def choose_pair(
self,
timestamp: Timestamp,
price_query: Callable[[Asset, Asset, Timestamp], FVal],
) -> TradePair:
"""Choose a random pair to trade from the available pairs at the selected timestamp"""
choices = set(self._symbols_to_pair.keys())
found = False
while len(choices) != 0:
pair = random.choice(tuple(choices))
choices.remove(pair)
binance_pair = self._symbols_to_pair[pair]
bbase = binance_pair.binance_base_asset
bquote = binance_pair.binance_quote_asset
try:
base = asset_from_binance(bbase)
quote = asset_from_binance(bquote)
except UnsupportedAsset:
continue
if bbase in self.balances_dict or bquote in self.balances_dict:
if bbase in DISALLOWED_ASSETS or bquote in DISALLOWED_ASSETS:
continue
# Before choosing make sure that at the selected timestamp both of
# the pair assets exist (had a price)
if not assets_exist_at_time(base, quote, timestamp, price_query):
continue
found = True
break
if not found:
raise ValueError('Could not find a pair to trade with the current funds')
return trade_pair_from_assets(base, quote)
def test_binance_assets_are_known(
database,
inquirer, # pylint: disable=unused-argument
):
# use a real binance instance so that we always get the latest data
binance = Binance(
api_key=make_api_key(),
secret=make_api_secret(),
database=database,
msg_aggregator=MessagesAggregator(),
)
mapping = binance.symbols_to_pair
binance_assets = set()
for _, pair in mapping.items():
binance_assets.add(pair.binance_base_asset)
binance_assets.add(pair.binance_quote_asset)
sorted_assets = sorted(binance_assets)
for binance_asset in sorted_assets:
try:
_ = asset_from_binance(binance_asset)
except UnsupportedAsset:
assert binance_asset in UNSUPPORTED_BINANCE_ASSETS
except UnknownAsset as e:
test_warnings.warn(
UserWarning(
f'Found unknown asset {e.asset_name} in Binance. Support for it has to be added',
))
# also check that lending assets are properly processed
assert asset_from_binance('LDBNB') == Asset('BNB')
assert asset_from_binance('LDUSDT') == Asset('USDT')
def trade_from_binance(
binance_trade: Dict,
binance_symbols_to_pair: Dict[str, BinancePair],
) -> Trade:
"""Turn a binance trade returned from trade history to our common trade
history format
From the official binance api docs (01/09/18):
https://github.com/binance-exchange/binance-official-api-docs/blob/62ff32d27bb32d9cc74d63d547c286bb3c9707ef/rest-api.md#terminology
base asset refers to the asset that is the quantity of a symbol.
quote asset refers to the asset that is the price of a symbol.
Can throw UnsupportedAsset due to asset_from_binance
"""
amount = FVal(binance_trade['qty'])
rate = FVal(binance_trade['price'])
binance_pair = binance_symbols_to_pair[binance_trade['symbol']]
timestamp = binance_trade['time']
base_asset = asset_from_binance(binance_pair.binance_base_asset)
quote_asset = asset_from_binance(binance_pair.binance_quote_asset)
if binance_trade['isBuyer']:
order_type = TradeType.BUY
# e.g. in RDNETH we buy RDN by paying ETH
else:
order_type = TradeType.SELL
fee_currency = asset_from_binance(binance_trade['commissionAsset'])
fee = FVal(binance_trade['commission'])
log.debug(
'Processing binance Trade',
sensitive_log=True,
amount=amount,
rate=rate,
timestamp=timestamp,
pair=binance_trade['symbol'],
base_asset=base_asset,
quote=quote_asset,
order_type=order_type,
commision_asset=binance_trade['commissionAsset'],
fee=fee,
)
return Trade(
timestamp=timestamp,
location='binance',
pair=trade_pair_from_assets(base_asset, quote_asset),
trade_type=order_type,
amount=amount,
rate=rate,
fee=fee,
