Usdm support

.gitattributes

@@ -0,0 +1,2 @@
+* text=auto
+tests/fixtures/**/* -diff

DESCRIPTION

@@ -18,3 +18,7 @@ Imports:
   logger,
   jsonlite
 URL: https://daroczig.github.io/binancer/
+Suggests:
+    vcr (>= 0.6.0),
+    testthat (>= 3.0.0)
+Config/testthat/edition: 3

R/binance.R

@@ -63,14 +63,15 @@ binance_check_credentials <- function() {
 
 #' Sign the query string for Binance
 #' @param params list
-#' @return string
+#' @param time string
+#' @return list
 #' @keywords internal
 #' @importFrom digest hmac
 #' @examples \dontrun{
-#' signature(list(foo = 'bar', z = 4))
+#' binance_sign(list(foo = 'bar', z = 4))
 #' }
-binance_sign <- function(params) {
-    params$timestamp <- timestamp()
+binance_sign <- function(params, time = timestamp()) {
+    params$timestamp <- time
     params$signature <- hmac(
         key = binance_secret(),
         object = paste(
@@ -379,6 +380,9 @@ binance_depth <- function(symbol, limit) {
 #' @param symbol optional string
 #' @return \code{data.table}
 #' @export
+#' @examples \dontrun{
+#' binance_ticker_price('ETHUSDT')
+#' }
 binance_ticker_price <- function(symbol) {
 
     # silence "no visible global function/variable definition" R CMD check
@@ -403,6 +407,9 @@ binance_ticker_price <- function(symbol) {
 #' @return \code{data.table}
 #' @export
 #' @importFrom snakecase to_snake_case
+#' @examples \dontrun{
+#' binance_ticker_book('ETHUSDT')
+#' }
 binance_ticker_book <- function(symbol) {
 
     if (!missing(symbol)) {

tests/fixtures/spot_avg_price_ethusdt.yml

@@ -0,0 +1,45 @@
+http_interactions:
+- request:
+    method: get
+    uri: https://api.binance.com/api/v3/avgPrice?symbol=ETHUSDT
+    body:
+      encoding: ''
+      string: ''
+    headers:
+      Accept: application/json, text/xml, application/xml, */*
+  response:
+    status:
+      status_code: 200
+      category: Success
+      reason: OK
+      message: 'Success: (200) OK'
+    headers:
+      content-type: application/json;charset=UTF-8
+      content-length: '34'
+      date: Fri, 17 Dec 2021 18:24:29 GMT
+      server: nginx
+      x-mbx-uuid: f41179c9-ac61-46c9-ae1e-e431e6c5c8e4
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+      x-frame-options: SAMEORIGIN
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+      x-content-security-policy: default-src 'self'
+      x-webkit-csp: default-src 'self'
+      cache-control: no-cache, no-store, must-revalidate
+      pragma: no-cache
+      expires: '0'
+      access-control-allow-origin: '*'
+      access-control-allow-methods: GET, HEAD, OPTIONS
+      x-cache: Miss from cloudfront
+      via: 1.1 c361075814ee65e6523d12c5af3e7995.cloudfront.net (CloudFront)
+      x-amz-cf-pop: SFO5-C1
+      x-amz-cf-id: AR3YbnqaEq2Qbb33uLX_dWbRlwqjE19i5XmeL6p8D6bB6Xp_PsXfCw==
+    body:
+      encoding: UTF-8
+      file: no
+      string: '{"mins":5,"price":"3862.30654683"}'
+  recorded_at: 2021-12-17 18:24:29 GMT
+  recorded_with: vcr/1.0.2, webmockr/0.8.0

