Add Binance Testnet exchange gateway
This commit is contained in:
Azimkin
109
tests/test_binance_client.py
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109
tests/test_binance_client.py
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@@ -0,0 +1,109 @@
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from __future__ import annotations
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import hashlib
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import hmac
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import httpx
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import pytest
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from llm_trade_bot.binance_client import (
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SPOT_REST_URL,
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BinanceCredentials,
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BinanceRestClient,
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encode_parameters,
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sign_parameters,
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)
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def test_hmac_signature_uses_sorted_urlencoded_parameters():
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parameters = {
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"symbol": "BTCUSDT",
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"side": "BUY",
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"quantity": "0.01000000",
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"recvWindow": 100,
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"timestamp": 1645423376532,
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}
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payload = encode_parameters(parameters)
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assert payload == "quantity=0.01000000&recvWindow=100&side=BUY&symbol=BTCUSDT×tamp=1645423376532"
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assert sign_parameters(parameters, "secret") == hmac.new(
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b"secret", payload.encode(), hashlib.sha256
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).hexdigest()
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async def test_signed_request_resynchronizes_time_and_resigns():
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seen: list[httpx.Request] = []
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def handler(request: httpx.Request) -> httpx.Response:
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seen.append(request)
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if request.url.path == "/api/v3/time":
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return httpx.Response(200, json={"serverTime": 1_000_100}, request=request)
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if len([item for item in seen if item.url.path == "/api/v3/account"]) == 1:
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return httpx.Response(400, json={"code": -1021, "msg": "outside recvWindow"}, request=request)
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query = dict(request.url.params)
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unsigned = {key: value for key, value in query.items() if key != "signature"}
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assert query["signature"] == sign_parameters(unsigned, "secret")
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assert query["recvWindow"] == "5000"
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return httpx.Response(200, json={"ok": True}, request=request)
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client = BinanceRestClient(
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SPOT_REST_URL,
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BinanceCredentials("key", "secret"),
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http_client=httpx.AsyncClient(base_url=SPOT_REST_URL, transport=httpx.MockTransport(handler)),
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clock=lambda: 1000.0,
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)
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assert await client.request("GET", "/api/v3/account", signed=True) == {"ok": True}
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assert [request.url.path for request in seen] == ["/api/v3/account", "/api/v3/time", "/api/v3/account"]
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async def test_rate_limit_honors_retry_after():
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attempts = 0
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pauses: list[float] = []
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def handler(request: httpx.Request) -> httpx.Response:
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nonlocal attempts
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attempts += 1
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if attempts == 1:
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return httpx.Response(429, headers={"Retry-After": "0.25"}, json={"code": -1003}, request=request)
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return httpx.Response(200, json={"value": "ok"}, request=request)
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async def sleep(delay: float) -> None:
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pauses.append(delay)
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client = BinanceRestClient(
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SPOT_REST_URL,
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BinanceCredentials("key", "secret"),
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http_client=httpx.AsyncClient(base_url=SPOT_REST_URL, transport=httpx.MockTransport(handler)),
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sleep=sleep,
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)
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assert await client.request("GET", "/api/v3/ping") == {"value": "ok"}
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assert pauses == [0.25]
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async def test_ambiguous_mutation_queries_client_id_instead_of_retrying_post():
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methods: list[str] = []
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def handler(request: httpx.Request) -> httpx.Response:
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methods.append(request.method)
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if request.method == "POST":
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return httpx.Response(500, json={"msg": "backend timeout"}, request=request)
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return httpx.Response(200, json={"orderId": 42, "clientOrderId": "ltb-1"}, request=request)
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client = BinanceRestClient(
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SPOT_REST_URL,
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BinanceCredentials("key", "secret"),
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http_client=httpx.AsyncClient(base_url=SPOT_REST_URL, transport=httpx.MockTransport(handler)),
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)
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result = await client.mutate_with_recovery(
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"POST",
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"/api/v3/order",
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{"symbol": "BTCUSDT", "newClientOrderId": "ltb-1"},
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lookup_path="/api/v3/order",
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lookup_parameters={"symbol": "BTCUSDT", "origClientOrderId": "ltb-1"},
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)
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assert result["orderId"] == 42
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assert methods == ["POST", "GET"]
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def test_production_url_is_not_accepted():
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with pytest.raises(ValueError, match="Testnet"):
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BinanceRestClient("https://api.binance.com", BinanceCredentials("key", "secret"))
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162
tests/test_binance_gateway.py
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162
tests/test_binance_gateway.py
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@@ -0,0 +1,162 @@
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from __future__ import annotations
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from decimal import Decimal
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from typing import Any
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import pytest
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from llm_trade_bot.binance_gateway import BinanceError, BinanceGateway
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from llm_trade_bot.config import BinanceAccountConfig, BinanceConfig, ScannerConfig
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from llm_trade_bot.models import (
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Category,
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OpenTradeRequest,
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OrderType,
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Side,
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ValidatedOrder,
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)
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class FakeBinanceClient:
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def __init__(self, exchange_info_path: str, mutation_results: list[dict[str, Any]]):
