Files
sure/app/models/provider/binance_public.rb
Artem Danilov fffcaf2345 fix(prices): resolve dashed crypto tickers (BTC-USD, TRX-USD) via BinancePublic (#2372)
* fix(prices): resolve dashed crypto tickers (BTC-USD, TRX-USD) via BinancePublic

Provider::BinancePublic is the dedicated crypto price provider, but its
search_securities only matched bare base assets ("BTC") or unseparated
Binance pairs ("BTCUSDT"/"BTCUSD"). The canonical "<BASE>-USD" form that
Yahoo emits and users paste (e.g. "TRX-USD", "USDT-USD") never matched, so
those holdings fell through to an unpriced offline security whenever the
stock provider didn't also return the coin.

Collapse the base/quote separator in the search query (and strip it in
parse_ticker) so "BTC-USD" / "TRX/USDT" are treated like "BTCUSD" and
resolve to live Binance pricing. Stablecoins pasted as "USDT-USD" resolve
to the synthetic USD price via their stripped base.

* fix(prices): only synthesize stablecoin search for USD quote

Address review: gate the synthetic stablecoin result on a USD quote (bare
coin or "<coin>USD" form). A non-USD quote like "USDTEUR" / "USDT-EUR"
has a real Binance pair and now falls through to normal matching instead of
being replaced by the USD synthetic. Drops the now-unused base_asset_query
helper. Adds a USDT-EUR regression test.
2026-06-17 11:38:34 +02:00

385 lines
14 KiB
Ruby

class Provider::BinancePublic < Provider
include SecurityConcept, RateLimitable
extend SslConfigurable
Error = Class.new(Provider::Error)
InvalidSecurityPriceError = Class.new(Error)
RateLimitError = Class.new(Error)
MIN_REQUEST_INTERVAL = 0.1
# Binance's official ISO 10383 operating MIC (assigned Jan 2026, country AE).
# Crypto is not tied to a national jurisdiction, so we intentionally do NOT
# propagate the ISO-assigned country code to search results — the resolver
# treats a nil candidate country as a wildcard, letting any family resolve
# a Binance pick regardless of their own country.
BINANCE_MIC = "BNCX".freeze
# Quote assets we expose in search results. Order = preference when multiple
# quote variants exist for the same base asset. USDT is Binance's dominant
# dollar quote and is surfaced to users as USD. GBP is absent because
# Binance has zero GBP trading pairs today; GBP-family users fall back to
# USDT->USD via the app's FX conversion, same as HUF/CZK/PLN users.
SUPPORTED_QUOTES = %w[USDT EUR JPY BRL TRY].freeze
# Binance quote asset -> user-facing currency & ticker suffix.
QUOTE_TO_CURRENCY = {
"USDT" => "USD",
"EUR" => "EUR",
"JPY" => "JPY",
"BRL" => "BRL",
"TRY" => "TRY"
}.freeze
KLINE_MAX_LIMIT = 1000
MS_PER_DAY = 24 * 60 * 60 * 1000
SEARCH_LIMIT = 25
# USD-pegged stablecoins. Binance has no self-pair (USDTUSDT is invalid) and
# the few stablecoin/USDT pairs that do exist (USDCUSDT, etc.) hover at ~1.0
# with sub-cent noise — synthesizing a flat 1.0 USD price is both accurate
# enough and avoids surfacing transient depeg ticks from market data.
USD_STABLECOINS = %w[USDT USDC BUSD DAI FDUSD TUSD USDP PYUSD].freeze
# Trailing separator between base and quote in a stored pair ticker
# ("BTC-USD", "BTC/USD", "BTC_USD"), stripped so parse_ticker builds a valid
# Binance pair.
QUOTE_SEPARATOR = /[-\/_ ]\z/
# Symbol prefix applied by holdings processors (CoinStats, Coinbase, Kraken,
# Binance, SimpleFIN, Lunchflow) to distinguish crypto from stock tickers.
CRYPTO_PREFIX = "CRYPTO:".freeze
def initialize
# No API key required — public market data only.
end
def healthy?