tests/fixtures/spot_depth_ethusdt_limit_5.yml

@@ -0,0 +1,46 @@
+http_interactions:
+- request:
+    method: get
+    uri: https://api.binance.com/api/v1/depth?symbol=ETHUSDT&limit=5
+    body:
+      encoding: ''
+      string: ''
+    headers:
+      Accept: application/json, text/xml, application/xml, */*
+  response:
+    status:
+      status_code: 200
+      category: Success
+      reason: OK
+      message: 'Success: (200) OK'
+    headers:
+      content-type: application/json;charset=UTF-8
+      content-length: '160'
+      date: Fri, 17 Dec 2021 17:12:19 GMT
+      server: nginx
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+      cache-control: no-cache, no-store, must-revalidate
+      pragma: no-cache
+      expires: '0'
+      access-control-allow-origin: '*'
+      access-control-allow-methods: GET, HEAD, OPTIONS
+      x-cache: Miss from cloudfront
+      via: 1.1 2cd1423c218193e9646892449fb7844a.cloudfront.net (CloudFront)
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+      x-amz-cf-id: d2GM8gRzdnCva4G5h6YSYpXp2u5iNq60tweA2-EqvBf45UkK2oJdjw==
+    body:
+      encoding: UTF-8
+      file: no
+      string: '{"lastUpdateId":13304569353,"bids":[["3880.79000000","0.44760000"],["3880.69000000","0.02580000"],["3880.63000000","0.00300000"],["3880.59000000","0.18230000"],["3880.58000000","0.52010000"]],"asks":[["3880.80000000","4.60140000"],["3880.83000000","0.10710000"],["3880.84000000","0.11170000"],["3880.85000000","1.07750000"],["3881.01000000","0.19110000"]]}'
+  recorded_at: 2021-12-17 17:12:19 GMT
+  recorded_with: vcr/1.0.2, webmockr/0.8.0

tests/fixtures/spot_klines_ethusdt_1d_limit_1.yml

@@ -0,0 +1,45 @@
+http_interactions:
+- request:
+    method: get
+    uri: https://api.binance.com/api/v1/klines?symbol=ETHUSDT&interval=1d&limit=1
+    body:
+      encoding: ''
+      string: ''
+    headers:
+      Accept: application/json, text/xml, application/xml, */*
+  response:
+    status:
+      status_code: 200
+      category: Success
+      reason: OK
+      message: 'Success: (200) OK'
+    headers:
+      content-type: application/json;charset=UTF-8
+      content-length: '184'
+      date: Fri, 17 Dec 2021 13:24:50 GMT
+      server: nginx
+      x-mbx-uuid: 7e997bff-7134-4d74-8c56-ef81320e92c3
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+      content-security-policy: default-src 'self'
+      x-content-security-policy: default-src 'self'
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+      cache-control: no-cache, no-store, must-revalidate
+      pragma: no-cache
+      expires: '0'
+      access-control-allow-origin: '*'
+      access-control-allow-methods: GET, HEAD, OPTIONS
+      x-cache: Miss from cloudfront
+      via: 1.1 2d57951832cb6c4e7185686912c96bb9.cloudfront.net (CloudFront)
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+      x-amz-cf-id: rsVORgOs3iuJh_6eTuXWSo3EqIvjhEGpn319S74vOpSSXpT_-t3k9A==
+    body:
+      encoding: UTF-8
+      file: no
+      string: '[[1639699200000,"3959.11000000","3994.10000000","3796.00000000","3820.87000000","210422.85360000",1639785599999,"819993474.31887900",470771,"105358.22610000","411011816.12338600","0"]]'
+  recorded_at: 2021-12-17 13:24:50 GMT
+  recorded_with: vcr/1.0.2, webmockr/0.8.0

tests/fixtures/spot_ping.yml

@@ -0,0 +1,45 @@
+http_interactions:
+- request:
+    method: get
+    uri: https://api.binance.com/api/v1/ping
+    body:
+      encoding: ''
+      string: ''
+    headers:
+      Accept: application/json, text/xml, application/xml, */*
+  response:
+    status:
+      status_code: 200
+      category: Success
+      reason: OK
+      message: 'Success: (200) OK'
+    headers:
+      content-type: application/json;charset=UTF-8
+      content-length: '2'
+      date: Fri, 17 Dec 2021 13:18:17 GMT
+      server: nginx
+      x-mbx-uuid: 1d5d93ff-d7ca-4992-970e-22b429f7de52
+      x-mbx-used-weight: '1'
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+      x-frame-options: SAMEORIGIN
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+      x-content-security-policy: default-src 'self'
+      x-webkit-csp: default-src 'self'
+      cache-control: no-cache, no-store, must-revalidate
+      pragma: no-cache
+      expires: '0'
+      access-control-allow-origin: '*'
+      access-control-allow-methods: GET, HEAD, OPTIONS
+      x-cache: Miss from cloudfront
+      via: 1.1 05aec04162b0fed6e9762cd1edd66a72.cloudfront.net (CloudFront)
+      x-amz-cf-pop: SFO5-C1
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+    body:
+      encoding: UTF-8
+      file: no
+      string: '{}'
+  recorded_at: 2021-12-17 13:18:17 GMT
+  recorded_with: vcr/1.0.2, webmockr/0.8.0