fee_currency=fee_currency,
)
def deserialize_from_db(cls,
entry: BINANCE_PAIR_DB_TUPLE) -> 'BinancePair':
"""Create a BinancePair from data in the database. May raise:
- DeserializationError
- UnsupportedAsset
- UnknownAsset
"""
return BinancePair(
symbol=entry[0],
base_asset=asset_from_binance(entry[1]),
quote_asset=asset_from_binance(entry[2]),
location=Location.deserialize_from_db(entry[3]),
)
def test_binance_assets_are_known(
database,
inquirer, # pylint: disable=unused-argument
):
# use a real binance instance so that we always get the latest data
binance = Binance(
name='binance1',
api_key=make_api_key(),
secret=make_api_secret(),
database=database,
msg_aggregator=MessagesAggregator(),
uri=BINANCEUS_BASE_URL,
)
mapping = binance.symbols_to_pair
binance_assets = set()
for _, pair in mapping.items():
binance_assets.add(pair.binance_base_asset)
binance_assets.add(pair.binance_quote_asset)
sorted_assets = sorted(binance_assets)
for binance_asset in sorted_assets:
try:
_ = asset_from_binance(binance_asset)
except UnsupportedAsset:
assert binance_asset in UNSUPPORTED_BINANCE_ASSETS
except UnknownAsset as e:
test_warnings.warn(
UserWarning(
f'Found unknown asset {e.asset_name} in binanceus. '
f'Support for it has to be added', ))
def _query_margined_futures_balances(
self,
api_type: Literal['fapi', 'dapi'],
balances: Dict,
) -> Dict:
try:
response = self.api_query_list(api_type, 'balance')
except BinancePermissionError as e:
log.warning(
f'Insufficient permission to query {self.name} {api_type} balances.'
f'Skipping query. Response details: {str(e)}', )
return balances
try:
for entry in response:
amount = FVal(entry['balance'])
if amount == ZERO:
continue
try:
asset = asset_from_binance(entry['asset'])
except UnsupportedAsset as e:
self.msg_aggregator.add_warning(
f'Found unsupported {self.name} asset {e.asset_name}. '
f'Ignoring its margined futures balance query.', )
continue
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found unknown {self.name} asset {e.asset_name}. '
f'Ignoring its margined futures balance query.', )
continue
except DeserializationError:
self.msg_aggregator.add_error(
f'Found {self.name} asset with non-string type '
f'{type(entry["asset"])}. Ignoring its margined futures balance query.',
)
continue
try:
usd_price = Inquirer().find_usd_price(asset)
except RemoteError as e:
self.msg_aggregator.add_error(
f'Error processing {self.name} balance entry due to inability to '
f'query USD price: {str(e)}. Skipping margined futures balance entry',
)
continue
balance = Balance(amount=amount, usd_value=amount * usd_price)
if asset not in balances:
balances[asset] = balance.to_dict()
else:
balances[asset]['amount'] += balance.amount
balances[asset]['usd_value'] += balance.usd_value
except KeyError as e:
self.msg_aggregator.add_error(
f'At {self.name} margined futures balance query did not find '
f'expected key {str(e)}. Skipping margined futures query...', )
return balances
def _query_cross_collateral_futures_balances(
self,
balances: DefaultDict[Asset, Balance],
) -> DefaultDict[Asset, Balance]:
"""Queries binance collateral future balances and if any found adds them to `balances`
May raise:
- RemoteError
"""
futures_response = self.api_query_dict('sapi', 'futures/loan/wallet')
try:
cross_collaterals = futures_response['crossCollaterals']
for entry in cross_collaterals:
amount = deserialize_asset_amount(entry['locked'])
if amount == ZERO:
continue
try:
asset = asset_from_binance(entry['collateralCoin'])
except UnsupportedAsset as e:
self.msg_aggregator.add_warning(
