# frozen_string_literal: true # Updates account balance and imports spot trades. class BinanceAccount::Processor include BinanceAccount::UsdConverter # Quote currencies probed when fetching trade history. Ordered by prevalence so # the most common pairs are tried first and rate-limit weight is front-loaded. TRADE_QUOTE_CURRENCIES = %w[USDT BUSD FDUSD BTC ETH BNB].freeze attr_reader :binance_account def initialize(binance_account) @binance_account = binance_account end def process unless binance_account.current_account.present? Rails.logger.info "BinanceAccount::Processor - no linked account for #{binance_account.id}, skipping" return end begin BinanceAccount::HoldingsProcessor.new(binance_account).process rescue StandardError => e Rails.logger.error "BinanceAccount::Processor - holdings failed for #{binance_account.id}: #{e.message}" end begin process_account! rescue StandardError => e Rails.logger.error "BinanceAccount::Processor - account update failed for #{binance_account.id}: #{e.message}" raise end fetch_and_process_trades end private def target_currency binance_account.binance_item.family.currency end def process_account! account = binance_account.current_account raw_usd = (binance_account.current_balance || 0).to_d amount, stale, rate_date = convert_from_usd(raw_usd, date: Date.current) stale_extra = build_stale_extra(stale, rate_date, Date.current) account.update!( balance: amount, cash_balance: 0, currency: target_currency ) binance_account.update!(extra: binance_account.extra.to_h.deep_merge(stale_extra)) end def fetch_and_process_trades provider = binance_account.binance_item&.binance_provider return unless provider symbols = extract_trade_symbols return if symbols.empty? existing_spot = binance_account.raw_transactions_payload&.dig("spot") || {} new_trades_by_symbol = {} symbols.each do |symbol| TRADE_QUOTE_CURRENCIES.each do |quote| pair = "#{symbol}#{quote}" begin new_trades = fetch_new_trades(provider, pair, existing_spot[pair]) new_trades_by_symbol[pair] = new_trades if new_trades.present? rescue Provider::Binance::InvalidSymbolError => e # Pair doesn't exist on Binance for this quote currency — expected, skip silently Rails.logger.debug "BinanceAccount::Processor - skipping #{pair}: #{e.message}" end # ApiError, AuthenticationError and RateLimitError propagate so the sync is marked failed end end merged_spot = existing_spot.merge(new_trades_by_symbol) { |_pair, old, new_t| old + new_t } binance_account.update!(raw_transactions_payload: { "spot" => merged_spot, "fetched_at" => Time.current.iso8601 }) process_trades(new_trades_by_symbol) end # Fetches only trades newer than what is already cached for the given pair. # On the first sync (no cached trades) fetches the most recent page. # On subsequent syncs starts from max_cached_id + 1 and paginates forward. def fetch_new_trades(provider, pair, cached_trades) limit = 1000 max_cached_id = cached_trades&.map { |t| t["id"].to_i }&.max from_id = max_cached_id ? max_cached_id + 1 : nil all_new = [] loop do page = provider.get_spot_trades(pair, limit: limit, from_id: from_id) break if page.blank? all_new.concat(page) break if page.size < limit from_id = page.map { |t| t["id"].to_i }.max + 1 end all_new end def extract_trade_symbols stablecoins = BinanceAccount::STABLECOINS quote_re = /(#{TRADE_QUOTE_CURRENCIES.join("|")})$/ # Base symbols from today's asset snapshot assets = binance_account.raw_payload&.dig("assets") || [] current = assets.map { |a| a["symbol"] || a[:symbol] }.compact # Base symbols from previously fetched pairs (recovers sold-out assets) prev_pairs = binance_account.raw_transactions_payload&.dig("spot")&.keys || [] previous = prev_pairs.map { |pair| pair.gsub(quote_re, "") } (current + previous).uniq.compact.reject { |s| s.blank? || stablecoins.include?(s) } end def process_trades(trades_by_symbol) trades_by_symbol.each do |pair, trades| trades.each { |trade| process_spot_trade(trade, pair) } end rescue StandardError => e Rails.logger.error "BinanceAccount::Processor - trade processing failed: #{e.message}" end def process_spot_trade(trade, pair) account = binance_account.current_account return unless account quote_suffix = TRADE_QUOTE_CURRENCIES.find { |q| pair.end_with?