Binance: update orderbook and ticker rate limits (thrasher-corp#1697)

* updates some rate limits * WOAH FRIDAY FAILURES * remove secret code, DONT LOOK * types.Number, rv ob num, fr changes * ever so slight neaten * Remove FundingRateInfo for CMF only * revert to using the funding rate intervals
chinna5415 · Nov 13, 2024 · 85ecd0d · 85ecd0d
1 parent 8f9ebcb
commit 85ecd0d
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Showing 10 changed files with 61,804 additions and 24,642 deletions.
diff --git a/exchanges/binance/binance.go b/exchanges/binance/binance.go
@@ -135,7 +135,6 @@ func (b *Binance) GetOrderBook(ctx context.Context, obd OrderBookDataRequestPara
 	}
 	params.Set("symbol", symbol)
 	params.Set("limit", strconv.Itoa(obd.Limit))
-
 	var resp OrderBookData
 	if err := b.SendHTTPRequest(ctx,
 		exchange.RestSpotSupplementary,
@@ -491,29 +490,53 @@ func (b *Binance) GetAveragePrice(ctx context.Context, symbol currency.Pair) (Av
 // GetPriceChangeStats returns price change statistics for the last 24 hours
 //
 // symbol: string of currency pair
-func (b *Binance) GetPriceChangeStats(ctx context.Context, symbol currency.Pair) (PriceChangeStats, error) {
+func (b *Binance) GetPriceChangeStats(ctx context.Context, symbol currency.Pair) (*PriceChangeStats, error) {
 	resp := PriceChangeStats{}
 	params := url.Values{}
-	rateLimit := spotPriceChangeAllRate
+	rateLimit := spotTickerAllRate
 	if !symbol.IsEmpty() {
-		rateLimit = spotDefaultRate
+		rateLimit = spotTicker1Rate
 		symbolValue, err := b.FormatSymbol(symbol, asset.Spot)
 		if err != nil {
-			return resp, err
+			return nil, err
 		}
 		params.Set("symbol", symbolValue)
 	}
 	path := priceChange + "?" + params.Encode()
 
-	return resp, b.SendHTTPRequest(ctx,
-		exchange.RestSpotSupplementary, path, rateLimit, &resp)
+	return &resp, b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, rateLimit, &resp)
 }
 
 // GetTickers returns the ticker data for the last 24 hrs
-func (b *Binance) GetTickers(ctx context.Context) ([]PriceChangeStats, error) {
+func (b *Binance) GetTickers(ctx context.Context, symbols ...currency.Pair) ([]PriceChangeStats, error) {
 	var resp []PriceChangeStats
-	return resp, b.SendHTTPRequest(ctx,
-		exchange.RestSpotSupplementary, priceChange, spotPriceChangeAllRate, &resp)
+	symbolLength := len(symbols)
+	params := url.Values{}
+	var rl request.EndpointLimit
+	switch {
+	case symbolLength == 1:
+		rl = spotTicker1Rate
+	case symbolLength > 1 && symbolLength <= 20:
+		rl = spotTicker20Rate
+	case symbolLength > 20 && symbolLength <= 100:
+		rl = spotTicker100Rate
+	case symbolLength > 100, symbolLength == 0:
+		rl = spotTickerAllRate
+	}
+	path := priceChange
+	if symbolLength > 0 {
+		symbolValues := make([]string, symbolLength)
+		for i := range symbols {
+			symbolValue, err := b.FormatSymbol(symbols[i], asset.Spot)
+			if err != nil {
+				return resp, err
+			}
+			symbolValues[i] = "\"" + symbolValue + "\""
+		}
+		params.Set("symbols", "["+strings.Join(symbolValues, ",")+"]")
+		path += "?" + params.Encode()
+	}
+	return resp, b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, rl, &resp)
 }
 
 // GetLatestSpotPrice returns latest spot price of symbol
@@ -522,7 +545,7 @@ func (b *Binance) GetTickers(ctx context.Context) ([]PriceChangeStats, error) {
 func (b *Binance) GetLatestSpotPrice(ctx context.Context, symbol currency.Pair) (SymbolPrice, error) {
 	resp := SymbolPrice{}
 	params := url.Values{}
-	rateLimit := spotSymbolPriceAllRate
+	rateLimit := spotTickerAllRate
 	if !symbol.IsEmpty() {
 		rateLimit = spotDefaultRate
 		symbolValue, err := b.FormatSymbol(symbol, asset.Spot)

diff --git a/exchanges/binance/binance_cfutures.go b/exchanges/binance/binance_cfutures.go
@@ -94,16 +94,14 @@ func (b *Binance) GetFuturesOrderbook(ctx context.Context, symbol currency.Pair,
 		params.Set("limit", strconv.FormatInt(limit, 10))
 	}
 
