@backtest/framework/esm/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 __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';
async function _callBinanceAPI(endpoint, query, symbol) {
    var _a, _b;
    const url = `${binanceUrl}/api/${versionAPI}/${endpoint}?${query}`;
    logger.trace(`Binance URL: ${url}`);
    try {
        const results = await 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 ${error.toString() || error}`, error_1.ErrorCode.ExternalAPI);
    }
}
async function getCandleStartDate(symbol) {
    const candleStart = await getCandles({ symbol, interval: '1m', limit: 1, startTime: 0 });
    return candleStart[0][0];
}
async function getBaseQuote(symbol) {
    let query = `symbol=${symbol}`;
    const baseQuote = await _callBinanceAPI(endpointExchangeInfo, query, symbol);
    return { base: baseQuote.symbols[0].baseAsset, quote: baseQuote.symbols[0].quoteAsset };
}
async function getCandles(getCandlesParams) {
    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 await _callBinanceAPI(endpointCandles, query, getCandlesParams.symbol);
}
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