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* feat: add Binance support (Items, Accounts, Importers, Processor, and Sync) * refactor: deduplicate 'stablecoins' constant and push stale_rate filter to SQL --------- Signed-off-by: Juan José Mata <juanjo.mata@gmail.com> Co-authored-by: Juan José Mata <juanjo.mata@gmail.com>
142 lines
4.2 KiB
Ruby
142 lines
4.2 KiB
Ruby
class Provider::Binance
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include HTTParty
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extend SslConfigurable
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class Error < StandardError; end
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class AuthenticationError < Error; end
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class RateLimitError < Error; end
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class ApiError < Error; end
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class InvalidSymbolError < ApiError; end
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# Pipelock false positive: This constant and the base_uri below trigger a "Credential in URL"
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# warning because of the presence of @api_key and @api_secret variables in this file.
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# Pipelock incorrectly interprets the '@' in Ruby instance variables as a password delimiter
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# in an URL (e.g. https://user:password@host).
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SPOT_BASE_URL = "https://api.binance.com".freeze
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base_uri SPOT_BASE_URL
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default_options.merge!({ timeout: 30 }.merge(httparty_ssl_options))
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attr_reader :api_key, :api_secret
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def initialize(api_key:, api_secret:)
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@api_key = api_key
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@api_secret = api_secret
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end
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# Spot wallet — requires signed request
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def get_spot_account
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signed_get("/api/v3/account")
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end
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# Margin account — requires signed request
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def get_margin_account
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signed_get("/sapi/v1/margin/account")
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end
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# Simple Earn flexible positions — requires signed request
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def get_simple_earn_flexible
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signed_get("/sapi/v1/simple-earn/flexible/position")
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end
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# Simple Earn locked positions — requires signed request
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def get_simple_earn_locked
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signed_get("/sapi/v1/simple-earn/locked/position")
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end
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# Public endpoint — no auth needed
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# symbol e.g. "BTCUSDT"
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# Returns price string or nil on failure
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def get_spot_price(symbol)
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response = self.class.get("/api/v3/ticker/price", query: { symbol: symbol })
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data = handle_response(response)
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data["price"]
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rescue StandardError => e
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Rails.logger.warn("Provider::Binance: failed to fetch price for #{symbol}: #{e.message}")
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nil
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end
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# Public endpoint — fetch historical kline close price for a date
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# symbol e.g. "BTCUSDT", date e.g. Date or Time
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def get_historical_price(symbol, date)
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timestamp = date.to_time.utc.beginning_of_day.to_i * 1000
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response = self.class.get("/api/v3/klines", query: {
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symbol: symbol,
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interval: "1d",
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startTime: timestamp,
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limit: 1
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})
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data = handle_response(response)
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return nil if data.blank? || data.first.blank?
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# Binance klines format: [ Open time, Open, High, Low, Close (index 4), ... ]
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data.first[4]
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rescue StandardError => e
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Rails.logger.warn("Provider::Binance: failed to fetch historical price for #{symbol} on #{date}: #{e.message}")
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nil
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end
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# Signed trade history for a single symbol, e.g. "BTCUSDT".
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# Pass from_id to fetch only trades with id >= from_id (for incremental sync).
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def get_spot_trades(symbol, limit: 1000, from_id: nil)
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params = { "symbol" => symbol, "limit" => limit.to_s }
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params["fromId"] = from_id.to_s if from_id
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signed_get("/api/v3/myTrades", extra_params: params)
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end
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private
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def signed_get(path, extra_params: {})
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params = timestamp_params.merge(extra_params)
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params["signature"] = sign(params)
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response = self.class.get(
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path,
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query: params,
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headers: auth_headers
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)
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handle_response(response)
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end
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def timestamp_params
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{ "timestamp" => (Time.current.to_f * 1000).to_i.to_s, "recvWindow" => "5000" }
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end
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# HMAC-SHA256 of the query string
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def sign(params)
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query_string = URI.encode_www_form(params.sort)
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OpenSSL::HMAC.hexdigest("sha256", api_secret, query_string)
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end
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def auth_headers
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{ "X-MBX-APIKEY" => api_key }
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end
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def handle_response(response)
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parsed = response.parsed_response
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case response.code
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when 200..299
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parsed
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when 401
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raise AuthenticationError, extract_error_message(parsed) || "Unauthorized"
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when 429
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raise RateLimitError, "Rate limit exceeded"
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else
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msg = extract_error_message(parsed) || "API error: #{response.code}"
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raise InvalidSymbolError, msg if parsed.is_a?(Hash) && parsed["code"] == -1121
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raise ApiError, msg
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end
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end
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def extract_error_message(parsed)
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return parsed if parsed.is_a?(String)
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return nil unless parsed.is_a?(Hash)
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parsed["msg"] || parsed["message"] || parsed["error"]
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end
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end
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