f'Found unsupported {self.name} asset {e.asset_name}. '
f'Ignoring its futures balance query.',
)
continue
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found unknown {self.name} asset {e.asset_name}. '
f'Ignoring its futures balance query.',
)
continue
except DeserializationError:
self.msg_aggregator.add_error(
f'Found {self.name} asset with non-string type '
f'{type(entry["asset"])}. Ignoring its futures balance query.',
)
continue
try:
usd_price = Inquirer().find_usd_price(asset)
except RemoteError as e:
self.msg_aggregator.add_error(
f'Error processing {self.name} balance entry due to inability to '
f'query USD price: {str(e)}. Skipping balance entry',
)
continue
balances[asset] += Balance(
amount=amount,
usd_value=amount * usd_price,
)
except KeyError as e:
self.msg_aggregator.add_error(
f'At {self.name} futures balance query did not find expected key '
f'{str(e)}. Skipping futures query...',
)
return balances
def _deserialize_asset_movement(
self, raw_data: Dict[str, Any]) -> Optional[AssetMovement]:
"""Processes a single deposit/withdrawal from binance and deserializes it
Can log error/warning and return None if something went wrong at deserialization
"""
try:
if 'insertTime' in raw_data:
category = AssetMovementCategory.DEPOSIT
time_key = 'insertTime'
fee = Fee(ZERO)
else:
category = AssetMovementCategory.WITHDRAWAL
time_key = 'applyTime'
fee = Fee(deserialize_asset_amount(raw_data['transactionFee']))
timestamp = deserialize_timestamp_from_binance(raw_data[time_key])
asset = asset_from_binance(raw_data['asset'])
tx_id = get_key_if_has_val(raw_data, 'txId')
internal_id = get_key_if_has_val(raw_data, 'id')
link_str = str(internal_id) if internal_id else str(
tx_id) if tx_id else ''
return AssetMovement(
location=self.location,
category=category,
address=deserialize_asset_movement_address(
raw_data, 'address', asset),
transaction_id=tx_id,
timestamp=timestamp,
asset=asset,
amount=deserialize_asset_amount_force_positive(
raw_data['amount']),
fee_asset=asset,
fee=fee,
link=link_str,
)
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found {str(self.location)} deposit/withdrawal with unknown asset '
f'{e.asset_name}. Ignoring it.', )
except UnsupportedAsset as e:
self.msg_aggregator.add_warning(
f'Found {str(self.location)} deposit/withdrawal with unsupported asset '
f'{e.asset_name}. Ignoring it.', )
except (DeserializationError, KeyError) as e:
msg = str(e)
if isinstance(e, KeyError):
msg = f'Missing key entry for {msg}.'
self.msg_aggregator.add_error(
f'Error processing a {str(self.location)} deposit/withdrawal. Check logs '
f'for details. Ignoring it.', )
log.error(
f'Error processing a {str(self.location)} deposit/withdrawal',
asset_movement=raw_data,
error=msg,
)
return None
def query_balances(self) -> Tuple[Optional[dict], str]:
self.first_connection()
try:
# account data returns a dict as per binance docs
account_data = self.api_query_dict('account')
except RemoteError as e:
msg = ('Binance API request failed. Could not reach binance due '
'to {}'.format(e))
log.error(msg)
return None, msg
returned_balances = {}
for entry in account_data['balances']:
amount = entry['free'] + entry['locked']
if amount == FVal(0):
continue
try:
asset = asset_from_binance(entry['asset'])
except UnsupportedAsset as e:
self.msg_aggregator.add_warning(
f'Found unsupported binance asset {e.asset_name}. '
f' Ignoring its balance query.', )
continue
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found unknown binance asset {e.asset_name}. '
