Add Binance Testnet exchange gateway

tests/test_binance_client.py

@@ -0,0 +1,109 @@
+from __future__ import annotations
+
+import hashlib
+import hmac
+
+import httpx
+import pytest
+
+from llm_trade_bot.binance_client import (
+    SPOT_REST_URL,
+    BinanceCredentials,
+    BinanceRestClient,
+    encode_parameters,
+    sign_parameters,
+)
+
+
+def test_hmac_signature_uses_sorted_urlencoded_parameters():
+    parameters = {
+        "symbol": "BTCUSDT",
+        "side": "BUY",
+        "quantity": "0.01000000",
+        "recvWindow": 100,
+        "timestamp": 1645423376532,
+    }
+    payload = encode_parameters(parameters)
+    assert payload == "quantity=0.01000000&recvWindow=100&side=BUY&symbol=BTCUSDT&timestamp=1645423376532"
+    assert sign_parameters(parameters, "secret") == hmac.new(
+        b"secret", payload.encode(), hashlib.sha256
+    ).hexdigest()
+
+
+async def test_signed_request_resynchronizes_time_and_resigns():
+    seen: list[httpx.Request] = []
+
+    def handler(request: httpx.Request) -> httpx.Response:
+        seen.append(request)
+        if request.url.path == "/api/v3/time":
+            return httpx.Response(200, json={"serverTime": 1_000_100}, request=request)
+        if len([item for item in seen if item.url.path == "/api/v3/account"]) == 1:
+            return httpx.Response(400, json={"code": -1021, "msg": "outside recvWindow"}, request=request)
+        query = dict(request.url.params)
+        unsigned = {key: value for key, value in query.items() if key != "signature"}
+        assert query["signature"] == sign_parameters(unsigned, "secret")
+        assert query["recvWindow"] == "5000"
+        return httpx.Response(200, json={"ok": True}, request=request)
+
+    client = BinanceRestClient(
+        SPOT_REST_URL,
+        BinanceCredentials("key", "secret"),
+        http_client=httpx.AsyncClient(base_url=SPOT_REST_URL, transport=httpx.MockTransport(handler)),
+        clock=lambda: 1000.0,
+    )
+    assert await client.request("GET", "/api/v3/account", signed=True) == {"ok": True}
+    assert [request.url.path for request in seen] == ["/api/v3/account", "/api/v3/time", "/api/v3/account"]
+
+
+async def test_rate_limit_honors_retry_after():
+    attempts = 0
+    pauses: list[float] = []
+
+    def handler(request: httpx.Request) -> httpx.Response:
+        nonlocal attempts
+        attempts += 1
+        if attempts == 1:
+            return httpx.Response(429, headers={"Retry-After": "0.25"}, json={"code": -1003}, request=request)
+        return httpx.Response(200, json={"value": "ok"}, request=request)
+
+    async def sleep(delay: float) -> None:
+        pauses.append(delay)
+
+    client = BinanceRestClient(
+        SPOT_REST_URL,
+        BinanceCredentials("key", "secret"),
+        http_client=httpx.AsyncClient(base_url=SPOT_REST_URL, transport=httpx.MockTransport(handler)),
+        sleep=sleep,
+    )
+    assert await client.request("GET", "/api/v3/ping") == {"value": "ok"}
+    assert pauses == [0.25]
+
+
+async def test_ambiguous_mutation_queries_client_id_instead_of_retrying_post():
+    methods: list[str] = []
+
+    def handler(request: httpx.Request) -> httpx.Response:
+        methods.append(request.method)
+        if request.method == "POST":
+            return httpx.Response(500, json={"msg": "backend timeout"}, request=request)
+        return httpx.Response(200, json={"orderId": 42, "clientOrderId": "ltb-1"}, request=request)
+
+    client = BinanceRestClient(
+        SPOT_REST_URL,
+        BinanceCredentials("key", "secret"),
+        http_client=httpx.AsyncClient(base_url=SPOT_REST_URL, transport=httpx.MockTransport(handler)),
+    )
+    result = await client.mutate_with_recovery(
+        "POST",
+        "/api/v3/order",
+        {"symbol": "BTCUSDT", "newClientOrderId": "ltb-1"},
+        lookup_path="/api/v3/order",
+        lookup_parameters={"symbol": "BTCUSDT", "origClientOrderId": "ltb-1"},
+    )
+    assert result["orderId"] == 42
+    assert methods == ["POST", "GET"]
+
+
+def test_production_url_is_not_accepted():
+    with pytest.raises(ValueError, match="Testnet"):
+        BinanceRestClient("https://api.binance.com", BinanceCredentials("key", "secret"))