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[UNTESTED] [Binance] sapi endpoint, cleanup #655

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merged 3 commits into from
Sep 21, 2021
Merged

[UNTESTED] [Binance] sapi endpoint, cleanup #655

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318ee78
[Binance] sapi endpoint, cleanup
bezysoftware Sep 20, 2021
42fef11
[Binance] refactor namespaces
bezysoftware Sep 20, 2021
5fe6870
[Binance] OnGetCurrenciesAsync
bezysoftware Sep 21, 2021
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202 changes: 62 additions & 140 deletions src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -22,14 +22,9 @@ namespace ExchangeSharp.BinanceGroup
{
public abstract class BinanceGroupCommon : ExchangeAPI
{
public abstract string BaseUrlPrivate { get; set; }
public abstract string WithdrawalUrlPrivate { get; set; }
/// <summary>
/// base address for APIs used by the Binance website and not published in the API docs
/// </summary>
public abstract string BaseWebUrl { get; set; }
public string BaseUrlApi => $"{BaseUrl}/api/v3";

public const string GetCurrenciesUrl = "/assetWithdraw/getAllAsset.html";
public string BaseUrlSApi => $"{BaseUrl}/sapi/v1";

protected async Task<string> GetWebSocketStreamUrlForSymbolsAsync(string suffix, params string[] marketSymbols)
{
Expand Down Expand Up @@ -90,6 +85,25 @@ public async Task<IEnumerable<ExchangeOrderResult>> GetMyTradesAsync(string? mar
return await OnGetMyTradesAsync(marketSymbol, afterDate);
}

protected override async Task<IReadOnlyDictionary<string, ExchangeCurrency>> OnGetCurrenciesAsync()
{
var result = await MakeJsonRequestAsync<List<Currency>>("/capital/config/getall", BaseUrlSApi);

return result.ToDictionary(x => x.Coin.ToUpper(), x => {
var network = x.NetworkList.FirstOrDefault(x => x.IsDefault);
return new ExchangeCurrency
{
Name = x.Coin,
FullName = x.Name,
DepositEnabled = network?.DepositEnable ?? x.DepositAllEnable,
WithdrawalEnabled = network?.WithdrawEnable ?? x.WithdrawAllEnable,
MinConfirmations = network?.MinConfirm ?? 0,
MinWithdrawalSize = decimal.Parse(network?.WithdrawMin ?? "0"),
TxFee = decimal.Parse(network?.WithdrawFee ?? "0")
};
});
}

protected override async Task<IEnumerable<string>> OnGetMarketSymbolsAsync()
{
List<string> symbols = new List<string>();
Expand Down Expand Up @@ -189,30 +203,6 @@ protected internal override async Task<IEnumerable<ExchangeMarket>> OnGetMarketS
return markets;
}

protected override async Task<IReadOnlyDictionary<string, ExchangeCurrency>> OnGetCurrenciesAsync()
{
// https://www.binance.com/assetWithdraw/getAllAsset.html
Dictionary<string, ExchangeCurrency> allCoins = new Dictionary<string, ExchangeCurrency>(StringComparer.OrdinalIgnoreCase);

List<Currency> currencies = await MakeJsonRequestAsync<List<Currency>>(GetCurrenciesUrl, BaseWebUrl);
foreach (Currency coin in currencies)
{
allCoins[coin.AssetCode] = new ExchangeCurrency
{
CoinType = coin.ParentCode,
DepositEnabled = coin.EnableCharge,
FullName = coin.AssetName,
MinConfirmations = coin.ConfirmTimes.ConvertInvariant<int>(),
Name = coin.AssetCode,
TxFee = coin.TransactionFee,
WithdrawalEnabled = coin.EnableWithdraw,
MinWithdrawalSize = coin.MinProductWithdraw.ConvertInvariant<decimal>(),
};
}

return allCoins;
}

protected override async Task<ExchangeTicker> OnGetTickerAsync(string marketSymbol)
{
JToken obj = await MakeJsonRequestAsync<JToken>("/ticker/24hr?symbol=" + marketSymbol);
Expand Down Expand Up @@ -517,7 +507,7 @@ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(strin

protected override async Task<Dictionary<string, decimal>> OnGetAmountsAsync()
{
JToken token = await MakeJsonRequestAsync<JToken>("/account", BaseUrlPrivate, await GetNoncePayloadAsync());
JToken token = await MakeJsonRequestAsync<JToken>("/account", BaseUrlApi, await GetNoncePayloadAsync());
Dictionary<string, decimal> balances = new Dictionary<string, decimal>(StringComparer.OrdinalIgnoreCase);
foreach (JToken balance in token["balances"])
{
Expand All @@ -532,7 +522,7 @@ protected override async Task<Dictionary<string, decimal>> OnGetAmountsAsync()

