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291 lines
10 KiB
Ruby
291 lines
10 KiB
Ruby
class Provider::BinancePublic < Provider
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include SecurityConcept, RateLimitable
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extend SslConfigurable
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Error = Class.new(Provider::Error)
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InvalidSecurityPriceError = Class.new(Error)
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RateLimitError = Class.new(Error)
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MIN_REQUEST_INTERVAL = 0.1
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# Binance's official ISO 10383 operating MIC (assigned Jan 2026, country AE).
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# Crypto is not tied to a national jurisdiction, so we intentionally do NOT
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# propagate the ISO-assigned country code to search results — the resolver
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# treats a nil candidate country as a wildcard, letting any family resolve
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# a Binance pick regardless of their own country.
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BINANCE_MIC = "BNCX".freeze
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# Quote assets we expose in search results. Order = preference when multiple
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# quote variants exist for the same base asset. USDT is Binance's dominant
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# dollar quote and is surfaced to users as USD. GBP is absent because
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# Binance has zero GBP trading pairs today; GBP-family users fall back to
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# USDT->USD via the app's FX conversion, same as HUF/CZK/PLN users.
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SUPPORTED_QUOTES = %w[USDT EUR JPY BRL TRY].freeze
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# Binance quote asset -> user-facing currency & ticker suffix.
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QUOTE_TO_CURRENCY = {
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"USDT" => "USD",
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"EUR" => "EUR",
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"JPY" => "JPY",
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"BRL" => "BRL",
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"TRY" => "TRY"
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}.freeze
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KLINE_MAX_LIMIT = 1000
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MS_PER_DAY = 24 * 60 * 60 * 1000
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SEARCH_LIMIT = 25
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def initialize
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# No API key required — public market data only.
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end
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def healthy?
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with_provider_response do
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client.get("#{base_url}/api/v3/ping")
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true
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end
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end
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def usage
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with_provider_response do
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UsageData.new(used: nil, limit: nil, utilization: nil, plan: "Free (no key required)")
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end
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end
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# ================================
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# Securities
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# ================================
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def search_securities(symbol, country_code: nil, exchange_operating_mic: nil)
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with_provider_response do
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query = symbol.to_s.strip.upcase
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next [] if query.empty?
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symbols = exchange_info_symbols
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matches = symbols.select do |s|
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base = s["baseAsset"].to_s.upcase
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quote = s["quoteAsset"].to_s.upcase
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symbol = s["symbol"].to_s.upcase
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next false unless SUPPORTED_QUOTES.include?(quote)
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# Match on either the base asset (so "BTC" surfaces every BTC pair) or
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# the full Binance pair symbol (so users pasting their own portfolio
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# ticker like "BTCEUR" or "BTCUSD" — which prefixes Binance's raw
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# "BTCUSDT" — also hit a result).
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base.include?(query) || symbol == query || symbol.start_with?(query)
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end
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ranked = matches.sort_by do |s|
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base = s["baseAsset"].to_s.upcase
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quote = s["quoteAsset"].to_s.upcase
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symbol = s["symbol"].to_s.upcase
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quote_index = SUPPORTED_QUOTES.index(quote) || 99
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relevance = if symbol == query
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0 # exact full-ticker match — highest priority
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elsif symbol.start_with?(query)
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1 # ticker prefix match (e.g. "BTCUSD" against "BTCUSDT")
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elsif base == query
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2 # exact base-asset match (e.g. "BTC")
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elsif base.start_with?(query)
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3
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else
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4
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end
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[ relevance, quote_index, base ]
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end
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ranked.first(SEARCH_LIMIT).map do |s|
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base = s["baseAsset"].to_s.upcase
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quote = s["quoteAsset"].to_s.upcase
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display_currency = QUOTE_TO_CURRENCY[quote]
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Security.new(
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symbol: "#{base}#{display_currency}",
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name: base,
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# Brandfetch /crypto/{base} URL — unknown coins (rare) will 400 and
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# render as a broken img in the dropdown; same tradeoff as stocks
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# with obscure tickers. `::Security` reaches the AR model —
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# unqualified `Security` here resolves to the Data value-object
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# from SecurityConcept.
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logo_url: ::Security.brandfetch_crypto_url(base),
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exchange_operating_mic: BINANCE_MIC,
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country_code: nil,
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currency: display_currency
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)
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end
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end
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end
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def fetch_security_info(symbol:, exchange_operating_mic:)
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with_provider_response do
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parsed = parse_ticker(symbol)
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raise Error, "Unsupported Binance ticker: #{symbol}" if parsed.nil?
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# logo_url is intentionally nil — crypto logos are set at save time by
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# Security#generate_logo_url_from_brandfetch via the /crypto/{base}
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# route, not returned from this provider.
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SecurityInfo.new(
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symbol: symbol,
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name: parsed[:base],
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links: "https://www.binance.com/en/trade/#{parsed[:binance_pair]}",
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logo_url: nil,
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description: nil,
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kind: "crypto",
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exchange_operating_mic: exchange_operating_mic
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)
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end
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end
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def fetch_security_price(symbol:, exchange_operating_mic:, date:)
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with_provider_response do
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historical = fetch_security_prices(
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symbol: symbol,
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exchange_operating_mic: exchange_operating_mic,
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start_date: date,
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end_date: date
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)
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raise historical.error if historical.error.present?