-	rateBudget := cFuturesDefaultRate
+	rateBudget := cFuturesOrderbook1000Rate
 	switch {
 	case limit == 5, limit == 10, limit == 20, limit == 50:
 		rateBudget = cFuturesOrderbook50Rate
 	case limit >= 100 && limit < 500:
 		rateBudget = cFuturesOrderbook100Rate
-	case limit >= 500 && limit < 1000:
+	case limit == 0, limit >= 500 && limit < 1000:
 		rateBudget = cFuturesOrderbook500Rate
-	case limit == 1000:
-		rateBudget = cFuturesOrderbook1000Rate
 	}
 
 	var data OrderbookData

diff --git a/exchanges/binance/binance_test.go b/exchanges/binance/binance_test.go
@@ -1192,11 +1192,14 @@ func TestGetPriceChangeStats(t *testing.T) {
 
 func TestGetTickers(t *testing.T) {
 	t.Parallel()
-
 	_, err := b.GetTickers(context.Background())
-	if err != nil {
-		t.Error("Binance TestGetTickers error", err)
-	}
+	require.NoError(t, err)
+
+	resp, err := b.GetTickers(context.Background(),
+		currency.NewPair(currency.BTC, currency.USDT),
+		currency.NewPair(currency.ETH, currency.USDT))
+	require.NoError(t, err)
+	require.Len(t, resp, 2)
 }
 
 func TestGetLatestSpotPrice(t *testing.T) {
@@ -2819,7 +2822,7 @@ func TestUpdateOrderExecutionLimits(t *testing.T) {
 	}
 }
 
-func TestGetFundingRates(t *testing.T) {
+func TestGetHistoricalFundingRates(t *testing.T) {
 	t.Parallel()
 	s, e := getTime()
 	_, err := b.GetHistoricalFundingRates(context.Background(), &fundingrate.HistoricalRatesRequest{

diff --git a/exchanges/binance/binance_types.go b/exchanges/binance/binance_types.go
@@ -300,8 +300,8 @@ type IndexMarkPrice struct {
 	IndexPrice           types.Number `json:"indexPrice"`
 	EstimatedSettlePrice types.Number `json:"estimatedSettlePrice"`
 	LastFundingRate      types.Number `json:"lastFundingRate"`
-	NextFundingTime      int64        `json:"nextFundingTime"`
-	Time                 int64        `json:"time"`
+	NextFundingTime      types.Time   `json:"nextFundingTime"`
+	Time                 types.Time   `json:"time"`
 }
 
 // CandleStick holds kline data
@@ -327,25 +327,27 @@ type AveragePrice struct {
 
 // PriceChangeStats contains statistics for the last 24 hours trade
 type PriceChangeStats struct {
-	Symbol             string    `json:"symbol"`
-	PriceChange        float64   `json:"priceChange,string"`
-	PriceChangePercent float64   `json:"priceChangePercent,string"`
-	WeightedAvgPrice   float64   `json:"weightedAvgPrice,string"`
-	PrevClosePrice     float64   `json:"prevClosePrice,string"`
-	LastPrice          float64   `json:"lastPrice,string"`
-	LastQty            float64   `json:"lastQty,string"`
-	BidPrice           float64   `json:"bidPrice,string"`
-	AskPrice           float64   `json:"askPrice,string"`
-	OpenPrice          float64   `json:"openPrice,string"`
-	HighPrice          float64   `json:"highPrice,string"`
-	LowPrice           float64   `json:"lowPrice,string"`
-	Volume             float64   `json:"volume,string"`
-	QuoteVolume        float64   `json:"quoteVolume,string"`
-	OpenTime           time.Time `json:"openTime"`
-	CloseTime          time.Time `json:"closeTime"`
-	FirstID            int64     `json:"firstId"`
-	LastID             int64     `json:"lastId"`
-	Count              int64     `json:"count"`
+	Symbol             string       `json:"symbol"`
+	PriceChange        types.Number `json:"priceChange"`
+	PriceChangePercent types.Number `json:"priceChangePercent"`
+	WeightedAvgPrice   types.Number `json:"weightedAvgPrice"`
+	PrevClosePrice     types.Number `json:"prevClosePrice"`
+	LastPrice          types.Number `json:"lastPrice"`
+	LastQty            types.Number `json:"lastQty"`
+	BidPrice           types.Number `json:"bidPrice"`
+	AskPrice           types.Number `json:"askPrice"`
+	BidQuantity        types.Number `json:"bidQty"`
+	AskQuantity        types.Number `json:"askQty"`
+	OpenPrice          types.Number `json:"openPrice"`
+	HighPrice          types.Number `json:"highPrice"`
+	LowPrice           types.Number `json:"lowPrice"`
+	Volume             types.Number `json:"volume"`
+	QuoteVolume        types.Number `json:"quoteVolume"`
+	OpenTime           time.Time    `json:"openTime"`
+	CloseTime          time.Time    `json:"closeTime"`
+	FirstID            int64        `json:"firstId"`
+	LastID             int64        `json:"lastId"`
+	Count              int64        `json:"count"`
 }
 
 // SymbolPrice holds basic symbol price

diff --git a/exchanges/binance/binance_ufutures.go b/exchanges/binance/binance_ufutures.go
@@ -102,16 +102,14 @@ func (b *Binance) UFuturesOrderbook(ctx context.Context, symbol currency.Pair, l
 		params.Set("limit", strLimit)
 	}
 
-	rateBudget := uFuturesDefaultRate
+	rateBudget := uFuturesOrderbook1000Rate
 	switch {
 	case limit == 5, limit == 10, limit == 20, limit == 50:
 		rateBudget = uFuturesOrderbook50Rate
 	case limit >= 100 && limit < 500:
 		rateBudget = uFuturesOrderbook100Rate
-	case limit >= 500 && limit < 1000:
+	case limit == 0, limit >= 500 && limit < 1000:
 		rateBudget = uFuturesOrderbook500Rate
-	case limit == 1000:
-		rateBudget = uFuturesOrderbook1000Rate
 	}
 
 	var data OrderbookData