with_provider_response do
client.get("#{base_url}/api/v3/ping")
true
end
end
def usage
with_provider_response do
UsageData.new(used: nil, limit: nil, utilization: nil, plan: "Free (no key required)")
end
end
# ================================
# Securities
# ================================
def search_securities(symbol, country_code: nil, exchange_operating_mic: nil)
with_provider_response do
# Collapse separators so the canonical "BTC-USD" / "TRX/USDT" form is
# treated like Binance's own unseparated "BTCUSD" — the existing narrow
# matching then resolves it instead of falling through to an offline row.
query = symbol.to_s.strip.upcase.delete_prefix(CRYPTO_PREFIX).gsub(/[\s\-\/_]/, "")
next [] if query.empty?
# Stablecoins have no Binance self-pair, so a USD-quoted query gets a
# synthetic 1.0 USD result: the bare coin ("USDT", or coins that end in
# USD like PYUSD/FDUSD), or the "<coin>USD" form ("USDTUSD", from a pasted
# "USDT-USD"). A non-USD quote like "USDTEUR" has a real Binance pair and
# must fall through to normal matching, so only the USD case short-circuits.
stablecoin = if USD_STABLECOINS.include?(query)
query
elsif query.end_with?("USD") && USD_STABLECOINS.include?(query.delete_suffix("USD"))
query.delete_suffix("USD")
end
next [ stablecoin_search_result(stablecoin) ] if stablecoin
symbols = exchange_info_symbols
matches = symbols.select do |s|
base = s["baseAsset"].to_s.upcase
quote = s["quoteAsset"].to_s.upcase
symbol = s["symbol"].to_s.upcase
next false unless SUPPORTED_QUOTES.include?(quote)
# Match on either the base asset (so "BTC" surfaces every BTC pair) or
# the full Binance pair symbol (so users pasting their own portfolio
# ticker like "BTCEUR", "BTCUSD", or "BTC-USD" — which prefix Binance's
# raw "BTCUSDT" once separators are collapsed — also hit a result).
base.include?(query) || symbol == query || symbol.start_with?(query)
end
ranked = matches.sort_by do |s|
base = s["baseAsset"].to_s.upcase
quote = s["quoteAsset"].to_s.upcase
symbol = s["symbol"].to_s.upcase
quote_index = SUPPORTED_QUOTES.index(quote) || 99
relevance = if symbol == query
0 # exact full-ticker match — highest priority
elsif symbol.start_with?(query)
1 # ticker prefix match (e.g. "BTCUSD" against "BTCUSDT")
elsif base == query
2 # exact base-asset match (e.g. "BTC")
elsif base.start_with?(query)
3
else
4
end
[ relevance, quote_index, base ]
end
ranked.first(SEARCH_LIMIT).map do |s|
base = s["baseAsset"].to_s.upcase
quote = s["quoteAsset"].to_s.upcase
display_currency = QUOTE_TO_CURRENCY[quote]
Security.new(
symbol: "#{base}#{display_currency}",
name: base,
# Brandfetch /crypto/{base} URL — unknown coins (rare) will 400 and
# render as a broken img in the dropdown; same tradeoff as stocks
# with obscure tickers. `::Security` reaches the AR model —
# unqualified `Security` here resolves to the Data value-object
# from SecurityConcept.
logo_url: ::Security.brandfetch_crypto_url(base),
exchange_operating_mic: BINANCE_MIC,
country_code: nil,
currency: display_currency
)
end
end
end
def fetch_security_info(symbol:, exchange_operating_mic:)
with_provider_response do
parsed = parse_ticker(symbol)
raise Error, "Unsupported Binance ticker: #{symbol}" if parsed.nil?
