@backtest/framework/dist/src/helpers/api.js

Backtesting trading strategies in TypeScript / JavaScript

"use strict";
var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
    if (k2 === undefined) k2 = k;
    var desc = Object.getOwnPropertyDescriptor(m, k);
    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
      desc = { enumerable: true, get: function() { return m[k]; } };
    }
    Object.defineProperty(o, k2, desc);
}) : (function(o, m, k, k2) {
    if (k2 === undefined) k2 = k;
    o[k2] = m[k];
}));
var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
    Object.defineProperty(o, "default", { enumerable: true, value: v });
}) : function(o, v) {
    o["default"] = v;
});
var __importStar = (this && this.__importStar) || (function () {
    var ownKeys = function(o) {
        ownKeys = Object.getOwnPropertyNames || function (o) {
            var ar = [];
            for (var k in o) if (Object.prototype.hasOwnProperty.call(o, k)) ar[ar.length] = k;
            return ar;
        };
        return ownKeys(o);
    };
    return function (mod) {
        if (mod && mod.__esModule) return mod;
        var result = {};
        if (mod != null) for (var k = ownKeys(mod), i = 0; i < k.length; i++) if (k[i] !== "default") __createBinding(result, mod, k[i]);
        __setModuleDefault(result, mod);
        return result;
    };
})();
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
    return new (P || (P = Promise))(function (resolve, reject) {
        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
        step((generator = generator.apply(thisArg, _arguments || [])).next());
    });
};
var __importDefault = (this && this.__importDefault) || function (mod) {
    return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.getCandleStartDate = getCandleStartDate;
exports.getBaseQuote = getBaseQuote;
exports.getCandles = getCandles;
const axios_1 = __importDefault(require("axios"));
const error_1 = require("./error");
const logger = __importStar(require("./logger"));
const binanceUrl = 'http://api.binance.com';
const versionAPI = 'v3';
const endpointExchangeInfo = 'exchangeInfo';
const endpointCandles = 'klines';
function _callBinanceAPI(endpoint, query, symbol) {
    return __awaiter(this, void 0, void 0, function* () {
        var _a, _b;
        const url = `${binanceUrl}/api/${versionAPI}/${endpoint}?${query}`;
        logger.trace(`Binance URL: ${url}`);
        try {
            const results = yield axios_1.default.get(url);
            return results.data;
        }
        catch (error) {
            if (((_b = (_a = error === null || error === void 0 ? void 0 : error.response) === null || _a === void 0 ? void 0 : _a.data) === null || _b === void 0 ? void 0 : _b.code) === -1121) {
                throw new error_1.BacktestError(`Symbol ${symbol} not found on Binance`, error_1.ErrorCode.ExternalAPI);
            }
            throw new error_1.BacktestError(`Problem accessing Binance with error ${error.toString() || error}`, error_1.ErrorCode.ExternalAPI);
        }
    });
}
function getCandleStartDate(symbol) {
    return __awaiter(this, void 0, void 0, function* () {
        const candleStart = yield getCandles({ symbol, interval: '1m', limit: 1, startTime: 0 });
        return candleStart[0][0];
    });
}
function getBaseQuote(symbol) {
    return __awaiter(this, void 0, void 0, function* () {
        let query = `symbol=${symbol}`;
        const baseQuote = yield _callBinanceAPI(endpointExchangeInfo, query, symbol);
        return { base: baseQuote.symbols[0].baseAsset, quote: baseQuote.symbols[0].quoteAsset };
    });
}
function getCandles(getCandlesParams) {
    return __awaiter(this, void 0, void 0, function* () {
        if (getCandlesParams.limit === undefined)
            getCandlesParams.limit = 1000;
        let query = `symbol=${getCandlesParams.symbol}&interval=${getCandlesParams.interval}&limit=${getCandlesParams.limit}`;
        if (getCandlesParams.startTime !== undefined)
            query += `&startTime=${getCandlesParams.startTime}`;
        if (getCandlesParams.endTime !== undefined)
            query += `&endTime=${getCandlesParams.endTime}`;
        return yield _callBinanceAPI(endpointCandles, query, getCandlesParams.symbol);
    });
}
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