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self.exchange_info_path = exchange_info_path
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self.mutation_results = mutation_results
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self.requests: list[tuple[str, str, dict[str, Any] | None, dict[str, Any]]] = []
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self.mutations: list[tuple[str, str, dict[str, Any]]] = []
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async def request(self, method: str, path: str, parameters=None, **kwargs):
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self.requests.append((method, path, parameters, kwargs))
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if path == self.exchange_info_path:
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return {
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"symbols": [
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{
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"symbol": "BTCUSDT",
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"status": "TRADING",
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"otoAllowed": True,
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"ocoAllowed": True,
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"filters": [
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{"filterType": "PRICE_FILTER", "tickSize": "0.1"},
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{"filterType": "LOT_SIZE", "minQty": "0.001", "stepSize": "0.001"},
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{"filterType": "MIN_NOTIONAL", "minNotional": "5"},
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],
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}
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]
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}
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if path == "/fapi/v1/positionSide/dual":
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return {"dualSidePosition": False}
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return {"ok": True}
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async def mutate_with_recovery(self, method: str, path: str, parameters: dict[str, Any], **kwargs):
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self.mutations.append((method, path, parameters))
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return self.mutation_results.pop(0)
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async def close(self) -> None:
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return None
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def gateway(spot: FakeBinanceClient, usdm: FakeBinanceClient) -> BinanceGateway:
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return BinanceGateway(
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BinanceConfig(BinanceAccountConfig("spot-key", "spot-secret"), BinanceAccountConfig("future-key", "future-secret")),
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ScannerConfig(),
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spot_client=spot, # type: ignore[arg-type]
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usdm_client=usdm, # type: ignore[arg-type]
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)
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def request(category: Category, **changes: Any) -> OpenTradeRequest:
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values = {
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"category": category,
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"symbol": "BTCUSDT",
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"side": Side.BUY,
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"order_type": OrderType.LIMIT if category is Category.SPOT else OrderType.MARKET,
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"reference_price": Decimal(100),
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"limit_price": Decimal(100) if category is Category.SPOT else None,
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"stop_loss": Decimal(90),
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"take_profit": Decimal(120),
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"trailing_distance": None,
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"risk_pct": Decimal(2),
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"leverage": Decimal(3),
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"rationale": "test",
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}
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values.update(changes)
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return OpenTradeRequest(**values)
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def order(**changes: Any) -> ValidatedOrder:
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values = {
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"entry_price": Decimal(100),
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"quantity": Decimal(2),
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"notional": Decimal(200),
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"stop_loss": Decimal(90),
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"take_profit": Decimal(120),
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"trailing_distance": None,
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"leverage": Decimal(3),
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}
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values.update(changes)
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return ValidatedOrder(**values)
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async def test_spot_uses_single_atomic_otoco_with_market_tp_and_sl():
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spot = FakeBinanceClient(
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"/api/v3/exchangeInfo",
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[
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{
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"orderListId": 7,
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"listOrderStatus": "EXECUTING",
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"orderReports": [{"orderId": 11, "clientOrderId": "ltb-1-entry", "status": "NEW"}],
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}
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],
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)
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usdm = FakeBinanceClient("/fapi/v1/exchangeInfo", [])
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result = await gateway(spot, usdm).open_trade(request(Category.SPOT), order(), "ltb-1")
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assert result["provider"] == "binance"
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assert result["category"] == "spot"
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assert result["order_id"] == "11"
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assert len(spot.mutations) == 1
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method, path, parameters = spot.mutations[0]
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assert (method, path) == ("POST", "/api/v3/orderList/otoco")
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assert parameters["workingType"] == "LIMIT"
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assert parameters["workingSide"] == "BUY"
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assert parameters["pendingSide"] == "SELL"
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assert parameters["pendingAboveType"] == "TAKE_PROFIT"
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assert parameters["pendingBelowType"] == "STOP_LOSS"
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async def test_futures_installs_stop_and_take_profit_after_market_fill():
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spot = FakeBinanceClient("/api/v3/exchangeInfo", [])
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usdm = FakeBinanceClient(
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"/fapi/v1/exchangeInfo",
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[
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{"orderId": 44, "status": "FILLED", "executedQty": "2", "avgPrice": "100"},
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{"algoId": 45},
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{"algoId": 46},
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],
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)
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result = await gateway(spot, usdm).open_trade(request(Category.LINEAR), order(), "ltb-2")
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assert result["status"] == "Filled"
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assert result["protection"]["status"] == "active"
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assert [path for _, path, _ in usdm.mutations] == [
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"/fapi/v1/order",
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"/fapi/v1/algoOrder",
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"/fapi/v1/algoOrder",
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]
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stop = usdm.mutations[1][2]
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take_profit = usdm.mutations[2][2]
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assert stop["type"] == "STOP_MARKET"
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assert stop["closePosition"] is True
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assert take_profit["type"] == "TAKE_PROFIT_MARKET"
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assert take_profit["closePosition"] is True