# logo_url is intentionally nil — crypto logos are set at save time by
# Security#generate_logo_url_from_brandfetch via the /crypto/{base}
# route, not returned from this provider.
links = parsed[:binance_pair] ? "https://www.binance.com/en/trade/#{parsed[:binance_pair]}" : nil
SecurityInfo.new(
symbol: symbol,
name: parsed[:base],
links: links,
logo_url: nil,
description: nil,
kind: "crypto",
exchange_operating_mic: exchange_operating_mic
)
end
end
def fetch_security_price(symbol:, exchange_operating_mic:, date:)
with_provider_response do
historical = fetch_security_prices(
symbol: symbol,
exchange_operating_mic: exchange_operating_mic,
start_date: date,
end_date: date
)
raise historical.error if historical.error.present?
raise InvalidSecurityPriceError, "No price found for #{symbol} on #{date}" if historical.data.blank?
historical.data.first
end
end
def fetch_security_prices(symbol:, exchange_operating_mic:, start_date:, end_date:)
with_provider_response do
parsed = parse_ticker(symbol)
raise InvalidSecurityPriceError, "Unsupported Binance ticker: #{symbol}" if parsed.nil?
if parsed[:stablecoin]
next stablecoin_prices(symbol, parsed, start_date, end_date, exchange_operating_mic)
end
binance_pair = parsed[:binance_pair]
display_currency = parsed[:display_currency]
prices = []
cursor = start_date
seen_data = false
while cursor <= end_date
window_end = [ cursor + (KLINE_MAX_LIMIT - 1).days, end_date ].min
throttle_request
response = client.get("#{base_url}/api/v3/klines") do |req|
req.params["symbol"] = binance_pair
req.params["interval"] = "1d"
req.params["startTime"] = date_to_ms(cursor)
req.params["endTime"] = date_to_ms(window_end) + MS_PER_DAY - 1
req.params["limit"] = KLINE_MAX_LIMIT
end
batch = JSON.parse(response.body)
if batch.empty?
# Empty window. Two cases:
# 1. cursor is before the pair's listing date — keep advancing
# until we hit the first window containing valid klines.
# Critical for long-range imports (e.g. account sync from a
# trade start date that predates the Binance listing).
# 2. We have already collected prices and this window is past
# the end of available history — stop to avoid wasted calls
# on delisted pairs.
break if seen_data
else
seen_data = true
batch.each do |row|
open_time_ms = row[0].to_i
close_price = row[4].to_f
next if close_price <= 0
prices << Price.new(
symbol: symbol,
date: Time.at(open_time_ms / 1000).utc.to_date,
price: close_price,
currency: display_currency,
exchange_operating_mic: exchange_operating_mic
)
end
end
# Note: we intentionally do NOT break on a short (non-empty) batch.
# A window that straddles the pair's listing date legitimately returns
# fewer than KLINE_MAX_LIMIT rows while there is still valid data in
# subsequent windows.
cursor = window_end + 1.day
end
prices
end
end
private
# Synthetic search hit for a USD-pegged stablecoin. Binance has no self-pair
# (USDTUSDT etc. don't exist), so we manufacture a result instead of letting
# the resolver fall back to an offline CRYPTO:* row. The downstream price
# path short-circuits via parse_ticker -> stablecoin_prices.
def stablecoin_search_result(base)
Security.new(
symbol: "#{base}USD",
name: base,
logo_url: ::Security.brandfetch_crypto_url(base),
exchange_operating_mic: BINANCE_MIC,
country_code: nil,
currency: "USD"
)
end
# Synthesize flat 1.0 USD prices for USD-pegged stablecoins across the
# requested range. Avoids a Binance round-trip (there is no self-pair like
# USDTUSDT) and produces stable values for portfolio aggregation.
def stablecoin_prices(symbol, parsed, start_date, end_date, exchange_operating_mic)
(start_date..end_date).map do |date|
Price.new(
symbol: symbol,
date: date,
price: 1.0,
currency: parsed[:display_currency],
exchange_operating_mic: exchange_operating_mic
)
end
end
def base_url
ENV["BINANCE_PUBLIC_URL"] || "https://data-api.binance.vision"
end
def client
@client ||= Faraday.new(url: base_url, ssl: self.class.faraday_ssl_options) do |faraday|
