Merge branch 'feature/tox_travis_coverall' into develop

.gitignore

@@ -0,0 +1,2 @@
+.tox
+.cache/v/cache

.travis.yml

@@ -0,0 +1,19 @@
+language: python
+
+python:
+  - "2.7"
+  - "3.3"
+  - "3.4"
+  - "3.5"
+  - "3.6"
+
+install:
+  - pip install -r requirements.txt
+  - pip install -r test-requirements.txt
+  - pip install tox-travis
+
+script:
+  - tox
+
+after_success:
+  - coveralls

PYPIREADME.rst

@@ -7,6 +7,12 @@ Binance API
 .. image:: https://img.shields.io/pypi/l/python-binance.svg
     :target: https://pypi.python.org/pypi/python-binance
 
+.. image:: https://img.shields.io/travis/sammchardy/python-binance/master.svg
+    :target: https://travis-ci.org/sammchardy/python-binance
+
+.. image::https://img.shields.io/coveralls/sammchardy/python-binance.svg
+    :target: https://coveralls.io/github/sammchardy/python-binance
+
 .. image:: https://img.shields.io/pypi/wheel/python-binance.svg
     :target: https://pypi.python.org/pypi/python-binance
 

README.rst

@@ -7,6 +7,12 @@ Binance API
 .. image:: https://img.shields.io/pypi/l/python-binance.svg
     :target: https://pypi.python.org/pypi/python-binance
 
+.. image:: https://img.shields.io/travis/sammchardy/python-binancer.svg
+    :target: https://travis-ci.org/sammchardy/python-binance
+
+.. image::https://img.shields.io/coveralls/sammchardy/python-binance.svg
+    :target: https://coveralls.io/github/sammchardy/python-binance
+
 .. image:: https://img.shields.io/pypi/wheel/python-binance.svg
     :target: https://pypi.python.org/pypi/python-binance
 
@@ -97,6 +103,17 @@ Some methods have a `recvWindow` parameter for `timing security, see Binance doc
 
 API Endpoints are rate limited by Binance at 20 requests per second.
 
+Order Validation
+^^^^^^^^^^^^^^^^
+
+Binance has a number of rules around symbol pair orders with validation on minimum price, quantity and total order value.
+
+These rules are fetched when the client is initialised.
+
+The rules can be refreshed by calling the `get_products` API endpoint.
+
+We can then validate if pairs are being actively traded on Binance as well.
+
 ENUMs
 ^^^^^
 

binance/client.py

@@ -1,21 +1,27 @@
+#!/usr/bin/env python
+# coding=utf-8
+
 import hashlib
 import requests
 import six
 import time
+from .exceptions import BinanceAPIException
+from .validation import validate_order
+
 if six.PY2:
     from urllib import urlencode
 elif six.PY3:
     from urllib.parse import urlencode
 
-from .exceptions import BinanceAPIException
-from .validation import validate_order
-
 
 class Client(object):
 
     API_URL = 'https://www.binance.com/api'
+    WEBSITE_URL = 'https://www.binance.com'
     API_VERSION = 'v1'
 
+    _products = None
+
     def __init__(self, api_key, api_secret):
 
         self.API_KEY = api_key
@@ -24,6 +30,7 @@ def __init__(self, api_key, api_secret):
 
         # init DNS and SSL cert
         self.ping()
+        self.get_products()
 
     def _init_session(self):
 
@@ -36,6 +43,9 @@ def _init_session(self):
     def _create_api_uri(self, path):
         return self.API_URL + '/' + self.API_VERSION + '/' + path
 
+    def _create_website_uri(self, path):
+        return self.WEBSITE_URL + '/' + path
+
     def _generate_signature(self, data):
 
         query_string = urlencode(data)
@@ -52,7 +62,7 @@ def _request(self, method, path, signed, **kwargs):
             kwargs['data'] = data
         if signed:
             # generate signature
-            kwargs['data']['timestamp'] =int(time.time() * 1000)
+            kwargs['data']['timestamp'] = int(time.time() * 1000)
             kwargs['data']['signature'] = self._generate_signature(kwargs['data'])
 
         if data and method == 'get':
@@ -62,6 +72,21 @@ def _request(self, method, path, signed, **kwargs):
         response = getattr(self.session, method)(uri, **kwargs)
         return self._handle_response(response)
 