f' Ignoring its balance query.', )
continue
except DeserializationError:
self.msg_aggregator.add_error(
f'Found binance asset with non-string type {type(entry["asset"])}. '
f' Ignoring its balance query.', )
continue
try:
usd_price = Inquirer().find_usd_price(asset)
except RemoteError as e:
self.msg_aggregator.add_error(
f'Error processing binance balance entry due to inability to '
f'query USD price: {str(e)}. Skipping balance entry', )
continue
balance = {}
balance['amount'] = amount
balance['usd_value'] = FVal(amount * usd_price)
returned_balances[asset] = balance
log.debug(
'binance balance query result',
sensitive_log=True,
asset=asset,
amount=amount,
usd_value=balance['usd_value'],
)
return returned_balances, ''
def _deserialize_asset_movement(
self, raw_data: Dict[str, Any]) -> Optional[AssetMovement]:
"""Processes a single deposit/withdrawal from binance and deserializes it
Can log error/warning and return None if something went wrong at deserialization
"""
try:
if 'insertTime' in raw_data:
category = AssetMovementCategory.DEPOSIT
time_key = 'insertTime'
else:
category = AssetMovementCategory.WITHDRAWAL
time_key = 'applyTime'
timestamp = deserialize_timestamp_from_binance(raw_data[time_key])
asset = asset_from_binance(raw_data['asset'])
location = Location.BINANCE if self.name == str(
Location.BINANCE) else Location.BINANCE_US # noqa: E501
return AssetMovement(
location=location,
category=category,
address=deserialize_asset_movement_address(
raw_data, 'address', asset),
transaction_id=get_key_if_has_val(raw_data, 'txId'),
timestamp=timestamp,
asset=asset,
amount=deserialize_asset_amount_force_positive(
raw_data['amount']),
fee_asset=asset,
# Binance does not include withdrawal fees neither in the API nor in their UI
fee=Fee(ZERO),
link=str(raw_data['txId']),
)
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found {self.name} deposit/withdrawal with unknown asset '
f'{e.asset_name}. Ignoring it.', )
except UnsupportedAsset as e:
self.msg_aggregator.add_warning(
f'Found {self.name} deposit/withdrawal with unsupported asset '
f'{e.asset_name}. Ignoring it.', )
except (DeserializationError, KeyError) as e:
msg = str(e)
if isinstance(e, KeyError):
msg = f'Missing key entry for {msg}.'
self.msg_aggregator.add_error(
f'Error processing a {self.name} deposit/withdrawal. Check logs '
f'for details. Ignoring it.', )
log.error(
f'Error processing a {self.name} deposit_withdrawal',
asset_movement=raw_data,
error=msg,
)
return None
def _query_lending_balances(
self,
balances: DefaultDict[Asset, Balance],
) -> DefaultDict[Asset, Balance]:
"""Queries binance lending balances and if any found adds them to `balances`
May raise:
- RemoteError
"""
data = self.api_query_dict('sapi', 'lending/union/account')
positions = data.get('positionAmountVos', None)
if positions is None:
raise RemoteError(
f'Could not find key positionAmountVos in lending account data '
f'{data} returned by {self.name}.', )
for entry in positions:
try:
amount = deserialize_asset_amount(entry['amount'])
if amount == ZERO:
continue
asset = asset_from_binance(entry['asset'])
except UnsupportedAsset as e:
self.msg_aggregator.add_warning(
f'Found unsupported {self.name} asset {e.asset_name}. '
f'Ignoring its lending balance query.', )
continue
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found unknown {self.name} asset {e.asset_name}. '
f'Ignoring its lending balance query.', )
continue
except (DeserializationError, KeyError) as e:
msg = str(e)
if isinstance(e, KeyError):
msg = f'Missing key entry for {msg}.'
