Binance: convert timestamps to time.Time (thrasher-corp#601)

* add custom Unmarshal function for JSON types
* pass KlinesRequestParams as pointer, because now the object is bigger

exchanges/binance/binance.go

@@ -184,10 +184,10 @@ func (b *Binance) GetAggregatedTrades(arg *AggregatedTradeRequestParams) ([]Aggr
 		params.Set("fromId", strconv.FormatInt(arg.FromID, 10))
 	}
 	if !arg.StartTime.IsZero() {
-		params.Set("startTime", strconv.FormatInt(convert.UnixMillis(arg.StartTime), 10))
+		params.Set("startTime", timeString(arg.StartTime))
 	}
 	if !arg.EndTime.IsZero() {
-		params.Set("endTime", strconv.FormatInt(convert.UnixMillis(arg.EndTime), 10))
+		params.Set("endTime", timeString(arg.EndTime))
 	}
 
 	// startTime and endTime are set and time between startTime and endTime is more than 1 hour
@@ -231,8 +231,8 @@ func (b *Binance) batchAggregateTrades(arg *AggregatedTradeRequestParams, params
 				// All requests returned empty
 				return nil, nil
 			}
-			params.Set("startTime", strconv.FormatInt(convert.UnixMillis(start), 10))
-			params.Set("endTime", strconv.FormatInt(convert.UnixMillis(start.Add(time.Hour)), 10))
+			params.Set("startTime", timeString(start))
+			params.Set("endTime", timeString(start.Add(time.Hour)))
 			path := b.API.Endpoints.URL + aggregatedTrades + "?" + params.Encode()
 			err := b.SendHTTPRequest(path, limitDefault, &resp)
 			if err != nil {
@@ -260,7 +260,7 @@ func (b *Binance) batchAggregateTrades(arg *AggregatedTradeRequestParams, params
 		if !arg.EndTime.IsZero() {
 			// get index for truncating to end time
 			lastIndex = sort.Search(len(additionalTrades), func(i int) bool {
-				return convert.UnixMillis(arg.EndTime) < additionalTrades[i].TimeStamp
+				return arg.EndTime.Before(additionalTrades[i].TimeStamp)
 			})
 		}
 		// don't include the first as the request was inclusive from last ATradeID
@@ -286,7 +286,7 @@ func (b *Binance) batchAggregateTrades(arg *AggregatedTradeRequestParams, params
 // interval: the interval time for the data
 // startTime: startTime filter for kline data
 // endTime: endTime filter for the kline data
-func (b *Binance) GetSpotKline(arg KlinesRequestParams) ([]CandleStick, error) {
+func (b *Binance) GetSpotKline(arg *KlinesRequestParams) ([]CandleStick, error) {
 	var resp interface{}
 	var klineData []CandleStick
 
@@ -296,11 +296,11 @@ func (b *Binance) GetSpotKline(arg KlinesRequestParams) ([]CandleStick, error) {
 	if arg.Limit != 0 {
 		params.Set("limit", strconv.Itoa(arg.Limit))
 	}
-	if arg.StartTime != 0 {
-		params.Set("startTime", strconv.FormatInt(arg.StartTime, 10))
+	if !arg.StartTime.IsZero() {
+		params.Set("startTime", timeString(arg.StartTime))
 	}
-	if arg.EndTime != 0 {
-		params.Set("endTime", strconv.FormatInt(arg.EndTime, 10))
+	if !arg.EndTime.IsZero() {
+		params.Set("endTime", timeString(arg.EndTime))
 	}
 
 	path := fmt.Sprintf("%s%s?%s", b.API.Endpoints.URL, candleStick, params.Encode())

exchanges/binance/binance_test.go

@@ -38,10 +38,16 @@ func setFeeBuilder() *exchange.FeeBuilder {
 
 func TestGetExchangeInfo(t *testing.T) {
 	t.Parallel()
-	_, err := b.GetExchangeInfo()
+	info, err := b.GetExchangeInfo()
 	if err != nil {
 		t.Error(err)
 	}
+	if mockTests {
+		serverTime := time.Date(2020, 4, 15, 23, 44, 38, int(861*time.Millisecond), time.UTC)
+		if !info.Servertime.Equal(serverTime) {
+			t.Errorf("Expected %v, got %v", serverTime, info.Servertime)
+		}
+	}
 }
 
 func TestFetchTradablePairs(t *testing.T) {
@@ -104,12 +110,12 @@ func TestGetAggregatedTrades(t *testing.T) {
 
 func TestGetSpotKline(t *testing.T) {
 	t.Parallel()
-	_, err := b.GetSpotKline(KlinesRequestParams{
+	_, err := b.GetSpotKline(&KlinesRequestParams{
 		Symbol:    "BTCUSDT",
 		Interval:  kline.FiveMin.Short(),
 		Limit:     24,
-		StartTime: time.Unix(1577836800, 0).Unix() * 1000,
-		EndTime:   time.Unix(1580515200, 0).Unix() * 1000,
+		StartTime: time.Unix(1577836800, 0),
+		EndTime:   time.Unix(1580515200, 0),
 	})
 	if err != nil {
 		t.Error("Binance GetSpotKline() error", err)
@@ -514,8 +520,7 @@ func TestGetAggregatedTradesBatched(t *testing.T) {
 			if len(result) != tt.numExpected {
 				t.Errorf("GetAggregatedTradesBatched() expected %v entries, got %v", tt.numExpected, len(result))
 			}
-			lastTrade := result[len(result)-1]
-			lastTradeTime := time.Unix(0, lastTrade.TimeStamp*int64(time.Millisecond))
+			lastTradeTime := result[len(result)-1].TimeStamp
 			if !lastTradeTime.Equal(tt.lastExpected) {
 				t.Errorf("last trade expected %v, got %v", tt.lastExpected, lastTradeTime)
 			}