protected override async Task<Dictionary<string, decimal>> OnGetAmountsAvailableToTradeAsync()
{
JToken token = await MakeJsonRequestAsync<JToken>("/account", BaseUrlPrivate, await GetNoncePayloadAsync());
JToken token = await MakeJsonRequestAsync<JToken>("/account", BaseUrlApi, await GetNoncePayloadAsync());
Dictionary<string, decimal> balances = new Dictionary<string, decimal>(StringComparer.OrdinalIgnoreCase);
foreach (JToken balance in token["balances"])
{
Expand Down Expand Up @@ -577,7 +567,7 @@ protected override async Task<ExchangeOrderResult> OnPlaceOrderAsync(ExchangeOrd
}
order.ExtraParameters.CopyTo(payload);

JToken? token = await MakeJsonRequestAsync<JToken>("/order", BaseUrlPrivate, payload, "POST");
JToken? token = await MakeJsonRequestAsync<JToken>("/order", BaseUrlApi, payload, "POST");
if (token is null)
{
return null;
Expand All @@ -599,13 +589,13 @@ protected override async Task<ExchangeOrderResult> OnGetOrderDetailsAsync(string
else
payload["orderId"] = orderId;

JToken token = await MakeJsonRequestAsync<JToken>("/order", BaseUrlPrivate, payload);
JToken token = await MakeJsonRequestAsync<JToken>("/order", BaseUrlApi, payload);
ExchangeOrderResult result = ParseOrder(token);

// Add up the fees from each trade in the order
Dictionary<string, object> feesPayload = await GetNoncePayloadAsync();
feesPayload["symbol"] = marketSymbol!;
JToken feesToken = await MakeJsonRequestAsync<JToken>("/myTrades", BaseUrlPrivate, feesPayload);
JToken feesToken = await MakeJsonRequestAsync<JToken>("/myTrades", BaseUrlApi, feesPayload);
ParseFees(feesToken, result);

return result;
Expand Down Expand Up @@ -640,7 +630,7 @@ protected override async Task<IEnumerable<ExchangeOrderResult>> OnGetOpenOrderDe
{
payload["symbol"] = marketSymbol!;
}
JToken token = await MakeJsonRequestAsync<JToken>("/openOrders", BaseUrlPrivate, payload);
JToken token = await MakeJsonRequestAsync<JToken>("/openOrders", BaseUrlApi, payload);
foreach (JToken order in token)
{
orders.Add(ParseOrder(order));
Expand Down Expand Up @@ -703,74 +693,13 @@ protected override async Task<IEnumerable<ExchangeOrderResult>> OnGetCompletedOr
{
payload["startTime"] = afterDate.Value.UnixTimestampFromDateTimeMilliseconds();
}
JToken token = await MakeJsonRequestAsync<JToken>("/myTrades", BaseUrlPrivate, payload);
JToken token = await MakeJsonRequestAsync<JToken>("/myTrades", BaseUrlApi, payload);
foreach (JToken trade in token)
{
trades.Add(ParseTrade(trade, marketSymbol!));
}
}
return trades;

//old way

//List<ExchangeOrderResult> orders = new List<ExchangeOrderResult>();
//if (string.IsNullOrWhiteSpace(marketSymbol))
//{
// orders.AddRange(await GetCompletedOrdersForAllSymbolsAsync(afterDate));
//}
//else
//{
// Dictionary<string, object> payload = await GetNoncePayloadAsync();
// payload["symbol"] = marketSymbol;
// if (afterDate != null)
// {
// payload["startTime"] = Math.Round(afterDate.Value.UnixTimestampFromDateTimeMilliseconds());
// }
// JToken token = await MakeJsonRequestAsync<JToken>("/allOrders", BaseUrlPrivate, payload);
// foreach (JToken order in token)
// {
// orders.Add(ParseOrder(order));
// }
//}
//return orders;
}

private async Task<IEnumerable<ExchangeOrderResult>> GetMyTradesForAllSymbols(DateTime? afterDate)
{
// TODO: This is a HACK, Binance API needs to add a single API call to get all orders for all symbols, terrible...
List<ExchangeOrderResult> trades = new List<ExchangeOrderResult>();
Exception? ex = null;
string? failedSymbol = null;
Parallel.ForEach((await GetMarketSymbolsAsync()).Where(s => s.IndexOf("BTC", StringComparison.OrdinalIgnoreCase) >= 0), async (s) =>
{
try
{
foreach (ExchangeOrderResult trade in (await GetMyTradesAsync(s, afterDate)))
{
lock (trades)
{
trades.Add(trade);
}
}
}
catch (Exception _ex)
{
failedSymbol = s;
ex = _ex;
}
});

if (ex != null)
{
throw new APIException("Failed to get my trades for symbol " + failedSymbol, ex);
}