+    def _request_website(self, method, path, **kwargs):
+
+        uri = self._create_website_uri(path)
+
+        data = kwargs.get('data', None)
+        if data and isinstance(data, dict):
+            kwargs['data'] = data
+
+        if data and method == 'get':
+            kwargs['params'] = kwargs['data']
+            del(kwargs['data'])
+
+        response = getattr(self.session, method)(uri, **kwargs)
+        return self._handle_response(response)
+
     def _handle_response(self, response):
         """Internal helper for handling API responses from the Coinbase server.
         Raises the appropriate exceptions when necessary; otherwise, returns the
@@ -83,6 +108,25 @@ def _put(self, path, signed=False, **kwargs):
     def _delete(self, path, signed=False, **kwargs):
         return self._request('delete', path, signed, **kwargs)
 
+    def _parse_products(self, products):
+        """
+
+        :param products:
+        :return:
+        """
+        self._products = {}
+        if 'data' in products:
+            products = products['data']
+        for p in products:
+            self._products[p['symbol']] = p
+
+    # Website Endpoints
+
+    def get_products(self):
+        products = self._request_website('get', 'exchange/public/product')
+        self._parse_products(products)
+        return products
+
     # General Endpoints
 
     def ping(self):
@@ -171,7 +215,7 @@ def create_order(self, **params):
             icebergQty - Used with iceberg orders
         :return:
         """
-        validate_order(params)
+        validate_order(params, self._products)
         return self._post('order', True, data=params)
 
     def create_test_order(self, **params):
@@ -191,7 +235,7 @@ def create_test_order(self, **params):
             recvWindow - the number of milliseconds the request is valid for
         :return:
         """
-        validate_order(params)
+        validate_order(params, self._products)
         return self._post('order/test', True, data=params)
 
     def get_order(self, **params):
@@ -280,4 +324,4 @@ def stream_keepalive(self, **params):
         return self._put('userDataStream', False, data=params)
 
     def stream_close(self, **params):
-        return self._delete('userDataStream', False, data=params)
+        return self._delete('userDataStream', False, data=params)

binance/enums.py

@@ -1,3 +1,5 @@
+#!/usr/bin/env python
+# coding=utf-8
 
 SYMBOL_TYPE_SPOT = 'SPOT'
 

binance/exceptions.py

@@ -1,3 +1,6 @@
+#!/usr/bin/env python
+# coding=utf-8
+
 
 class BinanceAPIException(Exception):
     def __init__(self, response):
@@ -40,4 +43,18 @@ class BinanceOrderMinTotalException(BinanceOrderException):
 
     def __init__(self, value):
         message = "Total must be at least %s" % value
-        super(BinanceOrderMinTotalException, self).__init__(-1013, message)
+        super(BinanceOrderMinTotalException, self).__init__(-1013, message)
+
+
+class BinanceOrderUnknownSymbolException(BinanceOrderException):
+
+    def __init__(self, value):
+        message = "Unknown symbol %s" % value
+        super(BinanceOrderUnknownSymbolException, self).__init__(-1013, message)
+
+
+class BinanceOrderInactiveSymbolException(BinanceOrderException):
+
+    def __init__(self, value):
+        message = "Attempting to trade an inactive symbol %s" % value
+        super(BinanceOrderInactiveSymbolException, self).__init__(-1013, message)

binance/validation.py

@@ -1,104 +1,54 @@
-from .enums import *
-from .exceptions import *
+#!/usr/bin/env python
+# coding=utf-8
 