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assert any(path == "/fapi/v1/marginType" for _, path, _, _ in usdm.requests)
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assert any(path == "/fapi/v1/leverage" for _, path, _, _ in usdm.requests)
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async def test_trailing_rate_outside_binance_range_rejects_before_opening():
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spot = FakeBinanceClient("/api/v3/exchangeInfo", [])
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usdm = FakeBinanceClient("/fapi/v1/exchangeInfo", [])
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with pytest.raises(BinanceError, match="callbackRate"):
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await gateway(spot, usdm).open_trade(
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request(Category.LINEAR, take_profit=None, trailing_distance=Decimal("0.05")),
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order(take_profit=None, trailing_distance=Decimal("0.05")),
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"ltb-3",
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)
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assert not usdm.requests
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assert not usdm.mutations
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@@ -75,3 +75,66 @@ def test_rejects_missing_prompts_file(tmp_path: Path):
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path.write_text(CONFIG, encoding="utf-8")
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with pytest.raises(ConfigError, match="Prompts file not found"):
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load_config(path)
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def test_legacy_bybit_config_selects_bybit(tmp_path: Path):
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config = load_config(write_config(tmp_path))
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assert config.exchange.provider == "bybit"
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assert config.bybit is not None
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assert config.binance is None
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def test_binance_config_only_requires_binance_credentials(tmp_path: Path):
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content = CONFIG.replace(
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'[bybit]\napi_key = "bybit-key"\napi_secret = "bybit-secret"\n',
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'''[exchange]
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provider = "binance"
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[binance.spot]
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api_key = "spot-key"
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api_secret = "spot-secret"
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[binance.usdm]
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api_key = "usdm-key"
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api_secret = "usdm-secret"
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''',
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)
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config = load_config(write_config(tmp_path, content))
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assert config.exchange.provider == "binance"
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assert config.bybit is None
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assert config.binance is not None
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assert config.binance.spot.api_key == "spot-key"
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def test_binance_rejects_endpoint_override(tmp_path: Path):
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content = CONFIG.replace(
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'[bybit]\napi_key = "bybit-key"\napi_secret = "bybit-secret"\n',
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'''[exchange]
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provider = "binance"
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[binance]
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base_url = "https://api.binance.com"
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[binance.spot]
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api_key = "spot-key"
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api_secret = "spot-secret"
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[binance.usdm]
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api_key = "usdm-key"
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api_secret = "usdm-secret"
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''',
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)
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with pytest.raises(ConfigError, match="fixed to Testnet"):
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load_config(write_config(tmp_path, content))
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def test_binance_requires_both_selected_wallet_credentials(tmp_path: Path):
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content = CONFIG.replace(
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'[bybit]\napi_key = "bybit-key"\napi_secret = "bybit-secret"\n',
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'''[exchange]
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provider = "binance"
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[binance.spot]
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api_key = "spot-key"
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api_secret = "spot-secret"
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[binance.usdm]
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api_key = "replace-me"
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api_secret = "replace-me"
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''',
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)
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with pytest.raises(ConfigError, match="placeholder"):
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load_config(write_config(tmp_path, content))
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@@ -1,3 +1,4 @@
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import sqlite3
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from pathlib import Path
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from llm_trade_bot.database import Database
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@@ -35,3 +36,44 @@ async def test_run_lifecycle(tmp_path: Path):
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assert last["summary"] == "idle"
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finally:
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await database.close()
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async def test_managed_orders_migrate_legacy_rows_to_bybit(tmp_path: Path):
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path = tmp_path / "legacy.db"
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connection = sqlite3.connect(path)
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connection.execute(
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"""
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CREATE TABLE managed_orders (
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order_link_id TEXT PRIMARY KEY, order_id TEXT, category TEXT NOT NULL,
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symbol TEXT NOT NULL, side TEXT NOT NULL, status TEXT NOT NULL,
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expires_at TEXT, trailing_distance TEXT, raw_json TEXT NOT NULL, updated_at TEXT NOT NULL
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)
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"""
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)
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connection.execute(
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"""
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INSERT INTO managed_orders VALUES (
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'ltb-old', 'old-1', 'linear', 'BTCUSDT', 'Buy', 'Created',
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'2000-01-01T00:00:00+00:00', NULL, '{}', '2000-01-01T00:00:00+00:00'
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)
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"""
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)
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connection.commit()
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connection.close()
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database = Database(path)
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await database.open()
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try:
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rows = await database.expired_managed_orders(provider="bybit")
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assert rows == [
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{
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"order_link_id": "ltb-old",
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"order_id": "old-1",
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"provider": "bybit",
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"category": "linear",
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"symbol": "BTCUSDT",
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}
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]
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assert await database.expired_managed_orders(provider="binance") == []
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finally:
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await database.close()
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Block a user