mirror of
https://github.com/freqtrade/freqtrade.git
synced 2025-11-29 00:23:07 +00:00
101 lines
3.7 KiB
Python
101 lines
3.7 KiB
Python
"""
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Check if the earliest klines from rest API have its counterpart on https://data.binance.vision
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Not expected to run in CI, manually run from shell:
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TEST_BINANCE_COMPARE_OHLCV=1 pytest tests/exchange_online/test_binance_compare_ohlcv.py
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Until 2024-10-30, there are three usdt-m futures symbols "lack" data
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All SPOT symbols are good.
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BTCUSDT-1m 113 days
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ARCHIVE: 2019-12-31 00:00:00 │ 2024-10-30 02:51:00 │ 2541772
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API: 2019-09-08 17:57:00 │ 2024-10-30 03:11:00 │ 2704874
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ETHUSDT 34 days
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ARCHIVE: 2019-12-31 00:00:00 │ 2020-02-29 23:59:00 │ 87840
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API: 2019-11-27 07:45:00 │ 2020-03-01 11:03:00 │ 136999
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BCHUSDT 12 days
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ARCHIVE: 2019-12-31 00:00:00 │ 2020-02-29 23:59:00 │ 87840
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API: 2019-12-19 08:57:00 │ 2020-03-01 06:55:00 │ 104999
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"""
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import asyncio
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import os
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import aiohttp
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import pytest
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from freqtrade.exchange.binance_public_data import zip_url
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from freqtrade.util.datetime_helpers import dt_from_ts
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class Check:
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def __init__(self, asset_type, timeframe):
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self.asset_type = asset_type
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self.timeframe = timeframe
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self.klines_endpoint = "https://api.binance.com/api/v3/klines"
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self.exchange_endpoint = "https://api.binance.com/api/v3/exchangeInfo"
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self.mismatch = set()
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if asset_type == "futures/um":
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self.klines_endpoint = "https://fapi.binance.com/fapi/v1/klines"
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self.exchange_endpoint = "https://fapi.binance.com/fapi/v1/exchangeInfo"
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async def check_one_symbol(self, symbol):
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async with self.session.get(
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self.klines_endpoint, params=dict(symbol=symbol, interval=self.timeframe, startTime=0)
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) as resp:
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resp.raise_for_status()
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json = await resp.json()
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first_kline = json[0]
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first_kline_ts = first_kline[0]
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date = dt_from_ts(first_kline_ts).date()
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archive_url = zip_url(self.asset_type, symbol=symbol, timeframe=self.timeframe, date=date)
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async with self.session.get(
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archive_url, params=dict(symbol=symbol, interval=self.timeframe, startTime=0)
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) as resp:
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if resp.status != 200:
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self.mismatch.add(symbol)
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print(
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f"{resp.status} API first kline: {dt_from_ts(first_kline_ts).isoformat()} "
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f"{archive_url}"
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)
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web_url = archive_url.rsplit("/", 1)[0].replace(
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"https://data.binance.vision/", "https://data.binance.vision/?prefix="
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)
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print(f"Check {web_url}")
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async def get_symbols(self):
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async with self.session.get(self.exchange_endpoint) as resp:
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resp.raise_for_status()
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json = await resp.json()
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symbols = [
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symbol["symbol"]
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for symbol in json["symbols"]
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if not symbol["status"] == "PENDING_TRADING"
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]
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return symbols
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async def run(self) -> list:
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async with aiohttp.ClientSession() as session:
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self.session = session
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symbols = await self.get_symbols()
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await asyncio.gather(*[self.check_one_symbol(symbol) for symbol in symbols])
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return self.mismatch
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@pytest.mark.skipif(
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not bool(os.environ.get("TEST_BINANCE_COMPARE_OHLCV")),
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reason="Simply to demonstrate the availabity of the archive endpoint",
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)
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async def test_binance_compare_ohlcv():
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futures_mismatch = await Check("futures/um", "1m").run()
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assert futures_mismatch == set(["BTCUSDT", "ETHUSDT", "BCHUSDT"])
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spot_mismatch = await Check("spot", "1m").run()
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assert not spot_mismatch
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assert 0
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