self.msg_aggregator.add_error(
f'Error at deserializing {self.name} asset. {msg}. '
f'Ignoring its lending balance query.', )
continue
try:
usd_price = Inquirer().find_usd_price(asset)
except RemoteError as e:
self.msg_aggregator.add_error(
f'Error processing {self.name} balance entry due to inability to '
f'query USD price: {str(e)}. Skipping balance entry', )
continue
balances[asset] += Balance(
amount=amount,
usd_value=amount * usd_price,
)
return balances
def _query_cross_collateral_futures_balances(self, balances: Dict) -> Dict:
futures_response = self.api_query_dict('sapi', 'futures/loan/wallet')
try:
cross_collaterals = futures_response['crossCollaterals']
for entry in cross_collaterals:
amount = FVal(entry['locked'])
if amount == ZERO:
continue
try:
asset = asset_from_binance(entry['collateralCoin'])
except UnsupportedAsset as e:
self.msg_aggregator.add_warning(
f'Found unsupported {self.name} asset {e.asset_name}. '
f'Ignoring its futures balance query.',
)
continue
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found unknown {self.name} asset {e.asset_name}. '
f'Ignoring its futures balance query.',
)
continue
except DeserializationError:
self.msg_aggregator.add_error(
f'Found {self.name} asset with non-string type '
f'{type(entry["asset"])}. Ignoring its futures balance query.',
)
continue
try:
usd_price = Inquirer().find_usd_price(asset)
except RemoteError as e:
self.msg_aggregator.add_error(
f'Error processing {self.name} balance entry due to inability to '
f'query USD price: {str(e)}. Skipping balance entry',
)
continue
balance = Balance(amount=amount, usd_value=amount * usd_price)
if asset not in balances:
balances[asset] = balance.to_dict()
else:
balances[asset]['amount'] += balance.amount
balances[asset]['usd_value'] += balance.usd_value
except KeyError as e:
self.msg_aggregator.add_error(
f'At {self.name} futures balance query did not find expected key '
f'{str(e)}. Skipping futures query...',
)
return balances
def _query_spot_balances(self, balances: Dict) -> Dict:
account_data = self.api_query_dict('api', 'account')
for entry in account_data['balances']:
if len(entry['asset']) >= 5 and entry['asset'].startswith('LD'):
# Some lending coins also appear to start with the LD prefix. Ignore them
continue
amount = entry['free'] + entry['locked']
if amount == ZERO:
continue
try:
asset = asset_from_binance(entry['asset'])
except UnsupportedAsset as e:
self.msg_aggregator.add_warning(
f'Found unsupported {self.name} asset {e.asset_name}. '
f'Ignoring its balance query.',
)
continue
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found unknown {self.name} asset {e.asset_name}. '
f'Ignoring its balance query.',
)
continue
except DeserializationError:
self.msg_aggregator.add_error(
f'Found {self.name} asset with non-string type {type(entry["asset"])}. '
f'Ignoring its balance query.',
)
continue
try:
usd_price = Inquirer().find_usd_price(asset)
except RemoteError as e:
self.msg_aggregator.add_error(
f'Error processing {self.name} balance entry due to inability to '
f'query USD price: {str(e)}. Skipping balance entry',
)
continue
balance = {}
balance['amount'] = amount
balance['usd_value'] = FVal(amount * usd_price)
if asset not in balances:
balances[asset] = balance
else: # Some assets may appear twice in binance balance query for different locations
# Lending/staking for example
balances[asset]['amount'] += balance['amount']
balances[asset]['usd_value'] += balance['usd_value']
return balances
def create_binance_symbols_to_pair(
exchange_data: Dict[str, Any],
location: Location,
) -> Dict[str, BinancePair]:
"""Parses the result of 'exchangeInfo' endpoint and creates the symbols_to_pair mapping
"""
result: Dict[str, BinancePair] = {}
for symbol in exchange_data['symbols']:
symbol_str = symbol['symbol']
if isinstance(symbol_str, FVal):
# the to_int here may raise but should never due to the if check above
symbol_str = str(symbol_str.to_int(exact=True))
try:
result[symbol_str] = BinancePair(
symbol=symbol_str,
base_asset=asset_from_binance(symbol['baseAsset']),
quote_asset=asset_from_binance(symbol['quoteAsset']),
location=location,
)
except (UnknownAsset, UnsupportedAsset) as e:
log.debug(f'Found binance pair with no processable asset. {str(e)}')
return result
def _query_lending_balances(self, balances: Dict) -> Dict:
data = self.api_query_dict('lending/union/account')
positions = data.get('positionAmountVos', None)
if positions is None:
raise RemoteError(
f'Could not find key positionAmountVos in lending account data '
f'{data} returned by binance', )
for entry in positions:
try:
amount = FVal(entry['amount'])
if amount == ZERO:
continue
asset = asset_from_binance(entry['asset'])
except UnsupportedAsset as e:
self.msg_aggregator.add_warning(
f'Found unsupported binance asset {e.asset_name}. '
f' Ignoring its lending balance query.', )
continue
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found unknown binance asset {e.asset_name}. '
f' Ignoring its lending balance query.', )
continue
except (DeserializationError, KeyError) as e:
msg = str(e)
if isinstance(e, KeyError):
msg = f'Missing key entry for {msg}.'