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raise InvalidSecurityPriceError, "No price found for #{symbol} on #{date}" if historical.data.blank?
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historical.data.first
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end
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end
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def fetch_security_prices(symbol:, exchange_operating_mic:, start_date:, end_date:)
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with_provider_response do
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parsed = parse_ticker(symbol)
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raise InvalidSecurityPriceError, "Unsupported Binance ticker: #{symbol}" if parsed.nil?
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binance_pair = parsed[:binance_pair]
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display_currency = parsed[:display_currency]
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prices = []
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cursor = start_date
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seen_data = false
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while cursor <= end_date
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window_end = [ cursor + (KLINE_MAX_LIMIT - 1).days, end_date ].min
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throttle_request
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response = client.get("#{base_url}/api/v3/klines") do |req|
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req.params["symbol"] = binance_pair
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req.params["interval"] = "1d"
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req.params["startTime"] = date_to_ms(cursor)
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req.params["endTime"] = date_to_ms(window_end) + MS_PER_DAY - 1
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req.params["limit"] = KLINE_MAX_LIMIT
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end
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batch = JSON.parse(response.body)
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if batch.empty?
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# Empty window. Two cases:
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# 1. cursor is before the pair's listing date — keep advancing
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# until we hit the first window containing valid klines.
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# Critical for long-range imports (e.g. account sync from a
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# trade start date that predates the Binance listing).
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# 2. We have already collected prices and this window is past
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# the end of available history — stop to avoid wasted calls
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# on delisted pairs.
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break if seen_data
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else
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seen_data = true
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batch.each do |row|
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open_time_ms = row[0].to_i
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close_price = row[4].to_f
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next if close_price <= 0
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prices << Price.new(
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symbol: symbol,
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date: Time.at(open_time_ms / 1000).utc.to_date,
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price: close_price,
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currency: display_currency,
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exchange_operating_mic: exchange_operating_mic
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)
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end
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end
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# Note: we intentionally do NOT break on a short (non-empty) batch.
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# A window that straddles the pair's listing date legitimately returns
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# fewer than KLINE_MAX_LIMIT rows while there is still valid data in
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# subsequent windows.
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cursor = window_end + 1.day
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end
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prices
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end
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end
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private
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def base_url
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ENV["BINANCE_PUBLIC_URL"] || "https://data-api.binance.vision"
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end
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def client
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@client ||= Faraday.new(url: base_url, ssl: self.class.faraday_ssl_options) do |faraday|
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# Explicit timeouts so a hanging Binance endpoint can't stall a Sidekiq
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# worker or Puma thread indefinitely. Values are deliberately generous
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# enough for a full 1000-row klines response but capped to bound the
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# worst-case retry chain (3 attempts * 20s + backoff ~= 65s).
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faraday.options.open_timeout = 5
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faraday.options.timeout = 20
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faraday.request(:retry, {
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max: 3,
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interval: 0.5,
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interval_randomness: 0.5,
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backoff_factor: 2,
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exceptions: Faraday::Retry::Middleware::DEFAULT_EXCEPTIONS + [ Faraday::ConnectionFailed ]
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})
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faraday.request :json
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faraday.response :raise_error
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faraday.headers["Accept"] = "application/json"
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end
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end
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# Maps a user-visible ticker (e.g. "BTCUSD", "ETHEUR") to the Binance pair
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# symbol, base asset, and display currency. Returns nil if the ticker does
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# not end with a supported quote currency.
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def parse_ticker(ticker)
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ticker_up = ticker.to_s.upcase
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SUPPORTED_QUOTES.each do |quote|
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display_currency = QUOTE_TO_CURRENCY[quote]
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next unless ticker_up.end_with?(display_currency)
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base = ticker_up.delete_suffix(display_currency)
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next if base.empty?
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return { binance_pair: "#{base}#{quote}", base: base, display_currency: display_currency }
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end
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nil
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end
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# Cached for 24h — exchangeInfo returns the full symbol universe (thousands
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# of rows, weight 10) and rarely changes.
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def exchange_info_symbols
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Rails.cache.fetch("binance_public:exchange_info", expires_in: 24.hours) do
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throttle_request
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response = client.get("#{base_url}/api/v3/exchangeInfo")
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parsed = JSON.parse(response.body)
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(parsed["symbols"] || []).select { |s| s["status"] == "TRADING" }
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end
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end
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def date_to_ms(date)
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Time.utc(date.year, date.month, date.day).to_i * 1000
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end
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# Preserve BinancePublic::Error subclasses (e.g. InvalidSecurityPriceError)
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# through with_provider_response. The inherited RateLimitable transformer
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# only preserves RateLimitError and would otherwise downcast our custom
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# errors to the generic Error class.
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def default_error_transformer(error)
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return error if error.is_a?(self.class::Error)
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super
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end
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end
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