// sort timestamp desc
trades.Sort((o1, o2) =>
{
return o2.OrderDate.CompareTo(o1.OrderDate);
});
return trades;
}

private async Task<IEnumerable<ExchangeOrderResult>> OnGetMyTradesAsync(string? marketSymbol = null, DateTime? afterDate = null)
Expand All @@ -788,7 +717,7 @@ private async Task<IEnumerable<ExchangeOrderResult>> OnGetMyTradesAsync(string?
{
payload["timestamp"] = afterDate.Value.UnixTimestampFromDateTimeMilliseconds();
}
JToken token = await MakeJsonRequestAsync<JToken>("/myTrades", BaseUrlPrivate, payload);
JToken token = await MakeJsonRequestAsync<JToken>("/myTrades", BaseUrlApi, payload);
foreach (JToken trade in token)
{
trades.Add(ParseTrade(trade, marketSymbol!));
Expand All @@ -806,7 +735,7 @@ protected override async Task OnCancelOrderAsync(string orderId, string? marketS
}
payload["symbol"] = marketSymbol!;
payload["orderId"] = orderId;
_ = await MakeJsonRequestAsync<JToken>("/order", BaseUrlPrivate, payload, "DELETE");
_ = await MakeJsonRequestAsync<JToken>("/order", BaseUrlApi, payload, "DELETE");
}

/// <summary>A withdrawal request. Fee is automatically subtracted from the amount.</summary>
Expand All @@ -828,17 +757,21 @@ protected override async Task<ExchangeWithdrawalResponse> OnWithdrawAsync(Exchan
}

Dictionary<string, object> payload = await GetNoncePayloadAsync();
payload["asset"] = withdrawalRequest.Currency;
payload["coin"] = withdrawalRequest.Currency;
payload["address"] = withdrawalRequest.Address;
payload["amount"] = withdrawalRequest.Amount;
payload["name"] = withdrawalRequest.Description ?? "apiwithdrawal"; // Contrary to what the API docs say, name is required

if (!string.IsNullOrWhiteSpace(withdrawalRequest.Description))
{
payload["name"] = withdrawalRequest.Description;
}

if (!string.IsNullOrWhiteSpace(withdrawalRequest.AddressTag))
{
payload["addressTag"] = withdrawalRequest.AddressTag;
}

JToken response = await MakeJsonRequestAsync<JToken>("/withdraw.html", WithdrawalUrlPrivate, payload, "POST");
JToken response = await MakeJsonRequestAsync<JToken>("/capital/withdraw/apply", BaseUrlSApi, payload, "POST");
ExchangeWithdrawalResponse withdrawalResponse = new ExchangeWithdrawalResponse
{
Id = response["id"].ToStringInvariant(),
Expand Down Expand Up @@ -1079,14 +1012,14 @@ protected override async Task<ExchangeDepositDetails> OnGetDepositAddressAsync(s
*/

Dictionary<string, object> payload = await GetNoncePayloadAsync();
payload["asset"] = currency;
payload["coin"] = currency;

JToken response = await MakeJsonRequestAsync<JToken>("/depositAddress.html", WithdrawalUrlPrivate, payload);
JToken response = await MakeJsonRequestAsync<JToken>("/capital/deposit/address", BaseUrlSApi, payload);
ExchangeDepositDetails depositDetails = new ExchangeDepositDetails
{
Currency = response["asset"].ToStringInvariant(),
Currency = response["coin"].ToStringInvariant(),
Address = response["address"].ToStringInvariant(),
AddressTag = response["addressTag"].ToStringInvariant()
AddressTag = response["tag"].ToStringInvariant()
};

return depositDetails;
Expand All @@ -1098,44 +1031,33 @@ protected override async Task<ExchangeDepositDetails> OnGetDepositAddressAsync(s
protected override async Task<IEnumerable<ExchangeTransaction>> OnGetDepositHistoryAsync(string currency)
{
// TODO: API supports searching on status, startTime, endTime
Dictionary<string, object> payload = await GetNoncePayloadAsync();
var payload = await GetNoncePayloadAsync();

if (!string.IsNullOrWhiteSpace(currency))
{
payload["asset"] = currency;
payload["coin"] = currency;
}