self.msg_aggregator.add_error(
f'Error at deserializing binance asset. {msg}.'
f' Ignoring its lending balance query.', )
continue
try:
usd_price = Inquirer().find_usd_price(asset)
except RemoteError as e:
self.msg_aggregator.add_error(
f'Error processing binance balance entry due to inability to '
f'query USD price: {str(e)}. Skipping balance entry', )
continue
balance = Balance(amount=amount, usd_value=amount * usd_price)
if asset not in balances:
balances[asset] = balance.to_dict()
else:
balances[asset]['amount'] += balance.amount
balances[asset]['usd_value'] += balance.usd_value
return balances
def _deserialize_asset_movement(
self, raw_data: Dict[str, Any]) -> Optional[AssetMovement]:
"""Processes a single deposit/withdrawal from binance and deserializes it
Can log error/warning and return None if something went wrong at deserialization
"""
try:
if 'insertTime' in raw_data:
category = 'deposit'
time_key = 'insertTime'
else:
category = 'withdrawal'
time_key = 'applyTime'
timestamp = deserialize_timestamp_from_binance(raw_data[time_key])
asset = asset_from_binance(raw_data['asset'])
amount = deserialize_asset_amount(raw_data['amount'])
return AssetMovement(
exchange=Exchange.BINANCE,
category=cast(Literal['deposit', 'withdrawal'], category),
timestamp=timestamp,
asset=asset,
amount=amount,
# Binance does not include withdrawal fees neither in the API nor in their UI
fee=Fee(ZERO),
)
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found binance deposit/withdrawal with unknown asset '
f'{e.asset_name}. Ignoring it.', )
except UnsupportedAsset as e:
self.msg_aggregator.add_warning(
f'Found binance deposit/withdrawal with unsupported asset '
f'{e.asset_name}. Ignoring it.', )
except (DeserializationError, KeyError) as e:
msg = str(e)
if isinstance(e, KeyError):
msg = f'Missing key entry for {msg}.'