# Explicit timeouts so a hanging Binance endpoint can't stall a Sidekiq
# worker or Puma thread indefinitely. Values are deliberately generous
# enough for a full 1000-row klines response but capped to bound the
# worst-case retry chain (3 attempts * 20s + backoff ~= 65s).
faraday.options.open_timeout = 5
faraday.options.timeout = 20
faraday.request(:retry, {
max: 3,
interval: 0.5,
interval_randomness: 0.5,
backoff_factor: 2,
exceptions: Faraday::Retry::Middleware::DEFAULT_EXCEPTIONS + [ Faraday::ConnectionFailed ]
})
faraday.request :json
faraday.response :raise_error
faraday.headers["Accept"] = "application/json"
end
end
# Maps a user-visible ticker to the Binance pair symbol, base asset, and
# display currency. Accepts:
# - "BTCUSD"/"ETHEUR" — fiat suffix from search_securities output
# - "CRYPTO:BTCUSD" — prefixed form stored by holdings processors
# - "CRYPTO:SOL"/"SOL" — bare base asset; defaults to the USDT pair (USD)
# - "CRYPTO:USDT"/"USDT" — USD-pegged stablecoin; binance_pair is nil and
# callers short-circuit to a synthetic 1.0 USD price
# Returns nil only when the input is empty after stripping the prefix.
def parse_ticker(ticker)
raw = ticker.to_s.upcase
prefixed = raw.start_with?(CRYPTO_PREFIX)
ticker_up = raw.delete_prefix(CRYPTO_PREFIX)
return nil if ticker_up.empty?
if USD_STABLECOINS.include?(ticker_up)
return { binance_pair: nil, base: ticker_up, display_currency: "USD", stablecoin: true }
end
SUPPORTED_QUOTES.each do |quote|
display_currency = QUOTE_TO_CURRENCY[quote]
next unless ticker_up.end_with?(display_currency)
# Strip the quote plus any separator so the canonical "BTC-USD" form
# yields "BTC" (not "BTC-") and builds a valid "BTCUSDT" pair.
base = ticker_up.delete_suffix(display_currency).sub(QUOTE_SEPARATOR, "")
next if base.empty?
# "{stablecoin}USD" form (e.g. "USDTUSD" produced by search_securities)
# routes to synthetic 1.0 USD pricing — there is no Binance self-pair.
if display_currency == "USD" && USD_STABLECOINS.include?(base)
return { binance_pair: nil, base: base, display_currency: "USD", stablecoin: true }
end
return { binance_pair: "#{base}#{quote}", base: base, display_currency: display_currency }
end
# No fiat suffix matched. Only treat the input as a bare base asset when
# it arrived with the CRYPTO: prefix from a holdings processor — that
# tells us it really is a single coin symbol (SOL, TRUMP, KAITO), not a
# malformed pair like "BTCBNB" or "BTCGBP" that we want to reject.
return nil unless prefixed
{ binance_pair: "#{ticker_up}USDT", base: ticker_up, display_currency: "USD" }
end
# Cached for 24h — exchangeInfo returns the full symbol universe (thousands
# of rows, weight 10) and rarely changes.
def exchange_info_symbols
Rails.cache.fetch("binance_public:exchange_info", expires_in: 24.hours) do
throttle_request
response = client.get("#{base_url}/api/v3/exchangeInfo")
parsed = JSON.parse(response.body)
(parsed["symbols"] || []).select { |s| s["status"] == "TRADING" }
end
end
def date_to_ms(date)
Time.utc(date.year, date.month, date.day).to_i * 1000
end
# Preserve BinancePublic::Error subclasses (e.g. InvalidSecurityPriceError)
# through with_provider_response. The inherited RateLimitable transformer
# only preserves RateLimitError and would otherwise downcast our custom
# errors to the generic Error class.
def default_error_transformer(error)
return error if error.is_a?(self.class::Error)
super
end
end