-# https://binance.zendesk.com/hc/en-us/articles/115000594711
-TRADE_LIMITS = {
-    'ETHBTC': {
-        'min_amount': 0.001,
-        'min_price': 0.000001,
-        'min_order_value': 0.001
-    },
-    'LTCBTC': {
-        'min_amount': 0.01,
-        'min_price': 0.000001,
-        'min_order_value': 0.001
-    },
-    'BNBBTC': {
-        'min_amount': 1,
-        'min_price': 0.00000001,
-        'min_order_value': 0.001
-    },
-    'NEOBTC': {
-        'min_amount': 0.001,
-        'min_price': 0.000001,
-        'min_order_value': 0.001
-    },
-    'GASBTC': {
-        'min_amount': 0.01,
-        'min_price': 0.000001,
-        'min_order_value': 0.001
-    },
-    'BCCBTC': {
-        'min_amount': 0.001,
-        'min_price': 0.000001,
-        'min_order_value': 0.001
-    },
-    'HCCBTC': {
-        'min_amount': 1,
-        'min_price': 0.00000001,
-        'min_order_value': 0.001
-    },
-    'HSRBTC': {
-        'min_amount': 0.01,
-        'min_price': 0.000001,
-        'min_order_value': 0.001
-    },
-    'BNBETH': {
-        'min_amount': 1,
-        'min_price': 0.00000001,
-        'min_order_value': 0.01
-    },
-    'QTUMETH': {
-        'min_amount': 0.01,
-        'min_price': 0.000001,
-        'min_order_value': 0.01
-    },
-    'SNTETH': {
-        'min_amount': 1,
-        'min_price': 0.00000001,
-        'min_order_value': 0.01
-    },
-    'BNTETH': {
-        'min_amount': 0.01,
-        'min_price': 0.000001,
-        'min_order_value': 0.01
-    },
-    'EOSETH': {
-        'min_amount': 0.01,
-        'min_price': 0.000001,
-        'min_order_value': 0.01
-    },
-    'BTMETH': {
-        'min_amount': 1,
-        'min_price': 0.00000001,
-        'min_order_value': 0.01
-    },
-    'BTCUSDT': {
-        'min_amount': 0.000001,
-        'min_price': 0.01,
-        'min_order_value': 1
-    },
-    'ETHUSDT': {
-        'min_amount': 0.00001,
-        'min_price': 0.01,
-        'min_order_value': 1
-    },
+from .exceptions import BinanceOrderUnknownSymbolException, \
+    BinanceOrderInactiveSymbolException, \
+    BinanceOrderMinPriceException, \
+    BinanceOrderMinAmountException, \
+    BinanceOrderMinTotalException
+
+"""
+Use details from
+https://www.binance.com/exchange/public/product
+minTrade means min Amount
+ticksize means min price
+
+Notional limits from https://binance.zendesk.com/hc/en-us/articles/115000594711
+BTC - 0.001
+ETH - 0.01
+USDT - 1
+"""
+
+NOTIONAL_LIMITS = {
+    'BTC': 0.001,
+    'ETH': 0.01,
+    'USDT': 1
 }
 
 
-def validate_order(params):
-    limits = TRADE_LIMITS[params['symbol']]
+def validate_order(params, products):
+    print(params)
+    if params['symbol'] not in products:
+        raise BinanceOrderUnknownSymbolException(params['symbol'])
+
+    limits = products[params['symbol']]
+
+    if not limits['active']:
+        raise BinanceOrderInactiveSymbolException(params['symbol'])
+
     price = float(params['price'])
     quantity = float(params['quantity'])
     # check price
-    if price < limits['min_price'] != 0:
-        raise BinanceOrderMinPriceException(limits['min_price'])
+    if price < float(limits['tickSize']) != 0:
+        raise BinanceOrderMinPriceException(limits['tickSize'])
 
     # check order amount
-    if quantity % limits['min_amount'] != 0.0:
-        raise BinanceOrderMinAmountException(limits['min_amount'])
+    min_trade = float(limits['minTrade'])
+    if quantity / min_trade - int(quantity / min_trade) > 0.0:
+        raise BinanceOrderMinAmountException(limits['minTrade'])
 
     # check order total
     total = float(params['price']) * float(params['quantity'])
-    if total < limits['min_order_value']:
-        raise BinanceOrderMinTotalException(limits['min_order_value'])
+    notional_total = NOTIONAL_LIMITS[limits['quoteAsset']]
+    if total < notional_total:
+        raise BinanceOrderMinTotalException(notional_total)

binance/websockets.py

@@ -1,3 +1,6 @@
+#!/usr/bin/env python
+# coding=utf-8
+
 import json
 import threading
 

setup.cfg

@@ -1,2 +1,5 @@
 [bdist_wheel]
 universal = 1
+
+[pep8]
+ignore = E501