self.msg_aggregator.add_error(
'Error processing a binance deposit/withdrawal. Check logs '
'for details. Ignoring it.', )
log.error(
'Error processing a binance deposit_withdrawal',
asset_movement=raw_data,
error=msg,
)
return None
def test_binance_assets_are_known(inquirer): # pylint: disable=unused-argument
exchange_data = requests.get('https://api.binance.us/api/v3/exchangeInfo').json()
binance_assets = set()
for pair_symbol in exchange_data['symbols']:
binance_assets.add(pair_symbol['baseAsset'])
binance_assets.add(pair_symbol['quoteAsset'])
sorted_assets = sorted(binance_assets)
for binance_asset in sorted_assets:
try:
_ = asset_from_binance(binance_asset)
except UnsupportedAsset:
assert binance_asset in UNSUPPORTED_BINANCE_ASSETS
except UnknownAsset as e:
test_warnings.warn(UserWarning(
f'Found unknown asset {e.asset_name} in binanceus. '
f'Support for it has to be added',
))
def test_binance_assets_are_known(
accounting_data_dir,
inquirer, # pylint: disable=unused-argument
):
# use a real binance instance so that we always get the latest data
binance = Binance(
api_key=base64.b64encode(make_random_b64bytes(128)),
secret=base64.b64encode(make_random_b64bytes(128)),
data_dir=accounting_data_dir,
msg_aggregator=MessagesAggregator(),
)
mapping = binance.symbols_to_pair
binance_assets = set()
for _, pair in mapping.items():
binance_assets.add(pair.binance_base_asset)
binance_assets.add(pair.binance_quote_asset)
sorted_assets = sorted(binance_assets)
for binance_asset in sorted_assets:
_ = asset_from_binance(binance_asset)
def test_binance_assets_are_known(inquirer): # pylint: disable=unused-argument
unsupported_assets = set(UNSUPPORTED_BINANCE_ASSETS)
common_items = unsupported_assets.intersection(set(WORLD_TO_BINANCE.values()))
assert not common_items, f'Binance assets {common_items} should not be unsupported'
exchange_data = requests.get('https://api3.binance.com/api/v3/exchangeInfo').json()
binance_assets = set()
for pair_symbol in exchange_data['symbols']:
binance_assets.add(pair_symbol['baseAsset'])
binance_assets.add(pair_symbol['quoteAsset'])
sorted_assets = sorted(binance_assets)
for binance_asset in sorted_assets:
try:
_ = asset_from_binance(binance_asset)
except UnsupportedAsset:
assert binance_asset in UNSUPPORTED_BINANCE_ASSETS
except UnknownAsset as e:
test_warnings.warn(UserWarning(
f'Found unknown asset {e.asset_name} in binance. '
f'Support for it has to be added',
))
def process_pool_asset(asset_name: str, asset_amount: FVal) -> None:
if asset_amount == ZERO:
return None
try:
asset = asset_from_binance(asset_name)
except UnsupportedAsset as e:
self.msg_aggregator.add_warning(
f'Found unsupported {self.name} asset {asset_name}. '
f'Ignoring its {self.name} pool balance query. {str(e)}',
)
return None
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found unknown {self.name} asset {asset_name}. '
f'Ignoring its {self.name} pool balance query. {str(e)}',
)
return None
except DeserializationError as e:
self.msg_aggregator.add_error(
f'{self.name} balance deserialization error '
f'for asset {asset_name}: {str(e)}. Skipping entry.',
)
return None
try:
usd_price = Inquirer().find_usd_price(asset)
except RemoteError as e:
self.msg_aggregator.add_error(
f'Error processing {self.name} balance entry due to inability to '
f'query USD price: {str(e)}. Skipping {self.name} pool balance entry',
)
return None
balances[asset] += Balance(
amount=asset_amount,
usd_value=asset_amount * usd_price,
)
return None
def test_binance_assets_are_known(
accounting_data_dir,
inquirer, # pylint: disable=unused-argument
):
# use a real binance instance so that we always get the latest data
binance = Binance(
api_key=make_api_key(),
secret=make_api_secret(),
user_directory=accounting_data_dir,
msg_aggregator=MessagesAggregator(),
)
mapping = binance.symbols_to_pair
binance_assets = set()
for _, pair in mapping.items():
binance_assets.add(pair.binance_base_asset)
binance_assets.add(pair.binance_quote_asset)
sorted_assets = sorted(binance_assets)
for binance_asset in sorted_assets:
try:
_ = asset_from_binance(binance_asset)
except UnsupportedAsset:
assert binance_asset in UNSUPPORTED_BINANCE_ASSETS
def trade_from_binance(
binance_trade: Dict,
binance_symbols_to_pair: Dict[str, BinancePair],
) -> Trade:
"""Turn a binance trade returned from trade history to our common trade
history format
From the official binance api docs (01/09/18):
https://github.com/binance-exchange/binance-official-api-docs/blob/62ff32d27bb32d9cc74d63d547c286bb3c9707ef/rest-api.md#terminology
base asset refers to the asset that is the quantity of a symbol.
quote asset refers to the asset that is the price of a symbol.
