276 lines
9.6 KiB
Python
276 lines
9.6 KiB
Python
import logging
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import time
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from typing import Dict, Any, List, Optional
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import requests
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import hmac
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import hashlib
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from urllib.parse import urlencode
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from .exchange_interface import ExchangeInterface
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logger = logging.getLogger(__name__)
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class BinanceInterface(ExchangeInterface):
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"""Binance Exchange API Interface"""
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def __init__(self, api_key: str = None, api_secret: str = None, test_mode: bool = True):
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"""Initialize Binance exchange interface.
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Args:
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api_key: Binance API key
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api_secret: Binance API secret
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test_mode: If True, use testnet environment
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"""
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super().__init__(api_key, api_secret, test_mode)
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# Use testnet URLs if in test mode
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if test_mode:
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self.base_url = "https://testnet.binance.vision"
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else:
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self.base_url = "https://api.binance.com"
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self.api_version = "v3"
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def connect(self) -> bool:
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"""Connect to Binance API. This is a no-op for REST API."""
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if not self.api_key or not self.api_secret:
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logger.warning("Binance API credentials not provided. Running in read-only mode.")
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return False
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try:
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# Test connection by pinging server and checking account info
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ping_result = self._send_public_request('GET', 'ping')
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if self.api_key and self.api_secret:
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# Check account connectivity
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self.get_account_info()
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logger.info(f"Successfully connected to Binance API ({'testnet' if self.test_mode else 'live'})")
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return True
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except Exception as e:
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logger.error(f"Failed to connect to Binance API: {str(e)}")
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return False
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def _generate_signature(self, params: Dict[str, Any]) -> str:
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"""Generate signature for authenticated requests."""
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query_string = urlencode(params)
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signature = hmac.new(
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self.api_secret.encode('utf-8'),
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query_string.encode('utf-8'),
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hashlib.sha256
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).hexdigest()
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return signature
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def _send_public_request(self, method: str, endpoint: str, params: Dict[str, Any] = None) -> Dict[str, Any]:
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"""Send public request to Binance API."""
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url = f"{self.base_url}/api/{self.api_version}/{endpoint}"
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try:
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if method.upper() == 'GET':
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response = requests.get(url, params=params)
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else:
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response = requests.post(url, json=params)
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response.raise_for_status()
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return response.json()
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except Exception as e:
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logger.error(f"Error in public request to {endpoint}: {str(e)}")
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raise
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def _send_private_request(self, method: str, endpoint: str, params: Dict[str, Any] = None) -> Dict[str, Any]:
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"""Send private/authenticated request to Binance API."""
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if not self.api_key or not self.api_secret:
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raise ValueError("API key and secret are required for private requests")
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if params is None:
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params = {}
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# Add timestamp
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params['timestamp'] = int(time.time() * 1000)
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# Generate signature
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signature = self._generate_signature(params)
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params['signature'] = signature
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# Set headers
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headers = {
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'X-MBX-APIKEY': self.api_key
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}
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url = f"{self.base_url}/api/{self.api_version}/{endpoint}"
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try:
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if method.upper() == 'GET':
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response = requests.get(url, params=params, headers=headers)
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elif method.upper() == 'POST':
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response = requests.post(url, data=params, headers=headers)
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elif method.upper() == 'DELETE':
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response = requests.delete(url, params=params, headers=headers)
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else:
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raise ValueError(f"Unsupported HTTP method: {method}")
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# Log detailed error if available
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if response.status_code != 200:
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logger.error(f"Binance API error: {response.text}")
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response.raise_for_status()
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return response.json()
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except Exception as e:
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logger.error(f"Error in private request to {endpoint}: {str(e)}")
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raise
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def get_account_info(self) -> Dict[str, Any]:
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"""Get account information."""
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return self._send_private_request('GET', 'account')
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def get_balance(self, asset: str) -> float:
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"""Get balance of a specific asset.