(q) } base_symbol = quote_suffix ? pair.delete_suffix(quote_suffix) : pair return if base_symbol.blank? ticker = "CRYPTO:#{base_symbol}" security = BinanceAccount::SecurityResolver.resolve(ticker, base_symbol) return unless security external_id = "binance_spot_#{pair}_#{trade["id"]}" return if account.entries.exists?(external_id: external_id) date = Time.zone.at(trade["time"].to_i / 1000).to_date qty = trade["qty"].to_d price_raw = trade["price"].to_d quote_qty = trade["quoteQty"].to_d # quoteQty and price are denominated in the quote currency (e.g. BTC for ETHBTC). # Convert to USD so all entries and cost-basis calculations share a common currency. quote_symbol = quote_suffix || "USDT" amount_usd_raw = quote_to_usd(quote_qty, quote_symbol, date: date) price_usd = quote_to_usd(price_raw, quote_symbol, date: date) if amount_usd_raw.nil? || price_usd.nil? Rails.logger.warn "BinanceAccount::Processor - skipping trade #{trade["id"]} for #{pair}: could not convert #{quote_symbol} to USD" return end amount_usd = amount_usd_raw.round(2) commission = commission_in_usd(trade, base_symbol, price_usd, date: date) is_buyer = trade["isBuyer"] if is_buyer account.entries.create!( date: date, name: "Buy #{qty.round(8)} #{base_symbol}", amount: -amount_usd, currency: "USD", external_id: external_id, source: "binance", entryable: Trade.new( security: security, qty: qty, price: price_usd, currency: "USD", fee: commission, investment_activity_label: "Buy" ) ) else account.entries.create!( date: date, name: "Sell #{qty.round(8)} #{base_symbol}", amount: amount_usd, currency: "USD", external_id: external_id, source: "binance", entryable: Trade.new( security: security, qty: -qty, price: price_usd, currency: "USD", fee: commission, investment_activity_label: "Sell" ) ) end rescue StandardError => e Rails.logger.error "BinanceAccount::Processor - failed to process trade #{trade["id"]}: #{e.message}" end # Converts an amount denominated in quote_symbol to USD. # Stablecoins are treated as 1:1; others use historical price when date is given, # falling back to current USDT spot price. def quote_to_usd(amount, quote_symbol, date: nil) return amount if BinanceAccount::STABLECOINS.include?(quote_symbol) provider = binance_account.binance_item&.binance_provider return nil unless provider spot = nil spot = provider.get_historical_price("#{quote_symbol}USDT", date) if date.present? && provider.respond_to?(:get_historical_price) spot ||= provider.get_spot_price("#{quote_symbol}USDT") return nil if spot.nil? (amount * spot.to_d).round(8) rescue StandardError => e Rails.logger.warn "BinanceAccount::Processor - could not convert #{quote_symbol} to USD: #{e.message}" nil end # Converts the trade commission to USD. # commissionAsset can be: a stablecoin (≈ 1 USD), the base asset, or something else (e.g. BNB). def commission_in_usd(trade, base_symbol, trade_price, date: nil) raw = trade["commission"].to_d commission_asset = trade["commissionAsset"].to_s.upcase return 0 if raw.zero? || commission_asset.blank? stablecoins = BinanceAccount::STABLECOINS return raw if stablecoins.include?(commission_asset) # Fee in base asset (e.g. BTC for BTCUSDT) — convert using trade price return (raw * trade_price).round(8) if commission_asset == base_symbol # Fee in another asset (typically BNB) — fetch current USDT spot price as approximation provider = binance_account.binance_item&.binance_provider return 0 unless provider spot = nil spot = provider.get_historical_price("#{commission_asset}USDT", date) if date.present? && provider.respond_to?(:get_historical_price) spot ||= provider.get_spot_price("#{commission_asset}USDT") (raw * spot.to_d).round(8) rescue StandardError => e Rails.logger.warn "BinanceAccount::Processor - could not convert commission for #{trade["id"]}: #{e.message}" 0 end end