tests/fixtures/spot_ticker_book_ethusdt.yml

@@ -0,0 +1,45 @@
+http_interactions:
+- request:
+    method: get
+    uri: https://api.binance.com/api/v3/ticker/bookTicker?symbol=ETHUSDT
+    body:
+      encoding: ''
+      string: ''
+    headers:
+      Accept: application/json, text/xml, application/xml, */*
+  response:
+    status:
+      status_code: 200
+      category: Success
+      reason: OK
+      message: 'Success: (200) OK'
+    headers:
+      content-type: application/json;charset=UTF-8
+      content-length: '118'
+      date: Fri, 17 Dec 2021 17:55:53 GMT
+      server: nginx
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+      pragma: no-cache
+      expires: '0'
+      access-control-allow-origin: '*'
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+      x-cache: Miss from cloudfront
+      via: 1.1 216f781ed7a0653429ac7a72888ca4c5.cloudfront.net (CloudFront)
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+    body:
+      encoding: UTF-8
+      file: no
+      string: '{"symbol":"ETHUSDT","bidPrice":"3847.76000000","bidQty":"0.08410000","askPrice":"3847.77000000","askQty":"3.08740000"}'
+  recorded_at: 2021-12-17 17:55:53 GMT
+  recorded_with: vcr/1.0.2, webmockr/0.8.0

tests/fixtures/spot_ticker_price_ethusdt.yml

@@ -0,0 +1,45 @@
+http_interactions:
+- request:
+    method: get
+    uri: https://api.binance.com/api/v3/ticker/price?symbol=ETHUSDT
+    body:
+      encoding: ''
+      string: ''
+    headers:
+      Accept: application/json, text/xml, application/xml, */*
+  response:
+    status:
+      status_code: 200
+      category: Success
+      reason: OK
+      message: 'Success: (200) OK'
+    headers:
+      content-type: application/json;charset=UTF-8
+      content-length: '44'
+      date: Fri, 17 Dec 2021 17:25:28 GMT
+      server: nginx
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+      x-content-security-policy: default-src 'self'
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+      cache-control: no-cache, no-store, must-revalidate
+      pragma: no-cache
+      expires: '0'
+      access-control-allow-origin: '*'
+      access-control-allow-methods: GET, HEAD, OPTIONS
+      x-cache: Miss from cloudfront
+      via: 1.1 bff12d4943c1f6f79b908f484a63c7f4.cloudfront.net (CloudFront)
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+    body:
+      encoding: UTF-8
+      file: no
+      string: '{"symbol":"ETHUSDT","price":"3866.44000000"}'
+  recorded_at: 2021-12-17 17:25:28 GMT
+  recorded_with: vcr/1.0.2, webmockr/0.8.0

tests/fixtures/spot_ticks_ethusdt_limit_2.yml

@@ -0,0 +1,45 @@
+http_interactions:
+- request:
+    method: get
+    uri: https://api.binance.com/api/v1/aggTrades?symbol=ETHUSDT&limit=2
+    body:
+      encoding: ''
+      string: ''
+    headers:
+      Accept: application/json, text/xml, application/xml, */*
+  response:
+    status:
+      status_code: 200
+      category: Success
+      reason: OK
+      message: 'Success: (200) OK'
+    headers:
+      content-type: application/json;charset=UTF-8
+      content-length: '237'
+      date: Fri, 17 Dec 2021 16:43:02 GMT
+      server: nginx
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+      string: '[{"a":579794207,"p":"3910.67000000","q":"0.91590000","f":710227286,"l":710227287,"T":1639759381993,"m":false,"M":true},{"a":579794208,"p":"3910.68000000","q":"0.09410000","f":710227288,"l":710227289,"T":1639759381993,"m":false,"M":true}]'
+  recorded_at: 2021-12-17 16:43:02 GMT
+  recorded_with: vcr/1.0.2, webmockr/0.8.0