Throws:
- UnsupportedAsset due to asset_from_binance
- DeserializationError due to unexpected format of dict entries
- KeyError due to dict entries missing an expected entry
"""
amount = deserialize_asset_amount(binance_trade['qty'])
rate = deserialize_price(binance_trade['price'])
if binance_trade['symbol'] not in binance_symbols_to_pair:
raise DeserializationError(
f'Error reading a binance trade. Could not find '
f'{binance_trade["symbol"]} in binance_symbols_to_pair',
)
binance_pair = binance_symbols_to_pair[binance_trade['symbol']]
timestamp = deserialize_timestamp_from_binance(binance_trade['time'])
base_asset = asset_from_binance(binance_pair.binance_base_asset)
quote_asset = asset_from_binance(binance_pair.binance_quote_asset)
if binance_trade['isBuyer']:
order_type = TradeType.BUY
# e.g. in RDNETH we buy RDN by paying ETH
else:
order_type = TradeType.SELL
fee_currency = asset_from_binance(binance_trade['commissionAsset'])
fee = deserialize_fee(binance_trade['commission'])
log.debug(
'Processing binance Trade',
sensitive_log=True,
amount=amount,
rate=rate,
timestamp=timestamp,
pair=binance_trade['symbol'],
base_asset=base_asset,
quote=quote_asset,
order_type=order_type,
commision_asset=binance_trade['commissionAsset'],
fee=fee,
)
return Trade(
timestamp=timestamp,
location=Location.BINANCE,
pair=trade_pair_from_assets(base_asset, quote_asset),
trade_type=order_type,
amount=amount,
rate=rate,
fee=fee,
fee_currency=fee_currency,
link=str(binance_trade['id']),
)
def _query_spot_balances(
self,
balances: DefaultDict[Asset, Balance],
) -> DefaultDict[Asset, Balance]:
account_data = self.api_query_dict('api', 'account')
binance_balances = account_data.get('balances', None)
if not binance_balances:
raise RemoteError(
'Binance spot balances response did not contain the balances key'
)
for entry in binance_balances:
try:
# force string https://github.com/rotki/rotki/issues/2342
asset_symbol = str(entry['asset'])
free = deserialize_asset_amount(entry['free'])
locked = deserialize_asset_amount(entry['locked'])
except KeyError as e:
raise RemoteError(
f'Binance spot balance asset entry did not contain key {str(e)}'
) from e # noqa: E501
except DeserializationError as e:
raise RemoteError(
'Failed to deserialize an amount from binance spot balance asset entry'
) from e # noqa: E501
if len(asset_symbol) >= 5 and asset_symbol.startswith('LD'):
# Some lending coins also appear to start with the LD prefix. Ignore them
continue
amount = free + locked
if amount == ZERO:
continue
try:
asset = asset_from_binance(asset_symbol)
except UnsupportedAsset as e:
self.msg_aggregator.add_warning(
f'Found unsupported {self.name} asset {e.asset_name}. '
f'Ignoring its balance query.', )
continue
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found unknown {self.name} asset {e.asset_name}. '
f'Ignoring its balance query.', )
continue
except DeserializationError:
self.msg_aggregator.add_error(
f'Found {self.name} asset with non-string type {type(entry["asset"])}. '
f'Ignoring its balance query.', )
continue
try:
usd_price = Inquirer().find_usd_price(asset)
except RemoteError as e:
self.msg_aggregator.add_error(
f'Error processing {self.name} balance entry due to inability to '
f'query USD price: {str(e)}. Skipping balance entry', )
continue
balances[asset] += Balance(
amount=amount,
usd_value=amount * usd_price,
)
return balances