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Args:
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asset: Asset symbol (e.g., 'BTC', 'USDT')
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Returns:
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float: Available balance of the asset
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"""
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try:
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account_info = self._send_private_request('GET', 'account')
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balances = account_info.get('balances', [])
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for balance in balances:
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if balance['asset'] == asset:
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return float(balance['free'])
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# Asset not found
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return 0.0
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except Exception as e:
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logger.error(f"Error getting balance for {asset}: {str(e)}")
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return 0.0
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def get_ticker(self, symbol: str) -> Dict[str, Any]:
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"""Get current ticker data for a symbol.
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Args:
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symbol: Trading symbol (e.g., 'BTC/USDT')
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Returns:
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dict: Ticker data including price information
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"""
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binance_symbol = symbol.replace('/', '')
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try:
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ticker = self._send_public_request('GET', 'ticker/24hr', {'symbol': binance_symbol})
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# Convert to a standardized format
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result = {
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'symbol': symbol,
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'bid': float(ticker['bidPrice']),
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'ask': float(ticker['askPrice']),
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'last': float(ticker['lastPrice']),
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'volume': float(ticker['volume']),
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'timestamp': int(ticker['closeTime'])
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}
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return result
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except Exception as e:
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logger.error(f"Error getting ticker for {symbol}: {str(e)}")
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raise
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def place_order(self, symbol: str, side: str, order_type: str,
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quantity: float, price: float = None) -> Dict[str, Any]:
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"""Place an order on the exchange.
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Args:
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symbol: Trading symbol (e.g., 'BTC/USDT')
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side: Order side ('buy' or 'sell')
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order_type: Order type ('market', 'limit', etc.)
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quantity: Order quantity
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price: Order price (for limit orders)
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Returns:
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dict: Order information including order ID
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"""
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binance_symbol = symbol.replace('/', '')
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params = {
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'symbol': binance_symbol,
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'side': side.upper(),
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'type': order_type.upper(),
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'quantity': quantity,
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}
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if order_type.lower() == 'limit' and price is not None:
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params['price'] = price
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params['timeInForce'] = 'GTC' # Good Till Cancelled
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# Use test order endpoint in test mode
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endpoint = 'order/test' if self.test_mode else 'order'
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try:
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order_result = self._send_private_request('POST', endpoint, params)
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return order_result
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except Exception as e:
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logger.error(f"Error placing {side} {order_type} order for {symbol}: {str(e)}")
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raise
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def cancel_order(self, symbol: str, order_id: str) -> bool:
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"""Cancel an existing order.
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Args:
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symbol: Trading symbol (e.g., 'BTC/USDT')
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order_id: ID of the order to cancel
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Returns:
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bool: True if cancellation successful, False otherwise
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"""
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binance_symbol = symbol.replace('/', '')
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params = {
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'symbol': binance_symbol,
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'orderId': order_id
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}
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try:
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cancel_result = self._send_private_request('DELETE', 'order', params)
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return True
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except Exception as e:
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logger.error(f"Error cancelling order {order_id} for {symbol}: {str(e)}")
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return False
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def get_order_status(self, symbol: str, order_id: str) -> Dict[str, Any]:
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"""Get status of an existing order.
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Args:
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symbol: Trading symbol (e.g., 'BTC/USDT')
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order_id: ID of the order
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Returns:
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dict: Order status information
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"""
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binance_symbol = symbol.replace('/', '')
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params = {
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'symbol': binance_symbol,
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'orderId': order_id
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}
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try:
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order_info = self._send_private_request('GET', 'order', params)
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return order_info
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except Exception as e:
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logger.error(f"Error getting order status for {order_id} on {symbol}: {str(e)}")
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raise
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def get_open_orders(self, symbol: str = None) -> List[Dict[str, Any]]:
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"""Get all open orders, optionally filtered by symbol.
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Args:
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symbol: Trading symbol (e.g., 'BTC/USDT'), or None for all symbols
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Returns:
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list: List of open orders
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"""
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params = {}
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if symbol:
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params['symbol'] = symbol.replace('/', '')
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try:
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open_orders = self._send_private_request('GET', 'openOrders', params)
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return open_orders
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except Exception as e:
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logger.error(f"Error getting open orders: {str(e)}")
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return [] |