not be satisfied" as per request-not-satisfied.html
• Subsequent requests resulted in either the above response page, or HTTP 418 with message IP banned until X where X is a Unix timestamp approximately 75 minutes after the request was made.

Testing Wave 2:

• Created exponential backoff algorithm based on recommendation from Google IoT Core documentation
• Ran 50 requests using this algorithm.

Wave 2 Results:

• 41 HTTP 418 responses were received
• 4 HTTP 403 responses were received
• 7 empty responses were) received ([])
• As empty responses with HTTP 200 were received it seems that it is occasionally possible to retrieve data from the API in Google Apps Script.
• Testing a third wave using an endpoint that I can be sure will have data.

Testing Wave 3:

• Modularised code to make generic calls, uploaded to expBackoff.js with enumerator file.
• Created function to call Account Information endpoint (https://api.binance.com/api/v3/account)
• Ran 50 requests to this endpoint

Wave 3 Results:

• 46 HTTP 418 responses were received
• 4 requests were made successfully with correct response (execution log here.

Analysis:

• Response success rate is approximately 9.6%:
  • 250 requests were sent in 5 batches of 50 (successful responses per batch: 4, 7, 7, 0, 6)
  • Count, N : 5
  • Sum, Σx : 24 ( / 250 )
  • Mean, x̄ : 4.8
  • Variance, s² : 8.7

Using Binomial Probability:

• There is ~63.5% chance of a sucessful response within 10 requests.
• Probability goes up to 86.7% with 20 trials for at least one success.
• Probability of a successful response in 50 trials goes up again to 99.2%.

Conclusion:

• Using well formed Exponential Backoff algorithms can generate responses from the Binance API with enough attempts
• GAS is not the most reliable platform, using backoff algoithm executes 50 requests in ~70 seconds
• Assuming no additional quota issues or usage limits a successful response can be received with attenuation towards certain chance.