Files
brk/crates/brk_fetcher/src/binance.rs
2026-03-28 11:56:51 +01:00

263 lines
7.3 KiB
Rust

use std::{
collections::BTreeMap,
fs::{self, File},
io::BufReader,
path::{Path, PathBuf},
};
use brk_error::{Error, Result};
use brk_types::{Date, Height, OHLCCents, Timestamp};
use serde_json::Value;
use tracing::info;
use ureq::Agent;
use crate::{
PriceSource, checked_get, default_retry,
ohlc::{compute_ohlc_from_range, date_from_timestamp, ohlc_from_array, timestamp_from_ms},
};
#[derive(Clone)]
pub struct Binance {
agent: Agent,
path: Option<PathBuf>,
_1mn: Option<BTreeMap<Timestamp, OHLCCents>>,
_1d: Option<BTreeMap<Date, OHLCCents>>,
har: Option<BTreeMap<Timestamp, OHLCCents>>,
}
impl Binance {
pub fn new(path: Option<&Path>) -> Self {
Self::new_with_agent(path, crate::new_agent(30))
}
pub fn new_with_agent(path: Option<&Path>, agent: Agent) -> Self {
Self {
agent,
path: path.map(|p| p.to_owned()),
_1mn: None,
_1d: None,
har: None,
}
}
pub fn get_from_1mn(
&mut self,
timestamp: Timestamp,
previous_timestamp: Option<Timestamp>,
) -> Result<OHLCCents> {
// Try live API data first
if self
._1mn
.as_ref()
.and_then(|m| m.last_key_value())
.is_none_or(|(k, _)| k <= &timestamp)
{
self._1mn.replace(self.fetch_1mn()?);
}
let res = compute_ohlc_from_range(
self._1mn.as_ref().unwrap(),
timestamp,
previous_timestamp,
"Binance 1mn",
);
if res.is_ok() {
return res;
}
// Fall back to HAR file data
if self.har.is_none() {
self.har.replace(self.read_har().unwrap_or_default());
}
compute_ohlc_from_range(
self.har.as_ref().unwrap(),
timestamp,
previous_timestamp,
"Binance HAR",
)
}
pub fn fetch_1mn(&self) -> Result<BTreeMap<Timestamp, OHLCCents>> {
let agent = &self.agent;
default_retry(|_| {
let url = Self::url("interval=1m&limit=1000");
info!("Fetching {url} ...");
let bytes = checked_get(agent, &url)?;
let json: Value = serde_json::from_slice(&bytes)?;
Self::parse_ohlc_array(&json)
})
}
pub fn get_from_1d(&mut self, date: &Date) -> Result<OHLCCents> {
if self
._1d
.as_ref()
.and_then(|m| m.last_key_value())
.is_none_or(|(k, _)| k <= date)
{
self._1d.replace(self.fetch_1d()?);
}
self._1d
.as_ref()
.unwrap()
.get(date)
.cloned()
.ok_or(Error::NotFound("Couldn't find date".into()))
}
pub fn fetch_1d(&self) -> Result<BTreeMap<Date, OHLCCents>> {
let agent = &self.agent;
default_retry(|_| {
let url = Self::url("interval=1d");
info!("Fetching {url} ...");
let bytes = checked_get(agent, &url)?;
let json: Value = serde_json::from_slice(&bytes)?;
Self::parse_date_ohlc_array(&json)
})
}
fn read_har(&self) -> Result<BTreeMap<Timestamp, OHLCCents>> {
if self.path.is_none() {
return Err(Error::NotFound("HAR path not configured".into()));
}
info!("Reading Binance har file...");
let path = self.path.as_ref().unwrap();
fs::create_dir_all(path)?;
let path_binance_har = path.join("binance.har");
let file = if let Ok(file) = File::open(path_binance_har) {
file
} else {
return Err(Error::NotFound("Binance HAR file not found".into()));
};
let reader = BufReader::new(file);
let json: BTreeMap<String, Value> = if let Ok(json) = serde_json::from_reader(reader) {
json
} else {
return Ok(Default::default());
};
json.get("log")
.ok_or(Error::Parse("HAR missing 'log' field".into()))?
.as_object()
.ok_or(Error::Parse("HAR 'log' is not an object".into()))?
.get("entries")
.ok_or(Error::Parse("HAR missing 'entries' field".into()))?
.as_array()
.ok_or(Error::Parse("HAR 'entries' is not an array".into()))?
.iter()
.filter(|entry| {
entry
.as_object()
.unwrap()
.get("request")
.unwrap()
.as_object()
.unwrap()
.get("url")
.unwrap()
.as_str()
.unwrap()
.contains("/uiKlines")
})
.map(|entry| {
let response = entry
.as_object()
.unwrap()
.get("response")
.unwrap()
.as_object()
.unwrap();
let content = response.get("content").unwrap().as_object().unwrap();
let text = content.get("text");
if text.is_none() {
return Ok(BTreeMap::new());
}
let text = text.unwrap().as_str().unwrap();
let json: Value = serde_json::from_str(text).unwrap();
Self::parse_ohlc_array(&json)
})
.try_fold(BTreeMap::default(), |mut all, res| {
all.append(&mut res?);
Ok(all)
})
}
fn parse_ohlc_array(json: &Value) -> Result<BTreeMap<Timestamp, OHLCCents>> {
let result = json
.as_array()
.ok_or(Error::Parse("Expected JSON array".into()))?
.iter()
.filter_map(|v| v.as_array())
.map(|arr| {
let ts = arr.first().and_then(|v| v.as_u64()).unwrap_or(0);
(timestamp_from_ms(ts), ohlc_from_array(arr))
})
.collect();
Ok(result)
}
fn parse_date_ohlc_array(json: &Value) -> Result<BTreeMap<Date, OHLCCents>> {
Self::parse_ohlc_array(json).map(|map| {
map.into_iter()
.map(|(ts, ohlc)| (date_from_timestamp(ts), ohlc))
.collect()
})
}
fn url(query: &str) -> String {
format!("https://api.binance.com/api/v3/uiKlines?symbol=BTCUSDT&{query}")
}
pub fn ping(&self) -> Result<()> {
self.agent
.get("https://api.binance.com/api/v3/ping")
.call()?;
Ok(())
}
}
impl PriceSource for Binance {
fn name(&self) -> &'static str {
"Binance"
}
fn get_date(&mut self, date: Date) -> Option<Result<OHLCCents>> {
Some(self.get_from_1d(&date))
}
fn get_1mn(
&mut self,
timestamp: Timestamp,
previous_timestamp: Option<Timestamp>,
) -> Option<Result<OHLCCents>> {
Some(self.get_from_1mn(timestamp, previous_timestamp))
}
fn get_height(&mut self, _height: Height) -> Option<Result<OHLCCents>> {
None // Binance doesn't support height-based queries
}
fn ping(&self) -> Result<()> {
self.ping()
}
fn clear(&mut self) {
self._1d.take();
self._1mn.take();
}
}