Add binance historical trades endpoint

bhftbootcamp · Jul 23, 2024 · b66a77b · b66a77b
1 parent 5b1e347
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diff --git a/docs/src/pages/Binance.md b/docs/src/pages/Binance.md
@@ -35,6 +35,7 @@ CryptoAPIs.Binance.USDMFutures.candle
 CryptoAPIs.Binance.USDMFutures.continuous_candle
 CryptoAPIs.Binance.USDMFutures.exchange_info
 CryptoAPIs.Binance.USDMFutures.funding_rate
+CryptoAPIs.Binance.USDMFutures.historical_trades
 CryptoAPIs.Binance.USDMFutures.long_short_ratio
 CryptoAPIs.Binance.USDMFutures.open_interest_hist
 CryptoAPIs.Binance.USDMFutures.order_book

diff --git a/examples/Binance/USDMFutures.jl b/examples/Binance/USDMFutures.jl
@@ -28,6 +28,8 @@ Binance.USDMFutures.exchange_info()
 
 Binance.USDMFutures.funding_rate(; symbol = "BTCUSDT")
 
+Binance.USDMFutures.historical_trades(;symbol = "BTCUSDT")
+
 Binance.USDMFutures.long_short_ratio(;
     symbol = "BTCUSDT",
     period = Binance.USDMFutures.LongShortRatio.h1,

diff --git a/src/Binance/USDMFutures/API/HistoricalTrades.jl b/src/Binance/USDMFutures/API/HistoricalTrades.jl
@@ -0,0 +1,79 @@
+module HistoricalTrades
+
+export HistoricalTradesQuery,
+    HistoricalTradesData,
+    historical_trades
+
+using Serde
+using Dates, NanoDates, TimeZones
+
+using CryptoAPIs.Binance
+using CryptoAPIs: Maybe, APIsRequest
+
+Base.@kwdef struct HistoricalTradesQuery <: BinancePublicQuery
+    symbol::String
+    limit::Maybe{Int64} = nothing
+    fromtId::Maybe{Int64} = nothing
+end
+
+struct HistoricalTradesData <: BinanceData
+    id::Maybe{Int64}
+    price::Maybe{Float64}
+    qty::Maybe{Float64}
+    quoteQty::Maybe{Float64}
+    time::NanoDate
+    isBuyerMaker::Bool
+end
+
+"""
+    historical_trades(client::BinanceClient, query::HistoricalTradesQuery)
+    historical_trades(client::BinanceClient = Binance.USDMFutures.public_client; kw...)
+
+[`GET fapi/v1/historicalTrades`](https://binance-docs.github.io/apidocs/futures/en/#old-trades-lookup-market_data)
+
+## Parameters:
+
+| Parameter | Type   | Required | Description                                            |
+|:----------|:-------|:---------|:-------------------------------------------------------|
+| symbol    | String | true     |                                                        |
+| limit     | Int64  | false    | Default: 500; Max: 1000                                |
+| fromId    | Int64  | false    | TradeId to fetch from. Default gets most recent trades |
+
+## Code samples:
+
+```julia
+using Serde
+using CryptoAPIs.Binance
+
+result = Binance.USDMFutures.historical_trades(;
+    symbol = "BTCUSDT"
+)
+
+to_pretty_json(result.result)
+```
+
+## Result:
+
+```json
+[
+  {
+    "id": 28457,
+    "price": "4.00000100",
+    "qty": "12.00000000",
+    "quoteQty": "8000.00",
+    "time": 1499865549590,
+    "isBuyerMaker": true,
+  }
+]
+```
+"""
+function historical_trades(client::BinanceClient, query::HistoricalTradesQuery)
+    return APIsRequest{Vector{HistoricalTradesData}}("GET", "/api/v3/historicalTrades", query)(client)
+end
+
+function historical_trades(client::BinanceClient = Binance.USDMFutures.public_client; kw...)
+    return historical_trades(client, HistoricalTradesQuery(; kw...))
+end
+
+end
+
diff --git a/src/Binance/USDMFutures/USDMFutures.jl b/src/Binance/USDMFutures/USDMFutures.jl
@@ -20,6 +20,9 @@ using .ExchangeInfo
 include("API/FundingRate.jl")
 using .FundingRate
 
+include("API/HistoricalTrades.jl")
+using .HistoricalTrades
+
 include("API/LongShortRatio.jl")
 using .LongShortRatio