JToken response = await MakeJsonRequestAsync<JToken>("/depositHistory.html", WithdrawalUrlPrivate, payload);
var response = await MakeJsonRequestAsync<List<HistoryRecord>>("/capital/deposit/hisrec", BaseUrlSApi, payload);
var transactions = new List<ExchangeTransaction>();
foreach (JToken token in response["depositList"])

foreach (var item in response)
{
var transaction = new ExchangeTransaction
{
Timestamp = token["insertTime"].ConvertInvariant<double>().UnixTimeStampToDateTimeMilliseconds(),
Amount = token["amount"].ConvertInvariant<decimal>(),
Currency = token["asset"].ToStringUpperInvariant(),
Address = token["address"].ToStringInvariant(),
AddressTag = token["addressTag"].ToStringInvariant(),
BlockchainTxId = token["txId"].ToStringInvariant()
};
int status = token["status"].ConvertInvariant<int>();
switch (status)
transactions.Add(new ExchangeTransaction
{
case 0:
transaction.Status = TransactionStatus.Processing;
break;

case 1:
transaction.Status = TransactionStatus.Complete;
break;

default:
// If new states are added, see https://github.com/binance-exchange/binance-official-api-docs/blob/master/wapi-api.md
transaction.Status = TransactionStatus.Unknown;
transaction.Notes = "Unknown transaction status: " + status;
break;
}

transactions.Add(transaction);
Timestamp = item.InsertTime.UnixTimeStampToDateTimeMilliseconds(),
Amount = decimal.Parse(item.Amount),
Currency = item.Coin.ToUpperInvariant(),
Address = item.Address,
AddressTag = item.AddressTag,
BlockchainTxId = item.TxId,
Status = item.Status switch
{
0 => TransactionStatus.Processing,
1 => TransactionStatus.Complete,
_ => TransactionStatus.Unknown
}
});
}

return transactions;
Expand Down Expand Up @@ -1168,7 +1090,7 @@ protected override async Task<IWebSocket> OnUserDataWebSocketAsync(Action<object

public async Task<string> GetListenKeyAsync()
{
JToken response = await MakeJsonRequestAsync<JToken>("/userDataStream", BaseUrl, null, "POST");
JToken response = await MakeJsonRequestAsync<JToken>("/userDataStream", BaseUrlApi, null, "POST");
var listenKey = response["listenKey"].ToStringInvariant();
return listenKey;
}
Expand Down
5 changes: 1 addition & 4 deletions src/ExchangeSharp/API/Exchanges/BinanceGroup/ExchangeBinanceAPI.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -16,11 +16,8 @@ namespace ExchangeSharp
{
public sealed class ExchangeBinanceAPI : BinanceGroupCommon
{
public override string BaseUrl { get; set; } = "https://api.binance.com/api/v1";
public override string BaseUrl { get; set; } = "https://api.binance.com";
public override string BaseUrlWebSocket { get; set; } = "wss://stream.binance.com:9443";
public override string BaseUrlPrivate { get; set; } = "https://api.binance.com/api/v3";
public override string WithdrawalUrlPrivate { get; set; } = "https://api.binance.com/wapi/v3";
public override string BaseWebUrl { get; set; } = "https://www.binance.com";
}

public partial class ExchangeName { public const string Binance = "Binance"; }
Expand Down
5 changes: 1 addition & 4 deletions src/ExchangeSharp/API/Exchanges/BinanceGroup/ExchangeBinanceJerseyAPI.cs
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Expand Up @@ -16,11 +16,8 @@ namespace ExchangeSharp
{
public class ExchangeBinanceJerseyAPI : BinanceGroupCommon
{
public override string BaseUrl { get; set; } = "https://api.binance.je/api/v1";
public override string BaseUrl { get; set; } = "https://api.binance.je";
public override string BaseUrlWebSocket { get; set; } = "wss://stream.binance.je:9443";
public override string BaseUrlPrivate { get; set; } = "https://api.binance.je/api/v3";
public override string WithdrawalUrlPrivate { get; set; } = "https://api.binance.je/wapi/v3";
public override string BaseWebUrl { get; set; } = "https://www.binance.je";
}

public partial class ExchangeName { public const string BinanceJersey = "BinanceJersey"; }
Expand Down
5 changes: 1 addition & 4 deletions src/ExchangeSharp/API/Exchanges/BinanceGroup/ExchangeBinanceUSAPI.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -16,11 +16,8 @@ namespace ExchangeSharp
{
public sealed class ExchangeBinanceUSAPI : BinanceGroupCommon
{
public override string BaseUrl { get; set; } = "https://api.binance.us/api/v1";
public override string BaseUrl { get; set; } = "https://api.binance.us";
public override string BaseUrlWebSocket { get; set; } = "wss://stream.binance.us:9443";
public override string BaseUrlPrivate { get; set; } = "https://api.binance.us/api/v3";
public override string WithdrawalUrlPrivate { get; set; } = "https://api.binance.us/wapi/v3";
public override string BaseWebUrl { get; set; } = "https://www.binance.us";
}

public partial class ExchangeName { public const string BinanceUS = "BinanceUS"; }
Expand Down
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